Pathfinder swing TS
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- This topic has 2,004 replies, 6 voices, and was last updated 2 months ago by Gianluca.
01/10/2017 at 10:38 AM #20404
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.01/10/2017 at 10:56 AM #20409
Can somebody check this for me? FTSE (Jan2)
Im unsure how to create an ITF file so here is the code…1234567891011121314151617181920212223242526272829// 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 parameterDEFPARAM CUMULATEORDERS = true // cumulate orders if not turned offDEFPARAM PRELOADBARS = 10000// define instrument signalline with help of multiple smoothed averagesONCE periodFirstMA = 5ONCE periodSecondMA = 10ONCE periodThirdMA = 8// define filter parameterONCE periodLongMA = 11// define position and money management parameterCapital = 10000Risk = 5 // in %equity = Capital + StrategyProfitmaxRisk = round(equity * Risk / 100)positionSize = 1ONCE stopLossLong = 10 // in %ONCE takeProfitLong = 7 // in %maxPositionSizeLong = MAX(15,01/10/2017 at 11:00 AM #20412
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.01/10/2017 at 11:03 AM #2041401/10/2017 at 11:18 AM #2041901/10/2017 at 11:32 AM #2042401/10/2017 at 11:40 AM #2042501/10/2017 at 11:42 AM #2042901/10/2017 at 11:55 AM #2044001/10/2017 at 12:07 PM #2044401/10/2017 at 12:09 PM #2044501/10/2017 at 12:20 PM #2044701/10/2017 at 12:21 PM #2044801/10/2017 at 12:24 PM #2044901/10/2017 at 1:25 PM #20477
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.
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