Pathfinder swing TS
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- This topic has 2,004 replies, 6 voices, and was last updated 2 months ago by Gianluca.
03/08/2017 at 6:36 PM #27802
Good news: Reiner ist still with us and he greets you all. He sent me some commodity algos for March2, which I will check, to see if they meet our high standards 😉 .
@David: 3 spotless algos, thx
@O-jay8: agree, your PL algo is better
— done (20):
Natural Gas – Copper – Gold – Palladium – Coffee – Wheat – Platinium – (7)
Bund – ASX – AEX – SMI – CAC – DOW – China – NIFTY – Hang Seng – DAX – Euro Stoxx 50(STXE) – OMX – S&P500 – (13)
– needs refinement:
FTSE – only 3 transactions
— open (please help out!):
MIB (ALE)03/08/2017 at 7:05 PM #2780903/08/2017 at 7:14 PM #2781003/08/2017 at 7:42 PM #2781403/08/2017 at 11:05 PM #2788003/08/2017 at 11:08 PM #2788103/09/2017 at 12:08 AM #27892
I’ve had problems with backtest also today, a real weird issue which I couldn’t even be bothered to explain to get help on here but maybe it’s similar to what you have experienced?
Backtest orders were triggered up to about half way through the BT period and then the remaining BT period (up to today) there was no orders (but not due to the code).
GraHal03/09/2017 at 5:09 AM #2789603/09/2017 at 9:20 AM #27921
I started to try to understand Pathfinder optimization and I found another data for PA, can someone said me if is better or worse from the version posted by Pfeiler?
I think that with this data 144% gain instead 122% and less DD, but I want to understand if I done a good job or I’m in error.
Thanks03/09/2017 at 9:45 AM #2792203/09/2017 at 10:10 AM #2792703/09/2017 at 12:58 PM #27940
I have uploaded packages of the seasonal Algo in a DropBox shared folder.
You can find the link on the topics first page or here: https://www.dropbox.com/sh/lwh60rhgavw8q2v/AABaTnCi489Wb8ue_aqPVeB7a
Please check, if you can download and use the algos. I will update March2 to v2 on saturday as a final package (then I am on holiday for a week).
I also attached a Pathfinder Swing history, which is a summary of my own live trades with Pathfinder Swing. I started with demo (as you always should do in the beginning, read introduction on first page!), missed some trades and closed some trades manually. So your results will be different. But it should give you a glimpse, that PF Swing is indeed profitable and worth the effort.
My result in 2 Months is 4902€ profit, with a 15k€ credit/deposit and a drawdown of approx. 2000€.
Most of the CFD costs were balanced with dividends from the indices (surprisingly).03/09/2017 at 3:27 PM #27951
@Pfeiler – Many thanks for giving up your valuable time and organising this, much appreciated. I can confirm that the dropbox folder and the files are accessible. Have tested a couple of the files and they work fine.
P.S – I agree, for me the dividend offset of the financing costs is a nice bonus as well 🙂03/09/2017 at 8:07 PM #27977
@Ale, @David: Thx! With your algos we are “feature-complete”.
@Alex: Can you please upload a screenshot of your algo detail view and/or compare it with the attached detailed view. Low DD is FTW.
I checked Reiners algos and they are a little bit better. He optimized more on drawdown than on high gain.
I do not want to overrule the existing algos, I just choose those for the final package with better numbers, which I will trade, and move others to backup. You decide with which you go live.
NG – better DD: 886€ vs 3296€
PA – better DD: 486€ vs 2320€
PL – better Ratio win/loss: 14,26 vs 5,63
W – better DD: 927€ vs 1870€
Further inspection would need:
Coffee – high DD 2295€ and low gain 104% for DD (cant get Reiners algo working probably .. too high DD)
HG – only 28% gain with DD 1316€ ( I have another image Pathfinder-Swing-Copper-Mar2.jpg with better results but no itf?!)
NIFTY – high DD 3240€
SMI – high DD 2588€ with “only” 151% gain03/09/2017 at 8:16 PM #27988
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