Pathfinder swing TS
01/11/2017 at 3:30 PM #20724
Mark, great job with Cooper. I made some small changes and reduced the position size from 3 to 2. I also checked Jan1 and Feb2 but your setup is the best. What a profitable setup butof course not riskless. Welcome in the hall of fame.
1 user thanked author for this post.01/11/2017 at 3:45 PM #2072801/11/2017 at 3:50 PM #20731
I noticed that there were no one taking care of Cocoa / CC. So I made some backtests and found a promising setup for F1.
Positionsize 1: 82% profitable trades with 8.5% drawdown. Gain: 17,9%
Positionsize 5: 90% profitable trades with 21.6% drawdown. Gain: 101.5%
I also checked J2, but there was no profitable setup to be found and you showed this in the roadmap also.
I would be happy to support you in the future as well. Maybe there are more interesting instruments to check…
01/11/2017 at 4:47 PM #20741
Hi Kasper, Barge, OMX Jan has only a few trades and I agree it’s statistical not significant for an algo. You both did the right things. I have made a test from Jan to May and to be honest it’s not my favourite and nothing for the hall of fame.
01/11/2017 at 5:27 PM #2075101/11/2017 at 5:29 PM #20753
NExt test for dax (Mar2-apr2). it has 4 zero bar trades, but I verified with v.10.3 and it showed the same result.
Thank you for the hint Alco, this time I tested with 5 point spread.
01/11/2017 at 5:35 PM #2075701/11/2017 at 7:04 PM #2077101/11/2017 at 7:05 PM #2077401/11/2017 at 7:22 PM #2077901/11/2017 at 10:40 PM #2079301/11/2017 at 11:07 PM #2079901/11/2017 at 11:15 PM #2080101/11/2017 at 11:21 PM #2080201/12/2017 at 12:44 PM #20839