@flowsen123
I am trading most swing algos live.
@pfeiler
I posted the updated HS swing algo on page 36, but here it is again (small typos corrected):
Anybody running Wheat for Feb2-Apr2? Which instrument do you use?
Best regards, David
wp01Participant
Master
Hi David,
Yes i’m running Wheat for F2M1M2A1A2.
This instrument was originally optimized for the March future. That one expired on February 27th.
I moved it to the May future and activated it in ProOrder on the 28th. in the evening. I did not profit from the order you see in
the BT by the end of February. Somehow i was too late or something else happend.
Attached the code i use.
Patrick
Live:
| F2 |
22.02.2017 |
07.03.2017 |
auto |
Sojabohnen (EUR1 Kontrakt) |
20 |
1.021,00 |
1.036,00 |
1,47% |
| F2 |
28.02.2017 |
07.03.2017 |
auto |
Schweden 30 Kassa (20SEK Mini Kontrakt) |
3 |
1.567,41 |
1.577,08 |
0,62% |
Happy about the 300€ from the Soybean trade, but in between it was over 1000€ in plus. (The other 20 contracts summed up to 0€).
Thinking about manually closing a deal when I see it reaching such highs in the future. Unfortunately you cant code it in pathfinder, since such tops sometimes only happen during the day, am I right?
@dajvop: I wont trade wheat in the future. Only by changing the spread to other values, you get significantly worse results. It looks very fragile to me. Since we have so many trades per period I will concentrate on the more robust instruments.
@wp01
Isn’t the drawdown quite severe? My PRT shows 74.8%…
wp01Participant
Master
David,
I don’t know. Unfortunately i can not see the DD. Whatever i try. This happens a lot but most when the market is closed. Maybe it shows no figure because there is not much trade at the moment.
But i can not imagine that i activate it for live trading with such a DD. When it is above 20% i already have my doubts.
Patrick
@Pfeiler if you use Positionperf (0) then if gain % of current open position > yourchoice then the position exits anytime 24/7.
More details on link below
https://www.prorealcode.com/documentation/positionperf/
Best
GraHal
wp01Participant
Master
David,
I finally have a DD. It is nearly 30% which is too high. Do you have the same figures?
Patrick
wp01Participant
Master
@Pfeiler,
Did your soybeans already closed than?
The result you showed was last week during the day. I tried to hedge it, but was to late and it didn’t reached that price anymore unfortunately.
Patrick
Patrick,
For some reason my positionsize was 2, but after I changed it to 1, I too have over 30 % drawdown.
Hi guys
My best on Coffee for M2. Large drawdown.
Here it is on the 1 euro mini. Sorry!
Nifty (2 USD Mini) + China H-Shares (10HKD Mini)
We will definitly have fun with these!
