For the next period APRIL2 most algos have already been done, but some instruments need to be implemented:
Status APR2:
— done:
Palladium – Soybean – Cocoa
AEX – DAX – US500 – CAC – NASDAQ – OMX
— open (please help out!):
Cotton CT – Corn C – Platinum PL – Gold – Wheat (with 1EUR contract)
DOW – SAF – NIKKEI
Wheat was already done, but with a contract that expires end of April. I would prefer to have a algo on the 1EUR instrument without a time limit, if we get reasonable results with it at all.
Please have a look at the instrument comparison for the min. size values.
The calculation of the RW value must take the currency into account (thx Arno).
But for the time being I just removed the EURO symbol, please keep in mind RW maybe different, when currency is not EUR.
My take on GOLD and DOW.
I’m stuck with a laptop the next 2 months, so my screenshots are a bit cropped.
Best regards, David
I tried Wheat 1€ mini but I get only 1 trade, but there is only data for 2 years as far as I can tell.
I tried CT but the best I got was 34 % drawdown.
Attached are C also.
Japan algo opened one contract this morning (live) @18778.9:
| A1 |
10.04.2017 |
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Japan 225 Kassa (1$ Mini Kontrakt) |
1 |
Hi guys,
I’d like to help you with the missing algos, also in the future.
I just have to change the month in the strategy or there are other values to be changed?
wp01Participant
Master
@Potto,
Please follow the intruction from Reiner in post #19123 on page 33 from the Pathfinder Trading System.
Pathfinder Trading System
Good luck.
Patrick
wp01Participant
Master
@David,
Don’t know if you have it already but have you already tried the walkforward with one of the BT’s?
https://www.prorealcode.com/blog/learning/strategy-optimisation-walk-analysis/
Patrick
@Patrick
I tried it on DAX 4h v6 and thought the results were positive.
However, it took forever with my present connection so I haven’t tested any other system. In 2 weeks I’m back in the land of high speed internet (Sweden) 🙂
wp01Participant
Master
Regarding the Corn:
This May future expires on the 27th. of April at 20:00 CET. The next future is not available yet but if we are in a position at that time
don’t forget to activate “rollovers” in IG before the May expires.
Patrick
@wp01
thank you very much, I’ll follow the instruction and try to modify one.
Potto
Here is SAF … only a few trades, but I couldnt squeeze more out of it.
Don’t know if you have it already but have you already tried the walkforward with one of the BT’s?
FYI, 3 different ways to use the walk forward module: https://www.prorealcode.com/topic/how-to-use-prt-walk-foward-test/#post-31329
wp01Participant
Master
Thank you Nicolas.
Actually i was already struggeling with it and did not really understand what i was doing.
Patrick
