Sorry for the confusion with Natural Gas instrument.
IG removed the “Natural Gas 1 EUR” which our algo was optimized to. But PRT offered a “Natural Gas 2,50 Mini MAY-17” which we do not have in IG Markets. *sigh*
So I just checked the “Natural Gas 2,50 Mini APR-17” which we have in PRT and in IG, but the numbers are not so good (see attachment).
I have a max DD of 1929,50$ which, for me, is too much, so I will cancel the NG algo for this period.
I really hope to see it back in APRIL1, if we can use a NG derivate that is more reliable.
@David, Maleknf:
About the remark of the EU Stocks 50 Cash (STFX, STXE) .. I see a worse result when I change the maxPos value from 0 to 15.
I see that the value 0 does not really support the maxPos calculation, but with the better result with 0 than 15 I think it should stay as it is?
Do you guys object?
see attachment:
left with 15, right (original) with 0
@Pfeiler
With maxposition set to 1 you get the same result as 0.
Best regards, David
Here a small recap of what has happened for me in March so far.
Gold really was a big hit on the budget. With 20 contracts definitly a too high risk for this period.
As you can see in the roadmap, M1 is a weak period and what we have seen confirms it.
Haven’t had a deal in March2 so far, since NG didn’t trigger for me.
We’ll see how Wheat fairs…
AlcoParticipant
Senior
Hi Pfeiler,
I don’t see IG has removed NG 1€ mini. Still available for me. Don’t know if more people have the same problem?
I still have NG 1€ in IG and PRT, though you buy 2.5 contracts.
@Alco: And backtest also look s good again. Thanks for the hint.
I just started the original algo “Pathfinder-NG M2A1 swing V2.itf” for trading with “Erdgas (EUR1 Kontrakt)”.
@pfeiler,
Thanks for the information regarding the NG Algo. I do not seem to find the original one, so can you please share the code to update my ProOrder
Regards
Malek
@maleknf: you can find it in the package “Pathfinder Swing 03 MAR2 v02.ZIP” via DropBox link (first page)
wp01Participant
Master
@Pfeiler, alco,
That is just the issue. The BT you show is for 1 EUR contract and the minimum to buy is 2.5 contract. If you adjust the positionsize to 2.5 the BT doesn’t look as good
anymore. You posted it also just before your holiday.
Patrick
@wp01: Argh .. yes, now I remember. Thanks for reminding.
We had this in this post already: https://www.prorealcode.com/topic/pathfinder-swing-ts/page/45/#post-28202
Next period APRIL1 looks very promising for Pathfinder Swing. I have updated the roadmap on the first page and as you can see, the indexes have their strongest performance in the year.
Luckily most of the algos have already be done in MARCH2, so we just need these for APRIL1:
Commodities
Natural Gas – Soybean – Cocoa – Gold
Indexes
CAC – NASDAQ – BUND (FGBL) – MIB – NIKKEI
I will look at these as soon as possible, but I hope you guys can help out. 🙂
Starting with the algo for BUND. Gain is quite low for 879€ DD.
I am pretty sure other algos will perform better.
Hi, I will make CAC before the end of the week.
