Pathfinder swing TS
06/06/2017 at 11:45 AM #3759806/06/2017 at 11:49 AM #3759906/06/2017 at 12:22 PM #3760506/06/2017 at 1:07 PM #3761306/06/2017 at 1:51 PM #37628
When i import your DFB version i get more or less the same result on the DAX as you have. So that’s fine.
But when i optimize the DAX on a non-DFB i get attached results. Even if i change your adjustments into mine version i still do not get the same results.
I have no idea why that is. Maybe you can help out.
Thanks.06/06/2017 at 2:07 PM #3763306/06/2017 at 2:10 PM #37635
I dont really know why it is different. For instance when I copy your algos and use them for DFB, I get more or less the same results as you posted.
For your shown Dax results, you used different parameters then I did. Your results are actually even better. I would use yours then.
Attached your backtest for my side.
1 user thanked author for this post.06/06/2017 at 3:27 PM #3764806/06/2017 at 3:51 PM #37650
Regarding the difference. I still have no clue.
Regarding the spread, it was my mistake. I didnt adjust the spreads accordingly. Unfortunately you are right, the results are worse of course if the spread is higher.
Thanks for spotting this.06/07/2017 at 8:29 AM #37697
Enclosed Platinum Jun2.
I got this result by changing the BT to 01-01-2000. If you take the full period back to the 80’s it is still
reasonable, but not as good as this one. I think a BT of nearly 17 years should be a respectable period.
This one runs again on the 1 euro contract instead of the future we used earlier.
Ticker Name min.size long/short Gain% WinTrades% Highest Loss in € Loss in currency DD in € DD in currency RW PL Platinum (EUR1 contract) 10 long 50,60% 75,00% 130,00 560,00 25,54
1 user thanked author for this post.06/07/2017 at 8:37 AM #3770106/07/2017 at 8:56 AM #3770506/07/2017 at 9:00 AM #3770806/07/2017 at 9:03 AM #3771006/07/2017 at 9:18 AM #37714
Yes i had last month or the month before problems with the rollover. I had to have in contact with them to get the right price and settlement.
They handled it well, but you do not want to be in contact with them with this issues. It should be correct in the first place without any doubts.
So i’d like to avoid these futures as well.
I sent them an email and ask them if it is possible to reactivate the Platinum 1 euro contract again. They probably have a reason why they cancelled it.
Do not understand why. If it is the currency they can also change it in 1 usd.
And second i asked them if it is possible to activate the next future earlier in the month. Lets say three weeks before expiring the old one.
Than we would also not have problems. In this case it would be possible to check the october future by now.
Lets wait where they come up with.