Pathfinder swing TS

Viewing 15 posts - 946 through 960 (of 2,005 total)

← 1 2 3 … 63 64 65 … 132 133 134 →

Author

Posts
05/15/2017 at 8:41 AM #35538 quote

Pfeiler
Participant

Senior

NY Sugar closed at 09:30:

M1 05.05.2017 15.05.2017

D1

auto

NY Zucker Nr. 11 (EUR1 Kontrakt) 7 1.545,00 1.559,80 0,96% 103,60 €

Mat_CH and dajvop thanked this post

05/15/2017 at 12:23 PM #35579 quote

Mat_CH
Participant

Average

For the open positions +1.5 Coffee Arabica (1EUR) and -1 Hong Kong HS50 Cash (10 HKD) anyone could tell me what are tha limits and stops?

Thanks

Mat

05/15/2017 at 8:48 PM #35634 quote

dajvop
Participant

Master

@Mat_CH

I am not running either, but for KC the stop is at -8.5 % and limit +5.5 % and for HS it is -5.5 % and +2 %.

Best regards, David

Mat_CH thanked this post

05/16/2017 at 7:26 AM #35661 quote

Pfeiler
Participant

Senior

Gold closed with a loss:

APR-2

28.04.2017 16.05.2017

D1

auto

Spot Gold (E1 Contract) 10 1.264,50 1.231,10 -2,64% -334,00 €

dajvop and Mat_CH thanked this post

05/16/2017 at 7:28 AM #35662 quote

Mat_CH
Participant

Average

I confirm gold closed with loss

Pfeiler thanked this post

05/16/2017 at 5:08 PM #35727 quote

O-jay8
Participant

Veteran

@ 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 regards

05/16/2017 at 5:29 PM #35730 quote

Pfeiler
Participant

Senior

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.

2017-05-16-18_24_06-Niederlande-25-Kassa-40EUR-Mini-Täglich-5356-004-18_23_44.png

05/17/2017 at 10:10 AM #35796 quote
O-jay8
Participant

Veteran
```
IF longonmarket and (s1 AND f1)  THEN
SELL AT MARKET
ENDIF
```
Hi Guys,

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 regards

dajvop thanked this post
05/17/2017 at 10:37 AM #35803 quote

dajvop
Participant

Master

The results are not the same even so.

05/17/2017 at 10:44 AM #35805 quote

O-jay8
Participant

Veteran

I know, that is strange. Do you have a clue why?
For long trades, are you using the new version or do you stick to the old one, which we used for a while now?

05/17/2017 at 10:53 AM #35806 quote

dajvop
Participant

Master

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, David

05/17/2017 at 2:23 PM #35844 quote

dajvop
Participant

Master

My take on DAX June1 with V2:

Pathfinder-DAX-Jun1-V2.jpg Pathfinder-DAX-Jun1-V2.itf

05/18/2017 at 1:36 PM #35988 quote

O-jay8
Participant

Veteran

I tried some short algos for Coffee and Platinium for Jun1

dajvop thanked this post

Pathfinder-KC-Jun1-V2-Short-OK.itf KC-Jun1-Swing-Short.jpg Pathfinder-PL-Jun1-V2-Short-OK.itf Platinium-Jun1-Swing-Short-.jpg

05/18/2017 at 2:36 PM #35994 quote

wp01
Participant

Master

@O-jay8.

Just a question: a German flag and you live in England? Because these are for spreadbetting (DFB).

If you load it in non-DFB commodities it gives much higher DD.

Thanks.

05/18/2017 at 3:09 PM #35998 quote

O-jay8
Participant

Veteran

@WP01

correct I live in England that is why DFB is more favourable because of tax reasons.

Best regards

wp01 thanked this post
Author

Posts