Pathfinder swing TS

Viewing 15 posts - 526 through 540 (of 2,005 total)
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  • #26622 quote
    dajvop
    Participant
    Master

    Corn closed with a loss and then opened a new position according to the autoroll thing.

    Palladium closed with a profit and then did the same thing.

    Best regards, David

    Edit: I can add that neither shows in PRT, only in IG.

    #26623 quote
    manel
    Participant
    Veteran

    Soybeans just opened a further long position (the third in total) @ 1,023. This execution is confirmed in both Live and Demo IG Spreadbet.

    #26625 quote
    Reiner
    Participant
    Veteran

    Hi Guys,

    I didn’t get a further signal for Soybean but the algo has bought 2 Euro Stoxx contracts at 3319.

    In my opinion the Soybean position is a little bit to high for the default 10K account size. You have now a risk of 60 Euro per point. I have to admit that all grains are to aggressiv if further positions  were accumulated.

    I will reduce the default algos to the half of the position size and please keep an eye on Soybeans.

    Best, Reiner

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    #26634 quote
    dajvop
    Participant
    Master

    HS swing for M2A1.

    Best regards, David

    Reiner thanked this post
    Pathfinder-HS-1d-M2A1-v1.itf
    #26640 quote
    GraHal
    Participant
    Master

    @Manel No Soyabeans trade executed for me again today. We need to bottom this out between us as to what is the difference between yours and mine as we are both Spreadbetting?

    You mentioned you were trading Soyabeans DFB Index? How you know its an Index? Might you be trading Soy  bean (no A) Index?

    Anyway seeing is believing so here’s my System and proof of no Rejection of Soyabeans DFB.

    Cheers
    GraHal

    Manel-1.jpg Manel-1.jpg Manel-2.jpg Manel-2.jpg
    #26698 quote
    Reiner
    Participant
    Veteran

    update Pathfinder swing positions, grains recover, indices are trendles

    Pathfinder-Swing-Trades-Update-28.02-2.jpg Pathfinder-Swing-Trades-Update-28.02-2.jpg
    #26704 quote
    Reiner
    Participant
    Veteran

    Currently Corn and Wheat have no algo monitoring because of the future rollover. I have closed both positions manually. The algo would have closed both positions tonight.

    wp01 thanked this post
    #26705 quote
    Arno
    Participant
    Average

    I confirm in live (CFD IG account) & demo (CFD PRT account), Soybeans 60 contracts long :
    – Feb 22 at 2am > 20 contracts long @1035
    – Feb 24 at 2am > 20 contracts long @1021
    – Feb 28 at 2am > 20 contracts long @1023

    dajvop thanked this post
    #26706 quote
    Reiner
    Participant
    Veteran

    Guys,

    as mentioned I have reduced the position size for Corn and Wheat and have started the attached robots with the related May futures.

    Best, Reiner

    manel, wp01, Pfeiler and William thanked this post
    Pathfinder-C-F2M1-swing-V1-1.itf Pathfinder-W-F2M12A12-swing-V1-1.itf
    #26710 quote
    Reiner
    Participant
    Veteran

    @Arno:

    as I mentioned before the position is to high for an 10k account and I’ll also reduce the size to half for the next round. You have a nice profit – keep an eye on it :-).

    #26715 quote
    manel
    Participant
    Veteran

    Hi Grahal – sorry, I didn’t mean index, the Soyabeans DFB I have run the strategy on is exactly the same as yours shown above in the chart. I can’t see an obvious reason as to what would cause the difference as we’re both on exactly the same live platform, it’s really strange. The obvious q’s like cancellations/rejections, min/max position in the code  is set correctly, max orders per day etc seem to have been addressed. I’ve had a look at the code again as well but can’t spot anything there either – assuming you have the positionsize set to 15 (minimum) and maxpositionsizelong = max (15,….) and Once February2=1

    The mystery continues…..

    #26718 quote
    manel
    Participant
    Veteran

    Reiner – quick question. Does the maxcandleslongwithprofit count take into account the candle of the day the position is taken ? This means in the above trade of the first Soyabean position taken on Feb 22, it would close it on Wed night/Thurs morning @ 1/2am (6 full candles) if still in profit ?

    Also I presume it counts the Sunday daily candle (if there is one for the instrument, even if it’s usually only an hour long) ?

    Many thanks.

    #26740 quote
    Reiner
    Participant
    Veteran

    @manel

    Max candle check refers always to the opening of the last position, you can check easily when you GRAPH numberCandles

    manel thanked this post
    #26741 quote
    GraHal
    Participant
    Master

    @Manel here’s the code (you mention above) that I’m using  …

    positionSize = 20
    
    maxPositionSizeLong = MAX(60, abs(round(maxRisk / (close * stopLossLong / 100) / PointValue) * pipsize))
    
    ONCE January2 = 1
    ONCE February1 = 1
    ONCE February2 = 1
    ONCE March1 = 0

    I have my Platform timezone set to GMT (see attached) … I assume you do also?

    Are you direct with IG (not via PRT?)

    Thanks
    GraHal

    Manel-3.jpg Manel-3.jpg
    #26752 quote
    manel
    Participant
    Veteran

    @ GraHal – I have exactly the same settings and code as you. Yes, I have a direct account with IG. Running out of ideas here…..really bizarre.

    I think it may be time to hand this over to the support desk and they have to investigate what’s going on. It makes no sense as the code execution should be a binary outcome – it should work for all or no one. It could be because not all accounts are run on the same servers (which I know is the case) and somehow something didn’t work on one of them that yours was on. We’re just speculating now though.

    We should keep an eye on occurrences of this though and people should highlight on here when this happens again as the more frequent the issue the more serious they are likely to take it.

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Pathfinder swing TS


ProOrder: Automated Strategies & Backtesting

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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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