Discussing the strategy VECTORIAL DAX (M5)

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  • #168662 quote
    LaurentBZH35
    Participant
    Average

    Ouch, can’t launch it in live. I have error message line 25, but it’s money managements and i didn’t change anything in this part.

    Anybody can help me, i don’t find my mistake.

    #168668 quote
    GraHal
    Participant
    Master

    You need to delete the line space before DEFPARAM (a weird v11 ‘thing’! 🙂 ).

    Looks good … I’ve set it going on Demo Forward Test.

    Thank You for sharing!

    LaurentBZH35 thanked this post
    #168815 quote
    LaurentBZH35
    Participant
    Average

    Hello Guys,

     

    So it’s finally a quiet good idea to test the DJ 3min Vectorial V11 in Long AND Short. I share you the results in 100k and 1M. We only have a short loose in 2013 with this version. But it’s clearly a code who works since 1/2 years.

    Long and short version is call V11.1

    DJ-3min-Vect-V10.1-LgSh-basis.jpg DJ-3min-Vect-V10.1-LgSh-basis.jpg DJ-3min-Vect-V10.1-LgSh-100k-51.jpg DJ-3min-Vect-V10.1-LgSh-100k-51.jpg DJ-3min-Vect-V10.1-LgSh-100k-51-details.jpg DJ-3min-Vect-V10.1-LgSh-100k-51-details.jpg DJ-3min-Vect-V10.1-LgSh-41-1M.jpg DJ-3min-Vect-V10.1-LgSh-41-1M.jpg
    #168820 quote
    LaurentBZH35
    Participant
    Average

    Here is the itf file for DJ 3min Vectorial V11.1 for long and short trade

    GraHal, Midlanddave and palettofix thanked this post
    DJ-3-min-Vectorial-V11.1.itf
    #168822 quote
    Tanou
    Participant
    Senior

    Hello @LaurentBZH35 !

    Can you upload the itf that you are using?

     

    Thanks!

    #168825 quote
    LaurentBZH35
    Participant
    Average

    Hello @LaurentBZH35 ! Can you upload the itf that you are using?

    Hello Tanou, our texts cross themselves 🙂 ITF file is upload

     

    Iconserve all the basis of your program and only work in opt of variables in 100K

     

    Thanks for your job Tanou. I will certainly work in your v13 test. i just realize it exists.

    #168863 quote
    Arno G
    Participant
    Average

    Hi,

    My modest contribution based on DAX M5 V13 with some optimisations V13.2

    I’ll pleased to get your point of view on it.

    Midlanddave thanked this post
    DAX-M5-Vectorial-v13.2.itf DAX-M5-Vectoriel-V13.2.png DAX-M5-Vectoriel-V13.2.png
    #169069 quote
    ilvillans
    Participant
    Senior

    Hi Arno G, your optimization creates these two errors, would you be able to solve the problem thanks

    DAX-M5-Vectorial-v13.2.jpg DAX-M5-Vectorial-v13.2.jpg DAX-M5-Vectorial-v13.2-1.jpg DAX-M5-Vectorial-v13.2-1.jpg
    #169093 quote
    VinzentVega
    Participant
    Veteran

    I got the same error message.

    #169097 quote
    robertogozzi
    Moderator
    Master

    You need to decrease the number of combinations.

    The leftmost number is the combinations you have selected, the rightmost one is the max. allowed (10K with IG, 100K with PRT).

    x-7.jpg x-7.jpg
    #169139 quote
    ilvillans
    Participant
    Senior

    Hello Roberto, As for the problem of: code is invalid of line33, the problem you see in the other photo, what needs to be done? Thank you

    #169142 quote
    robertogozzi
    Moderator
    Master

    @ilvillans

    Only  use the ‘Insert PRT Code’ button when putting CODE in your posts, not text!

    Thank you 🙂

    #169143 quote
    robertogozzi
    Moderator
    Master

    I will read the code whenever possible, but it seems not to be related to line 33, as it would have been reported with a warning at line 33.

    It’s due to too many variables being optimized or to an incorrect use of them.

    #169145 quote
    robertogozzi
    Moderator
    Master

    @ilvillans

    I set all variables to a fixed value and everything worked fine, my backtest ended with no errors.

    #169155 quote
    LaurentBZH35
    Participant
    Average

    Hello guys,

     

    I share you a code from DAX 5min V135 from Paul, Balmora and Nonetheless. I use it in France 40 and optimized all variable in 200k so august 2018 to today. It looks quite good in this time but a little bit less before.

    I tryied to improve it in more time frame but it’s really less interesting.

    It certainly can be improve with some filters

    Here are screenshot and itf file.

    Enjoy and tell me what do you think about it

    Opti-14.jpg Opti-14.jpg Details-14.jpg Details-14.jpg CAC-5m-Vectorial-v135.itf
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Discussing the strategy VECTORIAL DAX (M5)


ProOrder: Automated Strategies & Backtesting

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Balmora74 @balmora74 Participant
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This topic contains 1,263 replies,
has 125 voices, and was last updated by VinzentVega
1 year ago.

Topic Details
Forum: ProOrder: Automated Strategies & Backtesting
Language: English
Started: 02/24/2019
Status: Active
Attachments: 470 files
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