Pathfinder _ zilliq research

zilliq · Fri, 03 Mar 2017 19:42:21 +0000

Hi Arno, For me, it’s against my religion to average my losses, sorry. I think it can work ONLY if you have a very high % of winning trade (in the past, but who can predict the future) The problem is what I said to Reiner before on my previous post : Pathfinder take more position than it could (depending on, the risk). If it works, no problem, you’re rich, but if you lose you cry I think (it’s my opinion, not a critical), that this booster to 10 positions (if I remember) is too dangerous and against the Van Tharp theory. This afternoon I had a little bit time to code different suggestions I spoke to Reiner 1/ Add position ONLY if you are after the trailing stop = pyramid trading I code a simple strategy DAX ut15 Spread=1 and test it As you will see on the pictures With this system you have higher winning trade, higher ratio and you’re less in the market (and so less expensive) ! +8.34 % vs +7.91 % It need to be confirm but seems promising 2/ Add an Alembert Martingale (to the basic code) (with maxposition depending on the risk) It seems you win not more and with higher drawdown and you’re more in the market I think it can be optimize (Trailing stop and so on)…But not sure it could be a good option +7.02 % I will test other suggestions when I will have time and say to you the results Have fun Zilliq

This topic has 25 replies, 9 voices, and was last updated 7 years ago by zilliq.

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03/07/2017 at 8:36 AM #27498

Nicolas

Thanks a lot Zilliq for these interesting pieces of codes, quite impressive.
As you know advertising is allowed on the website, but I’d like to minimize it a bit when it’s repeating, that’s why I disable forums signature 🙂 so I believe one link to your website is enough per topic. External links are “no follow”, so you’ll gain nothing more with one or many of them. Many thanks for comprehension.

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03/07/2017 at 8:43 AM #27499

zilliq

Of course i understand Nicolas and totally agree

I haven’t opened this file so i couldn’t put the link and the sentence “coding is not à crime 😉 on the first post and we can’t edit post (i think it’s a problem)

So can you put them on the first post and erase all other and our 2 last actual post who are useless in the file

Thanks and have a nice day

Zilliq

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03/07/2017 at 11:23 AM #27519

zilliq

Well, this morning I try different things on the ZRATIO …

Notably, something who can be interesting is to combine positinsizing+Alembert+ZRATIO

As you will see on the picture (DAX UT15 Cap 10000 euros Spread 1)

Without these optimisations :+6.56 % %Winningtrades/loosing=1.47 VQN 1.6 but with bigger drawdown <25 %

With these optimisations : + 96 % %W/L 2.04 VQN 1.9

It’s strange, but quite the same time in the market and % winning trades

Seems to be promising. I continue and work on my other questions…

Cheers

Zilliq

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GraHal

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03/07/2017 at 11:53 AM #27525

Nicolas

Keep calm. I think Zilliq is already trying to share what he has discovered with everyone. So even if he doesn’t share his own commercial algorithm, it doesn’t mind. Of course Im looking forward for Zilliq to share codes instead of pictures 😉

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03/07/2017 at 12:57 PM #27533

Robin

I’m interested in the subject of money management, so hope Zilliq will continue to post his research, findings and code. I’m not interested in knowing anyones private commercial code, I understand that how someone makes money is their own business. Can we wait until the conclusion of this thread before passing judgement as I believe there is some very useful stuff being discussed here. Thanks 🙂

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03/07/2017 at 3:46 PM #27543

Nicolas

OMG, can I take some fresh air too? 🙂 I deleted all useless posts. Again, please stay calm. I do not want to spend more time to enforce order in this topic. So if anyone don’t want to see or read posts from Zilliq, there are many other threads open and waiting to be treated in forums. Thanks everyone.

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Pfeiler, Paris, Robin, Jesús, manel

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03/07/2017 at 3:49 PM #27544

Jesús

Hello everyone,

Personally I think we can not force anyone to share anything. The monetary strategy and the improvement of the Pathfinder algorithm created by @Reiner are of great interest to many users. @zilliq has shared some of his work and ideas and I personally thank him.
This forum must be, above all, a space of respect and exchange of ideas, so I dislike disrespectful or demanding comments, I think that is not the spirit of the forum.
I hope I have not offended anyone, but that it serves as a reflection for all.
Best regards.

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03/07/2017 at 3:53 PM #27545

Jesús

Firts of all, thanks @Nicolas for create and maintain this sharing platform, I totally agree with you.

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03/07/2017 at 3:54 PM #27546

Nicolas

Jesús wrote:

This forum must be, above all, a space of respect and exchange of ideas, so I dislike disrespectful or demanding comments, I think that is not the spirit of the forum. I hope I have not offended anyone, but that it serves as a reflection for all.

Totally agree, first time I need to delete posts in a year. So now, can we continue to work together? I hope so. Please Zilliq, this is your post, do what you want here with any open source codes available on this website.

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03/07/2017 at 4:53 PM #27562

Arno

Hi,
Let everyone share what he wants. Zilliq made me want to know more about the notions that I didn’t know : MAE, MFE, SQN de van Tharp …
Knowledge at the base of strategies is what it is important to share. As in life, it is knowledge that makes us free.
Let us be curious, creative and stop behaving like sheep 🙂

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maleknf, GraHal

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03/08/2017 at 10:21 AM #27712

zilliq

Well, I think this thread begin bad (I didn’t open it, there is bad feelings n it and so on …)

So I will close this thread and open on other on “Money Management and Algo Optimization”

See U elsewhere …

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Robin

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