Pathfinder swing TS
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ASX:
The drawdown is closer to 18 % since the starting capital is 15 000 AUD (roughly 10 000 €).
Silver looks nice but the result is mainly caused by one good year (2011). If you eliminate that it looks not suitable.
HG Copper is also do not really match the criteria. Winning trades below 75%.
Maybe you are able to improve the results. Otherwise i will probably not run it.
I agree. Couldn’t do any better than you. Bear in mind that the spread on Copper is 30 so the result is actually worse.
Did an ok version of DOW. Will try other instruments not listed in the roadmap tonight.
Nasdaq (US Tech 100):
Taiwan Index (USD20 mini).
Two different versions. One has more trades, higher risk, DD and profit than the other.
Both on the short side.
Attached the IBEX for Jun2.
If you include 2008 in the BT it gives a whole different picture. If you leave it out and start the BT in 2009 it looks like a nice one.
From 2009 and on it is still a respectable BT. The accumulationmodelong is on. You can change this to “0” to have less risk.
Hi Dajvop and WP01,
Thanks for checking so many Indices and commodities so quickly. You are too fast in regards that I have difficulties to check your algos with mine in time 🙂
I have still some algos which might be interesting.
Best regards
Cac and Nikkei
SMI and OMX
Coffee and Copper
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Topic Details
| Forum: | ProOrder: Automated Strategies & Backtesting |
| Language: | English |
| Started: | 01/01/2017 |
| Status: | Active |
| Attachments: | 1885 files |
