Good morning everyone!
I am wondering if using V10.3 provides different backtesting result to V10.2?
Also, it will be very much appreciated if someone can provide the full ticker of each instrument on PRT as I am struggling to find some of them like Hang Sang and the Australian index. Also it will make sure that we are all on the same track and working on the right specific ticker.
Regards
Malek
Good afternoon from Shanghai!
I am using 10.3 and haven’t noticed any differences.
Best regards, David
For some reason i am getting slightly different results. it might be that i am using futures instead of cash for example. are the commodities and indices cash or futures based contracts?
regards
Malek
wp01Participant
Master
@Maleknf
Regarding the ticker:
Go to the first page, click on the roadmap.jpg. Next to the security/index/commodity you’ll find the ticker. In PRT go to the left uppercorner in the drawdownmenu and select that ticker.
Choose the mini or for example the Australian index the ASX A$5 mini and for the Hong Kong the HKD10 mini contract. There are a couple of futures needed for Palladium/Wheat and Corn.
(rightcolumn of the sheet).
The futures have an expiringdate of March. 17. After that it will probably move on to the next expiringdate, but we will see about that later.
Good luck.
Patrick
wp01Participant
Master
@Maleknf
Very handy by the way is to create seperate lists in IG to get quick access to the security/commodity.
Attached an example.
Patrick
I adjusted Pathfinder for the instrument “US Dollar Basket (-)” Symbol DX.
I will not trade it, since its roo risky. But maybe someone has a good idea how to handle it.
Pro:
– nice numbers: >800% performance, >70% winning trades
Contra:
– hasn’t made any money since 2011 (why?)
– high drawdown, high max loss
– DOW would have made 1600% since 1985
There are also minis: “EUR1 Kontrakt” has just a small gain, “5 Mini” has only little history data (2014)
SAF positions closed with 98 Euro loss
AleXParticipant
Senior
Ok now we have some statistic of Pathfinder swing TS, in January we had 8 position opened concurrently.
| 24-gen |
|
| cotton |
1 |
| ftse |
3 |
| smi |
2 |
| eu stocks |
2 |
| smi |
2 |
| crude |
2 |
| cac |
2 |
| hang seng |
1 |
Then with an summed exposition around 100000€ and 8 position with a summed drawdown max around 20000 €
What should be the minimum coverage you think?
@Alex, thanks … useful thoughts / stats. 40K to be safe? Alternative would be to watch regularly and be prepared to pull / stop as necessary some to keep the balance healthy?
Pathfinder closed cocoa positions with 13 Euro loss
Afternoon guys! I have been working and following the instructions which were posted on this forum. I still do not get same backtestIing results that most of you post on here.
To breakdown what I am using for the backtesting:
1- I am using the PRT V10.3 end of day data
2- Using the attached PathFinder Template daily V2
3- Using Pathfinder-dailyswing-roadmap Excel
4- Referring to the excel sheet attached when implementing backtesting for the selected instruments.
Problems facing while backtesting:
1- The main problem is that I cannot find some of the instrument or contracts you all use for your backtest or live trading.
2- Also, using the PathFinder TS daily template and using the numbers from the excel sheet Reiner uploaded I still do not get the right results e.g. DD and % Return for the tested period or number of trades.
So my question are:
A) Does using the end of day data PRT ban me from getting access to some instrument such as HangSeng and ASX or prohibit me from getting the accurate results?
B) Can someone check my code if I am inserting numbers correctly for the right instrument? please check attachment?
C) do we have to stick to futures contracts only? or we can use cash indices ?
Thank you guys for your help, I am new to all this and trying to learn with some help from you.
Regards
Malek
wp01Participant
Master
@Malek,
One quick question. (the attachment is too small to read for me).
You noticed 10.3 end of day data. But that sounds like Prorealtime Complete.
Everything used here is PRT from IG and that has no EOD but all day long 24H trading. PRT from IG are all derivatives and not
the actual the index, which is not tradable by the way.
If this is the case, it answers all your questions, because it is not coded for Prorealtime Complete.
Regards,
Patrick
@PATRICK
Thank you very much for your help! you are right I am using the complete V10.3 which probably why I am getting different results not being able to find some instruments.
I attached the coding for FTSE100 daily to check please. many thanks in advance
Regards,
Malek
probably size still too small I copy the main parts.
// ProOrder code parameter
DEFPARAM CUMULATEORDERS = true // cumulate orders if not turned off
DEFPARAM PRELOADBARS = 10000
// define instrument signalline with help of multiple smoothed averages
ONCE periodFirstMA = 5
ONCE periodSecondMA = 10
ONCE periodThirdMA = 7
// define filter parameter
ONCE periodLongMA = 5
// define position and money management parameter
Capital = 10000
Risk = 5 // in %
equity = Capital + StrategyProfit
maxRisk = round(equity * Risk / 100)
positionSize = 1
ONCE stopLossLong = 10// in %
ONCE takeProfitLong = 7.5 // in %
maxPositionSizeLong = MAX(15, abs(round(maxRisk / (close * stopLossLong / 100) / PointValue) * pipsize))
ONCE maxCandlesLongWithProfit = 7 // take long profit latest after x candles
ONCE maxCandlesLongWithoutProfit = 7 // limit long loss latest after x candles
// define saisonal position multiplier for each month 1-15 / 16-31 (>0 – long / <0 – short / 0 no trade)
ONCE January1 =0
ONCE January2 =2
ONCE February1 =3
ONCE February2 =0
ONCE March1 =1
ONCE March2 =3
ONCE April1 =3
ONCE April2 =0
ONCE May1 =0
ONCE May2 =0
ONCE June1 =0
ONCE June2 =2
ONCE July1 =1
ONCE July2 =0
ONCE August1 =0
ONCE August2 =3
ONCE September1 =0
ONCE September2 =0
ONCE October1 =2
ONCE October2 =1
ONCE November1 =3
ONCE November2 =3
ONCE December1 =3
ONCE December2 =3
regards
malek
