Pathfinder swing TS

Viewing 15 posts - 181 through 195 (of 2,005 total)

← 1 2 3 … 12 13 14 … 132 133 134 →

Author

Posts
01/12/2017 at 11:16 PM #20954 quote

flowsen123
Participant

Senior

Hey michi,

I checked dax v6 /v6b2 on prorealcode v10.3. it was almost the same, some minor differences. I will upload the results of the backtest.

but I think if you open a new demo account on ig , you will be able to work with the beta version of v10.3

01/13/2017 at 8:45 AM #20966 quote

MichiM
Participant

Senior

Hey Flowsen

Thank you for your message. I think Switzerland will be updated after Germany.

Thanks for the screen.

Michi

01/13/2017 at 12:46 PM #20992 quote

flowsen123
Participant

Senior

Hey Reiner,

on the first page you list the “good” setups for each seasonality. is it still the plan to optimize the systems for longer periods (e.g. jan2-mar1) if the results are good and you just put it in the list several times? or do you prefer a separate optimized itf for each seasonality? I hope you get what I am trying to ask 🙂

01/13/2017 at 1:49 PM #20999 quote

MichiM
Participant

Senior

Hi Flowsen

Yes you have to optimized for each seasonality where you find a 3 in the Excelsheet.

Michi

01/13/2017 at 3:05 PM #21004 quote

MichiM
Participant

Senior

Hi

Silver is not so easy to test. In the attachment the itf.

One for J1 – F1 January to February

One for M2 May

One for J2 -A2 July to August.

Michi

Reiner thanked this post

Silver-Saison.jpg

01/13/2017 at 4:09 PM #21015 quote

Mark
Participant

Senior

@flowsen

i understand what you’re asking, I think it would be less work to just list them in each month several times. I suppose we just need to list them the clearest way possible. Would the results be much different if you optimised them separately e.g. Jan2, mar1 instead of jan2-mar1 I’m not sure they would so can’t see much reason to do each season separately.

01/14/2017 at 2:37 PM #21052 quote

Reiner
Participant

Veteran

Hi Kasper, in my opinion Gold in March could be a profitable setup. I’ve increased the position size to get a good result.

Pathfinder-GOLD-Mar1-V1.itf

01/14/2017 at 2:56 PM #21057 quote

Reiner
Participant

Veteran

Hi Jesús, the London Wheat future March 17 has a history from 2011. I agree we have not enough historical data to consider it further. May be someone else find a longer history for wheat or corn as well. Both are very related to seasonal behavior.

01/14/2017 at 3:18 PM #21062 quote

Reiner
Participant

Veteran

Hi David, your Hang Seng backtest is perfect. I take it as it is and move it to the hall of fame.

dajvop thanked this post

01/14/2017 at 3:30 PM #21063 quote

Pfeiler
Participant

Senior

@Robin: Thanks for your amazin work with the US Russel 2000. I try to replay your results, but with my Russel instruments I am not able to. I do not have a “US Russel 2000 (DFB)” .. see screenshot. Could you please advice, which instrument exactly you have used?

Besides, I tried to merge all the single programs in one program, that can be run over the whole year. I think this is, what we need for all the other instruments too (can’t really handle 200+ programs for Pathfinder).
What do you think? Does it run with your Russel instrument and return equal results?

Erweiterte-Suche_2017-01-14_15-23-30.png Pathfinder-RUT-D-ALL_V2.1b.txt

01/14/2017 at 3:44 PM #21069 quote

Reiner
Participant

Veteran

David, ASX is also very good. Only one change and welcome to the hall of fame.

dajvop thanked this post

Pathfinder-ASX-F1F2-swing-V1-1.itf

01/14/2017 at 3:56 PM #21072 quote

Robin
Participant

Veteran

Hi Pfeiler,

Thanks for your work. I use the DFB (daily funded bet) as it gives the most past data, it mirrors the futures almost exactly on IG. Below I enclose the results of your compiled code. The results of the compiled code are slightly different to running the individual robots, and this will be due to trades overlapping end/starts of months (we can cross into a stronger period with the previous code running). I did consider that this could be an issue, so perhaps it’s better to join together the months that run consecutively and optimise a longer period. The results of your compiled code still give very strong results. I think it’s possible to run the RUT with a lower sized account, but I made it £25k to be on the safe side. When we have multiple months optimised for each market, I think putting them together in 1 robot is a great idea.

Robin.

Pfeiler thanked this post

PATHFINDER-RUT-FULL-YEAR.png

01/14/2017 at 4:05 PM #21077 quote

Reiner
Participant

Veteran

Hi Ale, MIB is very good but I reduces the position size to 1 and move it to the hall of fame. I also tested Feb1 together with Jan2 but it was not better.

ALE thanked this post

01/14/2017 at 4:11 PM #21078 quote

Robin
Participant

Veteran

Pfeiler, these are the results I get on the IG RUT futures using the compiled code, they go back to March 2011. The draw down looks large on paper, but it’s still a low % as the strategy profit has accumulated in the account through the period.

Robin.

Pfeiler thanked this post

PATHFINDER-IG-RUT-FUTURES.png

01/14/2017 at 5:40 PM #21095 quote

Reiner
Participant

Veteran

Hi Martin (Brage), I agree Cotton looks very promising. Excellent job and welcome in the hall of fame.

Brage thanked this post
Author

Posts