Is anyone else running this on their live account?

So far it has opened positions at 16:00 every day for the last 4 trading days, has anyone else got this?

Eric wrote:

only demo 4 open

V1

Hi Francesco

I was going to say check the Trades Log link below but this Thread don’t appear to be entering Trades.

It’s so useful as a central source to answer just the query you have now, but only if data is entered.

https://docs.google.com/spreadsheets/d/1KDmbbH_BZ8v5toEs661g535GJAXVD5kezXKNcmPSnIg/edit?usp=sharing

GraHal

Navigator V1 sold 2 of 7 contracts with a nice profit of 721 Euro, the remaining position is 1.400 Euro in profit

I have the navigator for daily timeframe and it had great résulte too.

This morning all remaining April long positions closed and all long trades made a profit of over 2.500 Euro! This little algo shows the advantage of average down algos, accumulate cheap and wait patiently until market recover but unfortunately risk is high when this expection doesn’t occur

all positions closed  in nav v1 v2 and daily .

Hi all,

I took a little look at this. (Thanks @Reiner for the idea.)

With regard to V2, it appears that the following lines can never run due to the conditions never being true in any case:

For the long side

ELSIF monthlyMultiplierLong <> 0 THEN // is never true
  IF (COUNTOFPOSITION + positionSize) <= maxPositionSizeLong THEN 
    BUY positionSize CONTRACT AT MARKET // is never run
ENDIF

And for the short side

ELSIF monthlyMultiplierShort <> 0 THEN // can never be true
  IF (COUNTOFPOSITION + positionSize) <= maxPositionSizeShort THEN 
     //SELLSHORT positionSize CONTRACT AT MARKET // is never run
ENDIF

If you comment out those lines you should notice no difference in the curve or final result of your back test.

I believe what the Reiner was trying to test for here is:

” If the larger position increment according to the monthly multiplier is too big to fit within the maxPositionSize headroom available then if  the smallest (or starting) position increment were added to the total exposure in the maraket and that potential new exposure (sum of existing plus new smaller position) is less than or equal to the maximum allowed then add that smallest possible  increment to our existing exposure. ”

These are lines 124 to 155.

The reason why that line would never execute is because it’s not possible for the alternative condition to be true as both are either true or untrue

// for the long situation monthlyMultiplierLong would always be above or equal to 0
// so
(monthlyMultiplierLong > 0) NOR (monthlyMultiplierLong <> 0) // would never be true
// reverse for the short side

So in order to make that line actually run (lines 132 and line 151) you’d need to re-write the logic section in one way or another; eg:

IF monthlyMultiplierLong >= 2 THEN
 // ... try bigger position increment
ELSIF monthlyMultiplierLong =1 THEN
 // ... try smaller position increment
ENDIF

// but of course this completely changes the equity curve so question as to whether you'd want it.

Hope that helps. Happy back testing 🙂

Maz

ps will take a look at this a bit more