Pathfinder swing TS
05/15/2017 at 8:41 AM #3553805/15/2017 at 12:23 PM #3557905/15/2017 at 8:48 PM #3563405/16/2017 at 7:26 AM #3566105/16/2017 at 7:28 AM #3566205/16/2017 at 5:08 PM #35727
@ Pfeiler, As you mentioned, you cant trade the algos created for spread betting (DFB). Can you not just take the respective parameters and insert them in an new algo?
The results should be the same if I am not mistaken or is there another problem?
Best regards05/16/2017 at 5:29 PM #35730
Good advice! I did a quick check with the smallest AEX instrument I could choose, but even by changing the positionSize from 20 to 1, I couldn’t reproduce the numbers as they are with a DFB.
Since AEX shows only a small performance in MAY-2 on the roadmap, I haven’t invested more time in it.05/17/2017 at 10:10 AM #35796123IF longonmarket and (s1 AND f1) THENSELL AT MARKETENDIF
As for the new version from Reiner. First of all a big thanks again for Reiners great and generous contribution once again.
But, if you deactivate the accumulation mode, the results for Long trades are not the same compared to the previous version.
Mainly due to the missing condition that the algo should exit long when a short condition is met.
best regards05/17/2017 at 10:37 AM #3580305/17/2017 at 10:44 AM #3580505/17/2017 at 10:53 AM #35806
I found a difference that makes a difference:
V1: currentDayOfTheMonth = Day
V2: currentDayOfTheMonth = Date – ((CurrentYear * 10000) + CurrentMonth * 100)
I have been toying around with V2 on old versions, but since I had different results and usually higher drawdowns I have so far stuck to V1 for long trades.
Best regards, David05/17/2017 at 2:23 PM #3584405/18/2017 at 1:36 PM #3598805/18/2017 at 2:36 PM #3599405/18/2017 at 3:09 PM #35998