Pathfinder swing TS
05/04/2017 at 3:15 PM #3452605/04/2017 at 6:25 PM #3456805/05/2017 at 8:18 AM #34593
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.
Patrick05/05/2017 at 8:44 AM #3459905/07/2017 at 4:26 PM #3476505/07/2017 at 5:21 PM #34773
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).05/07/2017 at 8:48 PM #3478405/08/2017 at 6:16 PM #3484605/08/2017 at 6:47 PM #34850
According to the seasonal charts, Wheat performs very bad in May2. So here comes a short algo for Wheat in MAY2.
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:1SELLSHORT positionSize * ABS(saisonalPatternMultiplier) CONTRACT AT MARKET // NEW CALCULATION HERE05/08/2017 at 9:20 PM #3486705/12/2017 at 8:43 AM #3528005/12/2017 at 8:44 AM #3528105/12/2017 at 8:45 AM #3528205/12/2017 at 8:47 AM #3528305/12/2017 at 8:48 AM #35284