Discussing the strategy VECTORIAL DAX (M5)

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Viewing 15 posts - 1,156 through 1,170 (of 1,239 total)
  • #164604

    Hello @zogzog,

     

    If you are afraid of a big loss, it certainly means you take to big position. Maybe you should start with 0.2 DJI. You will have less psychological pain in case or loss and will run a better code. By this way, you can reintroduce slowly all of part of your benefice and step by step increase your capital.

    #164946

    Hello guys,

     

    I did tests on 1M to DJ-3min Vectorial V10.1, V10.2, V10.2_r1 and V3p7he. Results are interesting because all de V10 versions are good now and by past time and the win/loss are not in same time,  so quite good to mix money management.

    5 users thanked author for this post.
    #164970

    You can backtested it in 3m since 2012? Very nice…..

    #165004

    Could you share .itf of 10 versions?

    Thank you.

    #165006

    Vectorial V10.1, V10.2, V10.2_r1 and V3p7he.

    danistuta  they are all in the Attachment List at the top of every Page …. see the blue link with the paper link?

    2 users thanked author for this post.
    #165016

    10.2 was published here 2020-10-24

    this picture is OOS from that period.

    i would not go as far as to say the results are impressive..

    #165037

    backtest is great, it’s very hard to get such results.

    However the concept with risk its something to realise

    Long takes 2.5% risk, = +/- 800 points now, quite big on 3m.

    If the index for long goes up 0.2% (+/- 64 points) breakeven kicks in at 15 points. It means al the way back when the index was half of what it is now, with a gain of 32 points breakeven was set at 15 points.

    Those wins add to a nice win%, but are they really winners?  Setting it at 0 shows more realistic win% and increases the (recent) payout

    #165080

    You can backtested it in 3m since 2012? Very nice…..

    I can backtest in 1 million barre with standart IG account

    #165824

    10.2 was published here 2020-10-24 this picture is OOS from that period. i would not go as far as to say the results are impressive.. Attachments:

    It looks quite similare at the back test in my opinion. You just start the code in hard time.

    #166963

    Here’s another re-working of the DAX 5m, mostly Paul’s v130 with some minor tweaks.

    Optimization for the strategy is 70/30; stops, target and trail are done on 100%

    Instead of VRT, i made 5 versions with each taking trades on a different day of the week, showing the following range:

    %win:  54.5 – 58.4

    Gain/Trade:  8.3 – 15.9

    Gain/Loss: 1.23 – 1.45

    One thing to be aware of is that the trail is very slow with no breakeven (I left the Breakeven code in but it doesn’t help) so it needs a lot of leeway.

    Thanks again to Paul and Balmora for doing the hard part.

    Total of 11 users thanked author for this post. Here are last 10 listed.
    #167205

    It’s interesting in 200k too.

     

    We also can see that we are in market long time (75%) and long and short are very equal ni results (P/R 1.27 for both)

    #167315

    Sorry, just realised that I uploaded an incomplete edition, possibly the fault of PRT not saving things properly and possibly the onset of premature senile dementia.

    Either way, this is the final version … I think (final until the next one)

    3 users thanked author for this post.
    #167667

    Thanks again to Paul and Balmora for doing the hard part.

    Thanks to you guys, it’s a very big job you did.

    #168648

    Hello guys,

     

    I worked on DJ 3min Vectorial V10.1 from Tanou and optimized all variables in 100k in Long only. I call this code V11. Results looks good with the form of market we have since Covid. Of course it’s interesting if it’s accept that market change with 2020 crisis.

    I share you results in 100k and 1M. I don’t know yet if it’s interesting to work in short version.

    Let me know what do you think about it.

    #168653

    Here is add of screenshot and itf file.

    Long only

    4 users thanked author for this post.
Viewing 15 posts - 1,156 through 1,170 (of 1,239 total)

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