Pathfinder swing TS

Viewing 15 posts - 91 through 105 (of 2,005 total)
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  • #20404 quote
    Aloysius
    Participant
    Veteran

    OK now I understand that the variables should be adapted only for the period. The results will be interesting, but we will have to be prudent because of the less number of positions in this case: if the backtest begins 10 years before, it means in fact only 10 month backtest; and if it begins in 1979, the old datas might be not relevant because of the prices of instruments that were sometimes extremely different than today. So the variables adapted for the whole year might be more secure… in fact everyone will have to choose.

    #20409 quote
    Mark
    Participant
    Senior

    Can somebody check this for me? FTSE (Jan2)

     

    Im unsure how to create an ITF file so here is the code…

     

    // Pathfinder Trading System based on ProRealTime 10.2
    // Breakout system triggered by previous daily high/low crossings with smart position management
    // Version 2 - long only
    // Instrument: ??? mini 1D, ? points spread, account size 10.000 ?
    // Rating ?
    
    // ProOrder code parameter
    DEFPARAM CUMULATEORDERS = true  // cumulate orders if not turned off
    DEFPARAM PRELOADBARS = 10000
    
    // define instrument signalline with help of multiple smoothed averages
    ONCE periodFirstMA = 5
    ONCE periodSecondMA = 10
    ONCE periodThirdMA = 8
    
    // define filter parameter
    ONCE periodLongMA = 11
    
    // define position and money management parameter
    Capital = 10000
    Risk = 5 // in %
    equity = Capital + StrategyProfit
    maxRisk = round(equity * Risk / 100)
    positionSize = 1
    
    ONCE stopLossLong = 10 // in %
    ONCE takeProfitLong = 7 // in %
    
    maxPositionSizeLong = MAX(15,
    Screen-Shot-2017-01-10-at-09.48.08.png Screen-Shot-2017-01-10-at-09.48.08.png
    #20412 quote
    Alco
    Participant
    Senior

    But for example, sugar has 6 zero’s from feb – april. So I don’t have to make an itf file for that period?

    Are the variables for each month not quite similar as there are 3 months in green in a row? For example US500. It has 6 green boxes from march – may and one in june.

    #20414 quote
    Alco
    Participant
    Senior

    @mbaker,

    You have an export button in the indicator screen. Thats how you make an itf file.

    Mark and Nicolas thanked this post
    save-itf.png save-itf.png
    #20419 quote
    Alco
    Participant
    Senior

    I found out, when you did all the variables. Do it once again! You get better results if you do it twice.

    @mbaker

    This is my result with ftse jan2

    ftse-pathfinder-daily.png ftse-pathfinder-daily.png ftse-jan-2-daily-pathfinder.itf
    #20424 quote
    Mark
    Participant
    Senior

    Ah, so go through your variables and set them, then go through them all again with the new variables. i get it

    #20425 quote
    wp01
    Participant
    Master

    Attached US500 for Jan2.

    Winning trades: 84%

    Drawdown: 6,02%

    I hope someone can check the results before using it.

    Regards,

    Patrick

    Pathfinder-US500-Jan2-V2.itf 2017-01-10.png 2017-01-10.png
    #20429 quote
    wp01
    Participant
    Master

    Hereby the AEX for Feb2:

    Winning trades 77,78%

    Drawdown: 7,38%

    Regards,

    Patrick

    Pathfinder-AEX-Feb2-V2.itf 2017-01-10-1.png 2017-01-10-1.png
    #20440 quote
    Mark
    Participant
    Senior
    #20444 quote
    Alco
    Participant
    Senior

    @Patrick,

    I’ve checked them. Looking good!

    @mbaker

    Have you tried my itf file?  I made directly some changes from your file.

    wp01 thanked this post
    #20445 quote
    Mark
    Participant
    Senior

    @Alco

    Ah, you’ve concentrated mainly on least drawdown each variable?

    #20447 quote
    wp01
    Participant
    Master

    @Alco

    By the way: in your itf file from the ftse there was no spread included of 2 points.

    Patrick

    Alco thanked this post
    #20448 quote
    Alco
    Participant
    Senior

    @mbaker

    Yes, sometimes you have maybe 100-300 more profit with a much higher drawdown. So then I choose for the lowest drawdown and less profit.

    #20449 quote
    Alco
    Participant
    Senior

    @Patrick

    Sorry I forgot to add it. But with only 20 trades taken in more than 30 years it doesn’t matter that much haha

    wp01 thanked this post
    #20477 quote
    Reiner
    Participant
    Veteran

    Hi Guys,

    I really like the team spirit here and see the passion you support each other.

    Next step is to check your results and make a rating (A-C) of the different setups. I’ll add the robots for the most promising setups for the next period to the first post of this topic so everyone can easyly see  the current status of our common project.

    Best, Reiner

    Mark and Brage thanked this post
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Pathfinder swing TS


ProOrder: Automated Strategies & Backtesting

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Reiner @reiner Participant
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This topic contains 2,004 replies,
has 6 voices, and was last updated by Gianluca
3 years, 1 month ago.

Topic Details
Forum: ProOrder: Automated Strategies & Backtesting
Language: English
Started: 01/01/2017
Status: Active
Attachments: 1885 files
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