Pathfinder swing TS
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- This topic has 2,004 replies, 6 voices, and was last updated 2 months ago by Gianluca.
01/12/2017 at 11:16 PM #20954
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 v10.301/13/2017 at 8:45 AM #2096601/13/2017 at 12:46 PM #20992
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 #2099901/13/2017 at 3:05 PM #2100401/13/2017 at 4:09 PM #21015
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 #2105201/14/2017 at 2:56 PM #21057
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 #2106201/14/2017 at 3:30 PM #21063
@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?01/14/2017 at 3:44 PM #2106901/14/2017 at 3:56 PM #21072
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.01/14/2017 at 4:05 PM #2107701/14/2017 at 4:11 PM #21078
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.01/14/2017 at 5:40 PM #21095
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