Pathfinder swing TS

Viewing 15 posts - 1,501 through 1,515 (of 2,005 total)
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  • #46333 quote
    wp01
    Participant
    Master

    You’ve been busy Oskar. Thanks for your postings.

    Regards,

    #46346 quote
    ozz87
    Participant
    Senior

    wp01: Yes, my job is basically to look at monitors, alot of spare time 🙂 Will take a look at commodities tonight.

    #46348 quote
    wp01
    Participant
    Master

    I was already wondering what you do up all night. Now i understand.

    ozz87 thanked this post
    #46357 quote
    ozz87
    Participant
    Senior

    HG long

    AU long

    Pretty good results for being red on the roadmap

    wp01 and dajvop thanked this post
    Pathfinder-HG-Oct1-V1.itf hg.png hg.png Pathfinder-AU-Oct1-V1.itf au.png au.png
    #46367 quote
    ozz87
    Participant
    Senior

    SB long – Strangely many contracts on this one…..?

    PL long

    wp01 and dajvop thanked this post
    Pathfinder-SB-Oct1-V1.itf sb.png sb.png Pathfinder-PL-Oct1-V1.itf pl.png pl.png
    #46373 quote
    ozz87
    Participant
    Senior
    #46378 quote
    ozz87
    Participant
    Senior

    Drawdown for CC in my last post: 606 EU. PRT bug…

    Soy long- high dd

    KC long – high dd

    wp01 and dajvop thanked this post
    Pathfinder-Soy-Oct1-V1.itf soy.png soy.png Pathfinder-KC-Oct1-V1.itf KC.png KC.png
    #46383 quote
    ozz87
    Participant
    Senior

    NG long – high DD

    Got bad results or to few trades on CL, W, CT and PA.

    wp01 and dajvop thanked this post
    Pathfinder-NG-Oct1-V1.itf ng.png ng.png
    #46392 quote
    Reiner
    Participant
    Veteran

    Hey guys,

    Hope you’re all well. I’ve seen that this thread is still very active. Unfortunately to create every 2 weeks all the robots is a lot of and sometimes annoying work. An alternative approach could be to build yearly robots based on the current Pathfinder swing template. Here is an example for Palladium.

    Best, Reiner

    wp01, Andyswede, ozz87 and 5 others thanked this post
    Pathfinder-PA-swing-V2.jpg Pathfinder-PA-swing-V2.jpg Pathfinder-PA-swing-V2.itf
    #46411 quote
    ozz87
    Participant
    Senior

    Reiner: Very interesting 🙂 It would of course save alot of work. But will it be as good? Since all the parameters are optimized for only 2 weeks instead of several years?

    It would be nice with a code including all optimizations for each period in the same code, but I don’t know if that’s even possible.

    #46418 quote
    Reiner
    Participant
    Veteran

    Hi Oscar,

    It’s possible to combine all shorterm versions in one robot. Enclosed is a sample for soybean 1 Euro mini.

    Best, Reiner

    ozz87, Andyswede, wp01 and dajvop thanked this post
    Pathfinder-S-swing-V1.jpg Pathfinder-S-swing-V1.jpg Pathfinder-S-swing-V1.itf
    #46422 quote
    Despair
    Blocked
    Master

    Hi Reiner,

    Don’t you do any OOS-Testing with your systems? All your systems seem to be optimized over the whole data (and produce in this way of course a great looking equity curve). Have you ever tried for example optimizing (here for the soybean example) on the data 1976-2006 and then test on the remaining data.?

    #46423 quote
    ozz87
    Participant
    Senior

    Reiner: That’s exactly what I was looking for! Then we can take the values of the previous swings and put in one code. Awesome! 🙂 I’ll do some testing later. Is it possible to add Maxprofit? 🙂

    #46427 quote
    ozz87
    Participant
    Senior

    Reiner: I downloaded the DAX swings we have so far to put in one code, but for some reason short doesn’t work with the code.

    Pathfinder-DAX-Swing-V1.itf dax-1.png dax-1.png
    #46536 quote
    Andyswede
    Participant
    Master
    saisonalPatternMultiplier = January2
    periodThirdMA = 2
    periodLongMA = 7
    stopLossLong = 6
    takeProfitLong = 8
    maxCandlesLongWithProfit = 4
    maxCandlesLongWithoutProfit = 8
    ENDIF
    ELSIF CurrentMonth = 2 THEN
    IF currentDayOfTheMonth <= midOfMonth THEN
    saisonalPatternMultiplier = February1
    periodThirdMA = 2
    periodLongMA = 21
    stopLossLong = 6.5
    takeProfitLong = 5.5
    maxCandlesLongWithProfit = 7
    maxCandlesLongWithoutProfit = 9

    Hi Reiner and thanks for all good codes! One question: Isn`t PRT reading the code that comes first, at first? In this case, if I want to trade for February 1, the long MA is 21, but the long MA for January 2 is read instead? which is 7 in this case.

    I get different results when I // “Comment” away all the other periods except one.

    Best regards, Andy

Viewing 15 posts - 1,501 through 1,515 (of 2,005 total)
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Pathfinder swing TS


ProOrder: Automated Strategies & Backtesting

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Reiner @reiner Participant
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This topic contains 2,004 replies,
has 6 voices, and was last updated by Gianluca
3 years, 1 month ago.

Topic Details
Forum: ProOrder: Automated Strategies & Backtesting
Language: English
Started: 01/01/2017
Status: Active
Attachments: 1885 files
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