My experience tells me that the vector strategies posted here, did not work in the months after optimization and all produced more losing trades than winning trades. It seem that they are all overoptimized.
I put angles at 10 and -10 and I got 2 x trades on EURUSD on 1 min TF over 10k bars.
Does above work for you?
Off to bed now, I will look at it more tomorrow, but just wanted to get it to trade on Forex! 🙂
Loads of trades on DJI btw.
What about the other values? Anyway not comparable to the lot of trades taken on indexes; and also seems not working on 5m timeframe (main timeframe for this strategy) or higher.
It’s very tricky because i can’t understand what is the key factor.
With at least one trade on Forex we now know its not something weird in the code.
So key factor has to be … conditions coincident, which should be value dependent?
Attached results for 100k bars on EURUSD on 5 min TF, 43 trades, average gain £16.63 per trade, spread = 2.
EDIT / PS
I forgot to change Algo title, should read Franc Vector EURUSD M5 v1.
Has anyone ever tried the system on Forex? Perhaps because of the swings of Forex, it works more stable in the long term than on indices? Not a bad idea, actually.
With at least one trade on Forex we now know its not something weird in the code.
So key factor has to be … conditions coincident, which should be value dependent?
Attached results for 100k bars on EURUSD on 5 min TF, 43 trades, average gain £16.63 per trade, spread = 2.
EDIT / PS
I forgot to change Algo title, should read Franc Vector EURUSD M5 v1.
Does not open any position with your settings, maybe the key factor is my PRT? 🙂
Have you tried increasing to position size = 2 ?
Have you tried increasing to position size = 2 ?
I’m trying different options (i figured out how to run some positions) but i’m very busy atm; i’ll come back at you guys when i will have something good.
Bonjour Balmora74,
J’ai un indicateur qui devrait bien se marier avec le tien, si çà te tente de développer çà ensemble:
xxx@xxx
EDIT par modération: voir règles dans encart jaune en bas de chaque page, pas d’adresse mail svp, merci, ainsi que la règle sur l’usage du même langage que celui du forum où on poste, merci.
EDIT by moderation: please see rules in yellow box at bottom of each page, no email address please, thanks, also please use same language as the one the forum post belongs to, thanks
Here is the strategy code in english so we know whats actually happening. courtesy of chatgpt.
# Vector = Angle Calculation
PeriodA = 10
NumberOfCandlesA = 15
MovingAverageA = ExponentialAverage(PeriodA, close)
AdjustedSlopeA = (MovingAverageA - MovingAverageA[NumberOfCandlesA] * pipsize) / NumberOfCandlesA
Angle = ATAN(AdjustedSlopeA)
BuyCondition1 = Angle >= 45
SellCondition1 = Angle <= -37
# Vector = Slope and Its Moving Average Calculation
PeriodB = 20
NumberOfCandlesB = 35
lag = 5
MovingAverageB = ExponentialAverage(PeriodB, close)
Slope = (MovingAverageB - MovingAverageB[NumberOfCandlesB] * pipsize) / NumberOfCandlesB
Trigger = ExponentialAverage(PeriodB + lag, Slope)
BuyCondition2 = (Slope > Trigger) AND (Slope < 0)
SellCondition2 = (Slope < Trigger) AND (Slope > -1)
Hi all,
Does someone still use this strategy?
US100 code seems to work well without modification.
Time range could be a way to improve the code.
Thanks
What code exactly donu use?
This one: sys-05-vectorial-us100-v5.0p.itf
You can download page 7 of attached files.
I went through all 40 odd pages of the attached files and could not find sys-05-vectorial-us100-v5.0p.itf you posted above.
I used the search on this website for sys-05-vectorial-us100-v5.0p.itf you posted above and also googled – ProrealCode “sys-05-vectorial-us100-v5.0p.itf” – no success.
If you know where sys-05-vectorial-us100-v5.0p.itf is located (Page 7??) please might you right click on the file and post a clickable link to sys-05-vectorial-us100-v5.0p.itf?
Or do I need more coffee?? 😉
Thank You
Aha, as the file you referenced started with sys-05 … it was ‘sys-05’ I was scanning for down the lists on the 40 odd pages of attachments.
Here is the link to the file …
https://www.prorealcode.com/wp-content/uploads/2019/07/vectorial-us100-v5.0p-5m.itf
