SnorreDK wrote:

I prefer Vectorial-US100-v2-WFE

you are using this one ?

Here is a one for Dax 15m thats been live since February 2024 and has worked good for me.

//————————————————————————-
// Main code : DAX_15M_VECTORIAL_LIVE
//————————————————————————-
// M15
// SPREAD 3
// Optimize date – FEB 2024

DEFPARAM CumulateOrders = false
DEFPARAM Preloadbars = 50000

// Variabler för handelstid
ONCE zz = 36.0
ONCE dd = 64.0
ONCE bb = 41.0
ONCE xx = 8.0
CtimeA = time >= 080000 and time <= 220000
CtimeB = time >= 080000 and time <= 220000
ONCE BarLong = 350 // Avslutar lång position efter detta antal barer
ONCE BarShort = 350 // Avslutar kort position efter detta antal barer

// Positionstorlek
ONCE PositionSizeLong = 0.5 // Storlek på lång position
ONCE PositionSizeShort = 1 // Storlek på kort position

// Strategi – Vektorberäkning av vinkel
ONCE PeriodeA = xx // Period för exponentiellt glidande medelvärde (öka för mer stabilitet) (kortsiktig trend)
ONCE nbChandelierA = zz // Antal ljus för vinkelberäkning (öka för att jämna ut beräkningen)

MMA = Exponentialaverage[PeriodeA](close)
ADJASUROPPO = (MMA – MMA[nbChandelierA] * pipsize) / nbChandelierA
ANGLE = (ATAN(ADJASUROPPO)) // Beräkning av vinkel

CondBuy1 = ANGLE >= 20 // Köpvillkor baserat på vinkel
CondSell1 = ANGLE <= -45 // Säljvillkor baserat på vinkel

// Vektorberäkning av lutning och dess glidande medelvärde
ONCE PeriodeB = dd // Period för exponentiellt glidande medelvärde av lutning (öka för att fånga längre trender)
ONCE nbChandelierB = bb // Antal ljus för lutningsberäkning (öka för att jämna ut beräkningen)

lag = 6 // Fördröjning av signalen (öka för att fördröja signalen)

MMB = Exponentialaverage[PeriodeB](close)
pente = (MMB – MMB[nbChandelierB] * pipsize) / nbChandelierB
trigger = Exponentialaverage[PeriodeB + lag](pente)

CondBuy2 = (pente > trigger) AND (pente < 0) // Köpvillkor baserat på lutning
CondSell2 = (pente CROSSES UNDER trigger) AND (pente > -1) // Säljvillkor baserat på lutning

// Ingångar i position
CONDBUY = CondBuy1 and CondBuy2 and CTimeA // Villkor för köp
CONDSELL = CondSell1 and CondSell2 and CtimeB // Villkor för sälj

// Lång position
IF CONDBUY THEN
buy PositionSizeLong contract at market
SET TARGET %PROFIT 5.0 // Mål för vinst i procent
ENDIF

// Kort position
IF CONDSELL THEN
Sellshort PositionSizeShort contract at market
SET TARGET %PROFIT 1.5 // Mål för vinst i procent
ENDIF

// Variabler för trailing stop
ONCE trailingStopType = 1 // Trailing stop – 0 AV, 1 PÅ
ONCE trailingstoplong = 10 // Trailing stop för lång position (öka för att skydda vinst)
ONCE trailingstopshort = 7 // Trailing stop för kort position (öka för att skydda vinst)
ONCE atrtrailingperiod = 30 // Period för ATR (justera för marknadsvolatilitet)
ONCE minstop = 0.8 // Minsta avstånd för trailing stop (öka för större avstånd)

// Trailing stop-logik
atrtrail = AverageTrueRange[atrtrailingperiod]((close / 10) * pipsize) / 1000
trailingstartl = round(atrtrail * trailingstoplong)
trailingstartS = round(atrtrail * trailingstopshort)
if trailingStopType = 1 THEN
TGL = trailingstartl
TGS = trailingstartS
if not onmarket then
MAXPRICE = 0
MINPRICE = close
PREZZOUSCITA = 0
ENDIF
if longonmarket then
MAXPRICE = MAX(MAXPRICE, close)
if MAXPRICE – tradeprice(1) >= TGL * pointsize then
if MAXPRICE – tradeprice(1) >= minstop then
PREZZOUSCITA = MAXPRICE – TGL * pointsize
ELSE
PREZZOUSCITA = MAXPRICE – minstop * pointsize
ENDIF
ENDIF
ENDIF
if shortonmarket then
MINPRICE = MIN(MINPRICE, close)
if tradeprice(1) – MINPRICE >= TGS * pointsize then
if tradeprice(1) – MINPRICE >= minstop then
PREZZOUSCITA = MINPRICE + TGS * pointsize
ELSE
PREZZOUSCITA = MINPRICE + minstop * pointsize
ENDIF
ENDIF
ENDIF
if onmarket and PREZZOUSCITA > 0 then
EXITSHORT AT PREZZOUSCITA STOP
SELL AT PREZZOUSCITA STOP
ENDIF
ENDIF

// Exit zombie trade
IF POSITIONPERF < 0 THEN
IF shortOnMarket AND BARINDEX – TRADEINDEX(1) >= barshort THEN
EXITSHORT AT MARKET
ENDIF
ENDIF

IF POSITIONPERF < 0 THEN
IF LongOnMarket AND BARINDEX – TRADEINDEX(1) >= barlong THEN
SELL AT MARKET
ENDIF
ENDIF

@Maik2404

Only post in the language of the forum that you are posting in. For example English only in the English speaking forums and French only in the French speaking forums.

Thanks 🙂

ok thanks, I’ll try it.

Hi there,

posizioneSize = 1 for both long & short.

I’ll give it a try but I dont trust all these parameters with these precise values:

ONCE zz = 36.0
ONCE dd = 64.0
ONCE bb = 41.0
ONCE xx = 8.0

How often do you optimize these params ?

Screenshot-2024-10-16-alle-11.50.25.png Screenshot-2024-10-16-alle-11.51.02.jpg Screenshot-2024-10-16-alle-11.51.47.jpg

Here you have the code with english comments:

//————————————————————————-
// Main code : DAX_15M_VECTORIAL_LIVE
//————————————————————————-
// M15
// SPREAD 3
// Optimize date – FEB 2024

DEFPARAM CumulateOrders = false
DEFPARAM Preloadbars = 50000

// Variables for trading time
ONCE zz = 36.0
ONCE dd = 64.0
ONCE bb = 41.0
ONCE xx = 8.0
CtimeA = time >= 080000 and time <= 220000
CtimeB = time >= 080000 and time <= 220000
ONCE BarLong = 350 // Closes long position after this number of bars
ONCE BarShort = 350 // Closes short position after this number of bars

// Position size
ONCE PositionSizeLong = 0.5 // Size of long position
ONCE PositionSizeShort = 1 // Size of short position

// Strategy – Vector calculation of angle
ONCE PeriodeA = xx // Period for exponential moving average (increase for more stability) (short-term trend)
ONCE nbChandelierA = zz // Number of bars for angle calculation (increase to smooth out the calculation)

MMA = Exponentialaverage[PeriodeA](close)
ADJASUROPPO = (MMA – MMA[nbChandelierA] * pipsize) / nbChandelierA
ANGLE = (ATAN(ADJASUROPPO)) // Angle calculation

CondBuy1 = ANGLE >= 20 // Buy condition based on angle
CondSell1 = ANGLE <= -45 // Sell condition based on angle

// Vector calculation of slope and its moving average
ONCE PeriodeB = dd // Period for exponential moving average of slope (increase to capture longer trends)
ONCE nbChandelierB = bb // Number of bars for slope calculation (increase to smooth out the calculation)

lag = 6 // Signal delay (increase to delay the signal)

MMB = Exponentialaverage[PeriodeB](close)
pente = (MMB – MMB[nbChandelierB] * pipsize) / nbChandelierB
trigger = Exponentialaverage[PeriodeB + lag](pente)

CondBuy2 = (pente > trigger) AND (pente < 0) // Buy condition based on slope
CondSell2 = (pente CROSSES UNDER trigger) AND (pente > -1) // Sell condition based on slope

// Entry conditions for positions
CONDBUY = CondBuy1 and CondBuy2 and CTimeA // Buy conditions
CONDSELL = CondSell1 and CondSell2 and CtimeB // Sell conditions

// Long position
IF CONDBUY THEN
buy PositionSizeLong contract at market
SET TARGET %PROFIT 5.0 // Profit target in percentage
ENDIF

// Short position
IF CONDSELL THEN
Sellshort PositionSizeShort contract at market
SET TARGET %PROFIT 1.5 // Profit target in percentage
ENDIF

// Variables for trailing stop
ONCE trailingStopType = 1 // Trailing stop – 0 OFF, 1 ON
ONCE trailingstoplong = 10 // Trailing stop for long position (increase to protect profits)
ONCE trailingstopshort = 7 // Trailing stop for short position (increase to protect profits)
ONCE atrtrailingperiod = 30 // Period for ATR (adjust for market volatility)
ONCE minstop = 0.8 // Minimum distance for trailing stop (increase for larger distance)

// Trailing stop logic
atrtrail = AverageTrueRange[atrtrailingperiod]((close / 10) * pipsize) / 1000
trailingstartl = round(atrtrail * trailingstoplong)
trailingstartS = round(atrtrail * trailingstopshort)
if trailingStopType = 1 THEN
TGL = trailingstartl
TGS = trailingstartS
if not onmarket then
MAXPRICE = 0
MINPRICE = close
PREZZOUSCITA = 0
ENDIF
if longonmarket then
MAXPRICE = MAX(MAXPRICE, close)
if MAXPRICE – tradeprice(1) >= TGL * pointsize then
if MAXPRICE – tradeprice(1) >= minstop then
PREZZOUSCITA = MAXPRICE – TGL * pointsize
ELSE
PREZZOUSCITA = MAXPRICE – minstop * pointsize
ENDIF
ENDIF
ENDIF
if shortonmarket then
MINPRICE = MIN(MINPRICE, close)
if tradeprice(1) – MINPRICE >= TGS * pointsize then
if tradeprice(1) – MINPRICE >= minstop then
PREZZOUSCITA = MINPRICE + TGS * pointsize
ELSE
PREZZOUSCITA = MINPRICE + minstop * pointsize
ENDIF
ENDIF
ENDIF
if onmarket and PREZZOUSCITA > 0 then
EXITSHORT AT PREZZOUSCITA STOP
SELL AT PREZZOUSCITA STOP
ENDIF
ENDIF

// Exit zombie trade
IF POSITIONPERF < 0 THEN
IF shortOnMarket AND BARINDEX – TRADEINDEX(1) >= barshort THEN
EXITSHORT AT MARKET
ENDIF
ENDIF

IF POSITIONPERF < 0 THEN
IF LongOnMarket AND BARINDEX – TRADEINDEX(1) >= barlong THEN
SELL AT MARKET
ENDIF
ENDIF

Ahh then i understand 🙂

Regarding you comment about precise parameters, you can also test with even numbers and you still get “ok” results with a good equity curve.

Example:
ONCE zz = 40.0
ONCE dd = 60.0
ONCE bb = 40.0
ONCE xx = 8.0

Test1.png