Pathfinder swing TS

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05/04/2017 at 3:15 PM #34526 quote

O-jay8
Participant

Veteran

I tried AEX for May2 as well and had this result.

Winning trade percentage is a bit higher then the previouly posted Algo from Patrick.

Best regards

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AEX-May2-Swing.jpg Pathfinder-AEX-May2-swing-OK.itf

05/04/2017 at 6:25 PM #34568 quote

Despair
Blocked

Master

How are you guys handling the overnight fees when holding positions several days? Or do you use the forward contracts? For the dax this would mean the 5 euro contract but this has much higher spread than CFD.

05/05/2017 at 8:18 AM #34593 quote

wp01
Participant

Master

@Despair,

The normal mini contracts are used for the algo’s of Pathfinder. A picture of the used commodity/indice is also included in the Dropbox.

I think you mean with forward contracts the future contracts?

All trades stay for multiple days/weeks in porto and IG charges overnight fees for long and short posities on daily basis. There is no difference in charges if it is

a normal mini or a future contract. Depending on the amount of algo’s you have running it can be a substantial amount of money every month.

The calculation can be found on the IG website.

These fees are not included in the code and as far as i know it is also not possible to include this. You only have the option “€” per order or a percentage of the order.

There should be an option of a percentage of the outstanding day’s to have a more realistic BT.

Patrick

05/05/2017 at 8:44 AM #34599 quote

Mat_CH
Participant

Average

New position opened +7 NY Sugar No. 11 (EUR1) at 1545

Mat

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05/07/2017 at 4:26 PM #34765 quote

dajvop
Participant

Master

I tried the new PF v2 on PA for May2 and got a good result:

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Pathfinder-PA-May2-V2.itf Pathfinder-PA-May2-V2.jpg

05/07/2017 at 5:21 PM #34773 quote

Pfeiler
Participant

Senior

Thanks guys, I have updated the dropbox and the comparison sheet. Very good to have a look for other instruments too.
I moved the CC algo with a DFB instrument to backup, because I cant trade it.

I really like the new template, especially the maxprofit parameter, which can bring the trades closer to MFE (Maximum Favorable Excursion).
Tried it with short algos , but definitly will continue with long algos (have a better feeling with optimiziation for long trades).

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2017-05-07-18_16_18-Pathfinder-Instrument-Comparison-Google-Tabellen.png

05/07/2017 at 8:48 PM #34784 quote

dajvop
Participant

Master

I saw that Copper seemed to have a short seasonality in the second half of May, so I gave it a go:

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Pathfinder-HG-May2-v2.jpg Pathfinder-HG-May2-v2.itf

05/08/2017 at 6:16 PM #34846 quote

Pfeiler
Participant

Senior

I have added China H-Shares algo. Only few trades, but good numbers.
But still Reiners HS50 short algo definitly performs better than this one.
So I guess I will got short for asia, since both together are contradictive.

Pathfinder-HSC-M1-long-V1.png

05/08/2017 at 6:47 PM #34850 quote
Pfeiler
Participant

Senior
According to the seasonal charts, Wheat performs very bad in May2. So here comes a short algo for Wheat in MAY2.
http://www.seasonalcharts.com/classics_weizen.html
Again, only few trades, but every one is a winner.

I also found a bug (or feature) with the new template. Right now, you couldn’t get short with more than one contract.
I don’t think we need a saftey feature like that, so I corrected this line to have more short contracts than one:
```
SELLSHORT positionSize * ABS(saisonalPatternMultiplier) CONTRACT AT MARKET // NEW CALCULATION HERE 
```
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Pathfinder-W-M2-short-V2.png
05/08/2017 at 9:20 PM #34867 quote

dajvop
Participant

Master

Corn short.

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Pathfinder-C-May2-V2.jpg Pathfinder-C-May2-V2.itf

05/12/2017 at 8:43 AM #35280 quote

Nico24
Participant

Average

HS50 M12J2 swing v2 open 1 short position 1200.3. Do you have the same ?

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05/12/2017 at 8:44 AM #35281 quote

Nico24
Participant

Average

25100,3

05/12/2017 at 8:45 AM #35282 quote

Pfeiler
Participant

Senior

Confirm:

M1 12.05.2017

D1

auto

Hong Kong HS50 Cash (HKD10) -1 25.100,30

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05/12/2017 at 8:47 AM #35283 quote

dajvop
Participant

Master

Yup. Confirm.

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05/12/2017 at 8:48 AM #35284 quote

dajvop
Participant

Master

Also DOW long x 1 at 1am.
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