Pathfinder swing TS
03/13/2017 at 11:31 AM #2838203/13/2017 at 11:42 AM #2838303/13/2017 at 11:45 AM #2838503/13/2017 at 2:49 PM #2840603/13/2017 at 2:51 PM #2840703/13/2017 at 2:59 PM #2840903/13/2017 at 6:05 PM #28429
CAC algo has a very low drawdown .. shouldnt be a problem to trade with CAC EUR2. EUROSTOXX EUR2 will be definitly riskier.
Me actually, I cant change and adapt to EUR2 since I am in holidays without a PC. Will miss those two, since I am very bullish for indices the next 4 weeks.03/13/2017 at 6:09 PM #28433
@Pfeiler: I tried a full algo for HG Cooper respectively to your algo, you did post a while ago. (Silver if I recall correctly)
There is a problem for consecutive seasons: i.e. if an entry occurs in end of march but the trade runs into april, the algo is considering the parameters of april to exit the trade and not the parameters for the second half of march anymore.
To avoid this, I just made two full year algos where 2 seasons in a row do not appear. There must be another solution, so if somebody has an idea, please share.
A bigger problem is the difference between the full year algo and the individual algo for a month. Especially for Feb1 in this case. I do not understand why the full year algo has often a few more trades than the individual algo for the month. Does somebody has an idea for that?
BTW: I left September out because I didnt get any good results, but if somebody does, please share.
Attached are the two full year algos.
Oliver03/13/2017 at 6:39 PM #28442
Hi O-jay8 if an entry occurs in end of march but the trade runs into april … you have the option to leave the trade running until it closes by the same System (Mar2) under which the trade opened?
I agree, the Mar2 System Entry and Exit variables are optimised for Mar2 and in April it’s not Mar2 period … I guess that is what you are saying?
Solution would be to monitor any / all Daily Swings after end of respective periods and if in profit then manual close? Exception would be if the market structure looks to favour increasing profits then keep position open. Same goes for losing trades?
Just a few thoughts
GraHal03/14/2017 at 9:42 AM #2847903/14/2017 at 9:49 AM #28480
@ O-jay8 you say … I do not understand why the full year algo has often a few more trades than the individual algo for the month … if your variables are optimised for different periods (12 months compared to 2 weeks / 4 weeks?) then one would expect there to be differences in the number of trades executed between a 12 month System and 1 month System.
Or am I misunderstanding what you are saying / asking?
GraHal03/14/2017 at 10:29 AM #28485
@ Grahal, To compare the full year algo with an individual algo for a season, I have put all other not relevant seasonal multis to zero. Otherwise it would indeed make no sense to compare it.
For example I only want to compare the first two weeks of February (Feb1). So I put all seasonal multis to Zero except FEb1 and use the same parameters for the individual algo for the month. And in this comparison, I do not get the exact same results, which surprises me to be honest.
Oliver03/14/2017 at 11:18 AM #28492
I agree, it is surprising.
Put the two sets of codes on the link below (left side & right side) press compare and see if any difference? Only takes 2 mins / as fast as you can copy and paste.
Let us know how you get on please?
GraHal03/14/2017 at 11:35 AM #28495
If this Thread would like to log trades in the same way as we are doing on the ‘Reiner 4H System’ then please feel free using the link below.
It is accessible to anyone with the link (no need for google account or gmail) so please bookmark and use if you wish.
I will back-up daily.
PS Attached the ‘4H Trade Log’ so you can see the format and results.03/14/2017 at 2:30 PM #28521