Pathfinder swing TS

Viewing 15 posts - 1,516 through 1,530 (of 2,005 total)
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  • #46586 quote
    O-jay8
    Participant
    Veteran

    Hi,

    For example. The trade starts on the 30.1 with certain parameters (maxCandlesLongWithProfit = 4)
    Then it trades in to February1 and a new period, where the paramter is (maxCandlesLongWithProfit = 7)
    Assume its on profit it will close after 7 days even though the trade started in January.

    Because the date changed to February1 it overwrites the parameters from January2.
    That was a problem we discussed already once here. That is why we left out every second period, but still then some trades where different.

    Andyswede thanked this post
    #46603 quote
    ozz87
    Participant
    Senior

    O-jay: Aha. That could explain the results from my dax test. Not as good as it should be.

    #46618 quote
    wp01
    Participant
    Master

    @Dajvop,

    The PL october future expires the 22nd. of september. I think you have it still running in your account. (Sep1 short)

    According to the information it expires the day before the last day of trading. So that will be the day after tomorrow.

    Don’t understand why they call it october with a full week to go in september.

    Anyway, if you do not want it to rollover, you have to close it before. After the loss of last week this time it is a nice profit, so won’t hurt….

    Regards,

    PL-expiration.png PL-expiration.png
    #46620 quote
    wp01
    Participant
    Master

    ozz87,

    The reason why you do not have short trades in the DAX is because you used V1. We got a workable updated version from Reiner compatible for short trades

    on page 61 (#34221).  But actually you can use any V2 version from the last months as a template.

    Pathfinder swing TS

    Kind regards,

    #46627 quote
    ozz87
    Participant
    Senior

    Wp01: Ah ok. The problem o-jay described probably remains though.

    #46631 quote
    wp01
    Participant
    Master

    O-jay8, ozz87, Andyswede and dajvop,

    If you take a look at the code from Soybeans that Reiner uploaded a couple of days ago and you read after line 46 (//setup based on roadmap)

    there you can see that the code is changed. The settings are devided in 12 times 2 pieces which stand for 24 half months.

    If i understand it correctly the first and second MA remain 5 and 10 (line 12 and 13) and the variables for the months should be filled in from

    line 46 to line 176.

    In the original V2 version from page 61 the code could not be used for long and short in one go. It looks like this is solved with this version.

    #46635 quote
    ozz87
    Participant
    Senior

    Wp01: Ok so using v2 and split the months like he did in the Soy code should work?

    #46637 quote
    wp01
    Participant
    Master

    Oskar,

    But you already used the Soybeans as a template for the DAX? So the months are already split. I didn’t see that right in the first place. Sorry for the

    misunderstanding. I saw in your DAX september version that you added the first and second MA in the code. Don’t think that will work when you also have them in line 12 and 13.

    To have long and short in the code you should check the difference with the PA code. Only then the variables look like the same for every month.

    #46639 quote
    dajvop
    Participant
    Master

    @Patrick

    Thanks for the heads up. It closed yesterday morning actually.

    Will check the new code next week. My brother is visiting this week, so it’s hard to get anything done.

    Best regards, David

    #46647 quote
    wp01
    Participant
    Master

    I saw it this morning with the platinum David.

    Have fun this week!

    #46648 quote
    jebus89
    Participant
    Master

    I’ve been trying to read up on the pathfinder strategies but 30+ pages later im still a bit confused. It all startet with the pathfinder strategy and now people are trying to optimize alot of indicies/commodities over each month?

    Could someone explain whats going on now as if im 5 years old? 😀

     

    Anyone been running pathfinder on any markets on live accounts with good results?

    DAX 4h V7 is the newest one, right? (v7 that is?)

    #46652 quote
    ozz87
    Participant
    Senior

    Jebus89: Hi! Yes it’s optimized for 15 days at the time for the indices/commodities looking good for that period in history. I think it’s started when Reiner saw that Platinum (i think it was) nearly always gave good results for long in december. So we optimize the ones that look good every 15 days. If you look at the results the first 4 months, picture in first post, you can see that the result is about 15k eu. Running that much requires alot of capital though. Since then we don’t know the monthly result though, but I know that July for examply went very well also.

    #46653 quote
    ozz87
    Participant
    Senior

    wp01: I’ll check if I can make sense of it next time I start PRT, which will be about 28 sept. Just stresses me out to look at the positions all the time so I’ve decided not to for a while 🙂

    #46655 quote
    dajvop
    Participant
    Master

    Why is February1 in both line 54 and 64 in Reiner’s new code?

    #46656 quote
    wp01
    Participant
    Master

    In the Soybeans of the Palladium?

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Pathfinder swing TS


ProOrder: Automated Strategies & Backtesting

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

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Forum: ProOrder: Automated Strategies & Backtesting
Language: English
Started: 01/01/2017
Status: Active
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