Pathfinder swing TS
03/28/2017 at 10:55 AM #3010003/28/2017 at 2:31 PM #3015703/28/2017 at 3:07 PM #3016403/28/2017 at 5:38 PM #3017203/29/2017 at 12:42 AM #3018703/29/2017 at 7:19 AM #3019003/29/2017 at 7:21 AM #3019103/29/2017 at 9:13 AM #3019503/29/2017 at 6:14 PM #30230
I checked the min.size values of our instruments (see attachment) and had to redo the COCOA algo.
I also do not have a 1EUR mini for CAC (I have it in PRT, but not in IG), so I redid it with a 2EUR mini,
I have uploaded a new package “Pathfinder Swing 04 APR1 v03.zip” with the latest changes (CAC, COCOA, GOLD, MIB).
Thanks everyone for testing our algos and your feedback! 🙂03/30/2017 at 3:15 PM #30362
Hello – I’m just looking at the EU stocks algo for April. Could I confirm that this line is correct?
maxPositionSizeLong = MAX(0, abs(round(maxRisk / (close * stopLossLong / 100) / PointValue) * pipsize))
I just thought the value couldn’t be ‘0’ but I imagine I’m misunderstanding it.
J.03/30/2017 at 3:21 PM #30366
…again with regards to the EU Stocks algo if I run the backtest then I get the same results as the screenshot in the .zip. If I change the position size from 1 to 2 then I get very different results which isn’t what I was expecting. Both screenshots are attached.
Apologies if this is something obvious that I have misunderstood. Perhaps it isn’t as simple as just changing the position size but the minimum trade size on IG in the UK is £2.
Thinking about it, perhaps this is something to do with the multiplier?
J.03/31/2017 at 12:31 AM #3042903/31/2017 at 6:56 AM #30437
US 500 sold this morning with a profit:
M2 24.03.2017 31.03.2017D1auto US 500 Kassa (1E Kontrakt) 12 2.347,00 2.368,50 0,92% 258,00 € M2 28.03.2017 31.03.2017D1auto US 500 Kassa (1E Kontrakt) 12 2.344,20 2.368,50 1,04% 291,60 €03/31/2017 at 7:46 AM #3043803/31/2017 at 8:18 AM #30444