Discussing the strategy VECTORIAL DAX (M5)

Forums › ProRealTime English forum › ProOrder support › Discussing the strategy VECTORIAL DAX (M5)

Viewing 15 posts - 1,201 through 1,215 (of 1,239 total)
1 2 3 4 5 … 71 72 73 74 75 76 77 78 79 80 81 82 83
  • 06/02/2021 at 9:59 AM #170961
    murre87

    I never got DJ 3 min Vectorial V11.1 going:

    Maybe there is something wrong withe timezone? Help pls

    06/02/2021 at 11:47 AM #170973
    nonetheless

    what do you mean that you can’t get it going? it doesn’t open any trades? or you get an error message?

    time setting should be correct for Sverige.

    1 user thanked author for this post.
    avatar murre87
    06/02/2021 at 12:09 PM #170976
    murre87
    nonetheless wrote:

    what do you mean that you can’t get it going? it doesn’t open any trades? or you get an error message?

    time setting should be correct for Sverige.

    No trades since start 25/5

    06/02/2021 at 12:41 PM #170980
    nonetheless

    that’s only 1 week so the conditions probably haven’t occurred yet. do any trades show in backtest for that period?

    1 user thanked author for this post.
    avatar murre87
    06/02/2021 at 1:06 PM #170992
    murre87

    yes backtrade says trades.
    what does the relationship between these 2 pictures look?

    06/02/2021 at 2:30 PM #170998
    nonetheless

    In the Max Positions box (2nd pic) you can put anything you want, it’s up to you.

    The maxpositionsize in the Money Management refers to the IG tier2 margin limit, after which the margin requirement is much higher. But you’d be a millionaire by the time it got that high so you probably wouldn’t worry too much.

    The settings you have there are actually all mixed up; tier1 / tier2 max for the DJ should be 55 / 550 (not that it matters).

    The minimum positionsize for the DJ is supposedly 0.2 but recently (in Demo) I got error messages saying the minimum was 1 – not sure if that has changed or just a glitch.

    06/15/2021 at 9:42 AM #171785
    palettofix

    There is an error in the V11.1.

    Line 158

    startBreakeven = tradeprice(1)*(breakevenpercent/100)

    should be changed to

    startBreakeven = close * (breakevenpercent/100)

     

    The problem is that the last trade is used  to calculate the value of startBreakeven. If there is no previous trade at the start of the program the value is 0.

    close should be a good replacement for calculation of the stop parameters.

     

    1 user thanked author for this post.
    avatar VinzentVega
    06/15/2021 at 6:07 PM #171819
    nonetheless

    I’ve used that Breakeven code in lots of algos, never had a problem with it. It’s a variation on a code by Nicolas, this is the original:

    https://www.prorealcode.com/blog/learning/breakeven-code-automated-trading-strategy/

    Have you tested it with

    startBreakeven = close * (breakevenpercent/100)  ?

    Seems to me that you could only reach startBreakeven if it happened in 1 candle – otherwise it will start a new measurement from each new close.

    06/15/2021 at 9:09 PM #171821
    palettofix

     

    The original code uses a fixed value and does not calculate the value from any price.

    After looking closer at the code I agree that the code is correct, the value is only used when tradeprice(1) is not 0 and the startBreakeven value is calculated for every candle.

    I tested the code and it did work. startBreakeven is used as the minimum difference between close and tradeprice(1), in v11.1 0.26% is used. (88 points for dow 34000)

     

    In a different program a similar stop parameter calculation was inside an IF NOT ONMARKET, and the first trade was wrong. That is why I check all programs for that problem.

    07/02/2021 at 10:45 AM #172954
    LaurentBZH35

    Hello everybody,

     

    I would like to know if every body tried a vectorial strategy on NAS ?

    07/02/2021 at 11:29 AM #172964
    robertogozzi

    @LaurentBZH35

    Do not double post. Ask your question only once and only in one forum. All double posts will be deleted anyway so posting the same question multiple times will just be wasting your own time and will not get you an answer any quicker. Double posting just creates confusion in the forums.

    Thank you 🙂

    You are already in a discussion about VECTORIAL strategy, there’s no need to open a new one to scatter info and making it more difficult to retrieve.

    See pic to know how you can find attachments concerning NASDAQ.

     

     

    07/02/2021 at 3:00 PM #172982
    VinzentVega

    It is better not to backtest the entire period, but to not include at least 3 to 4 of the last months in the backtest. Otherwise, it is impossible to determine whether the system works in real life.
    All vector systems run very poorly in real life in the last few months.

    07/02/2021 at 9:56 PM #173021
    phoentzs

     


    @Vinzentvega

    The markets, especially the DAX, have been in a sideways range since the end of May. Which is not ideal for trend following strategies. The trick is to lose as little as possible in such phases without a clear direction.

    07/03/2021 at 12:39 PM #173043
    phoentzs

    For consideration: Since I have just run a test where my base system is running in 10 different versions with different trend filters in demo … I have found that as long as there is a trend, the differences between the systems are not particularly great live when there is a sideways phase gives my basic system without a filter performs best. Some trend systems even go into a large drawdown. Even if the back test curve looks so nice. I already got this food for thought with my KISS-EMA-RSI system (see topic). The more you filter on trades, the more unstable it runs live. Because you also filter out a lot of good trades. Let’s take this DAX Vectorial … let’s say it has 2000 unfiltered trades in 200000bars … if we filter the best trades, we might get 500-1000 trades that are doing really well. But then we still have 1000 trades that are unpredictable. Partly good, partly bad. But due to this high uncertainty factor, we run the risk of having a great backtest but live … a drawdown. So let’s take about 1500 trades unfiltered, only with a flat angle and TP / SL in a ratio of 1: 1.5 … we have a stable system that should run live. I sat down and did some rough calculations last night. I get about 45% hit rate and about 1.3 … not great, but I think stable. Unfortunately, I don’t have time for the weekend, but I think I’ll be able to finish it here next week.

    2 users thanked author for this post.
    avatar LaurentBZH35, avatar GraHal
    07/03/2021 at 12:44 PM #173044
    phoentzs

    Unfortunately, my translator spun the last sentences. I think you know what I mean. Does anyone share my view? Mediocre trades that happen often should be the target, not the huge moves that seem unpredictable.

  • Author
    Posts
Viewing 15 posts - 1,201 through 1,215 (of 1,239 total)
1 2 3 4 5 … 71 72 73 74 75 76 77 78 79 80 81 82 83

Find exclusive trading pro-tools on ProRealCode Marketplace

Similar topics:
discuss the “late lunch strade dax40 strategy”
discussing the cac40 tuesday long strategy
display of dax we data on dax weekly chart
late lunch trade dax40 strategy
5m ustech 100 strategy
bollinger+fractal strategy idea
changes to weekly reversal fx strategy
classic macd 200ema strategy
coding of a trend following strategy with pullback counter
combining short/long strategies into 1 strategy issue

Create your free account now and post your request to benefit from the help of the community
Register or Login