Pathfinder swing TS

Viewing 15 posts - 211 through 225 (of 2,005 total)
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  • #21543 quote
    MichiM
    Participant
    Senior

    @ flowsen

    If you test the system, make only one test until 2014 and then look at the result until today. Optimized programs always show you the blue of the sky.

    I’ve seen so many times and lost a lot of money.

    Michi

    #21545 quote
    Brage
    Participant
    Senior

    Hi Alco. I can confirm a position in cotton  at 7245 in my demo.

    Alco thanked this post
    #21547 quote
    flowsen123
    Participant
    Senior

    @Michi

    interessting concept. so you think of doing e.g. a optimization of soybeans for the time between 1990 and 2014 and then check the results for 2014 till today?

    I think I will try this and additional do a complete optimiztation for the whole periode and then check the difference.

    #21549 quote
    MichiM
    Participant
    Senior

    @flowsen

    Yes from 2014 untill today or from the beginning until today. The question is what makes the program if it was “not” optimized so the period 2014-2017.

    Michi

    #21563 quote
    wp01
    Participant
    Master

    @Alco, @Brage and others interested.

    Cotton tried to go long this night at 03:00 hours for 12 times, but could not effect the trade because of the minimum of 2,5 contracts.

    When IG can not buy a position it will throw it out of pro-order and you have to activate it again. But first of course change the minimum contracts.

    Regards,

    Patrick

    Pfeiler, Reiner and Brage thanked this post
    2017-01-18.png 2017-01-18.png
    #21570 quote
    Reiner
    Participant
    Veteran

    I confirm the cotton signal at 7245 in demo account.

    Please be aware that the Pathfinder daily based only on the daily high/low crossover is a “bottom fisher” and not a classic breakout system. The algo needs in an up trend (daily high is above signalline) a correction (daily high move under signalline) to get in. I enclosed an example for soybeans.


    @MichiM
    : you asked in the other thread for a soybeans signal. As mentioned the algo is waiting for a correction and will never buy the tops.

    Best, Reiner

    MichiM, winnie37, Brage and Pfeiler thanked this post
    Pathfinder-daily-setup.jpg Pathfinder-daily-setup.jpg
    #21579 quote
    Alco
    Participant
    Senior

    @WP

    Cotton had no problem in my demo account. No rejection. Just executed with 1€ contract at 03:00 .

    #21581 quote
    wp01
    Participant
    Master

    @Alco.

    Than it looks like there is a difference between demo and live trading…..

    Because it was not effected due to less than minimum size of contracts.

    #21587 quote
    winnie37
    Participant
    Veteran

    Cotton opened at 7245 too 🙂

    #21645 quote
    Elsborgtrading
    Participant
    Veteran

    FTSE swing 1D v2 opened +3 pos @ 7253.3 in live account

    Pfeiler thanked this post
    #21649 quote
    MichiM
    Participant
    Senior

    I confirm that open

    FTSE swing 1D v2 opened +3 pos @ 7253.3 in live account

    and

    SMI swing Jan2 V1 opened + 2 pos @ 8333.5 in live account

    Pfeiler and winnie37 thanked this post
    #21719 quote
    Pfeiler
    Participant
    Senior

    I just checked Rainers spreadsheet at start of the thread and the numbers from his silver program are a lot better than I thought.
    I had an altered version of the daily silver program, with a very bad result.

    To compare it now, my program is a little better, but needs a lot of work, and is very curve fitted.
    I think, it does not significally beat the more simple one we had already. You decide.

    Sorry for the confusion.

    Pathfinder-Daily-V2-Silver-1.png Pathfinder-Daily-V2-Silver-1.png Pathfinder-AG-1D-FY-V3.0a-1.png Pathfinder-AG-1D-FY-V3.0a-1.png Pathfinder-dailyswing-roadmap-2-Excel_2017-01-19_17-48-25.png Pathfinder-dailyswing-roadmap-2-Excel_2017-01-19_17-48-25.png Pathfinder-dailyswing-roadmap-2-Excel_2017-01-19_17-51-19.png Pathfinder-dailyswing-roadmap-2-Excel_2017-01-19_17-51-19.png
    #21747 quote
    Elsborgtrading
    Participant
    Veteran

    @Flowsen123 and Michim. If you not already have read this Blog about curve fitting, and back testing in and out of sample, I think you could benefit from reading it. It describe what you wrote about 🙂

    Cheers Kasper

    winnie37 and MichiM thanked this post
    #21775 quote
    Elsborgtrading
    Participant
    Veteran

    @Alco and Wp, Demo trades does not take into account the minimum amount of contract, that particular instrument is required to trade with Live account.- this you need to check if changing any positionsize. It also does not take into account your safety limit of your account before you get a margin call. I think I saw the information elsewhere in the thread, but just in case you missed you can find it in the web based IG platform. search for example DAX- the expandable menu tap- next to the chart icon- it has an information entry in the menu. Here you will find what you need to know.

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    Screenshot_149.jpg Screenshot_149.jpg
    #21788 quote
    Elsborgtrading
    Participant
    Veteran

    Edit to the above post. “Demo trades does not take into account the minimum amount of contract”- well Backtesting does not take this into account, and also the instrument in Demo account differ from Live account, e.g. position sizing.

    Alco and wp01 thanked this post
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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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