Sometimes short works very well:
http://www.seasonalcharts.com/future_index_dax.html
You never know until you try, but as Patrick says, there are plenty of other indices and commodities.
@wp01, @dajvop: Yes I suppose it’s fast to check the first two variables to see if there win percentage is high enough 🙂 That link with seasonal behavior looks like a good thing to check before deciding whether to long or short.
Tried the short DAX and got 55-60 % winning trades at best. Maybe someone else manages better.
@wp01: I gave jul1 a go. Nearly exact same result as the best one found here. I understood why ThirdMa is 4, but couldn’t figure out why LongMa=87 since I got the best result on about 75-85, so I picked 80. Anyway, I think I got the hang of it 😉
On another matter. Was thinking of going live with 5k EU for jul2. I realise this might abit short to start with so I was thinking of just starting with max 5 systems running in the beginning, the lowest/safest ones for jul2 when they’re out. Any advice? Is it to high risk?
//Oskar
wp01Participant
Master
@Oskar,
It is not recommended to run max. 5 systems with only 5K capital. All systems are actualy created for an initial capital of 10K or an equivalent in foreign currency.
If all systems run at the same time and they run against you, it is possible that you blow-up your account when you have a couple of bad days in a row. I can assure
you that the stress level will be high and if you are not used to it, it gives you a couple of sleepless nights. It is not worth it. Unless you earn your money in an easy way
or you have enough to spend i recommend you to be careful with your capital.
In the report you can find in the tab with the results in the right column what the position did negative before it closed leter on. Sometimes you see there minus 800 to 1.200 euro. Multiply
that by 5 in the worst case scenario and your account is gone.
Pfeiler wrote on page 60 something about how to handle or deal with the maximum capitalization.
Pathfinder swing TS
Leverage:
https://www.ig.com/uk/introduction-to-leverage
@wp01: Suspected 5 systems is to much for 5k. Maybe 2-3 systems then, the ones I can find with lowest drawdown. This is why I ask advice, got to start somewhere 🙂
wp01Participant
Master
Oskar,
You also need to be aware of that systems continue to run in the new period. If you deside to run 3 systems in for example June2 and they open all 3 of them a position in the end of the month,
they keep running in the next period. This means that when you activate for July1 again 3 systems but now opening
a position in the beginning of the month you have 6 algo’s running and that gives extra pressure on your account.
We now have that for example. EuroStoxx Jun2 and Jul1, FTSE Jun2 and Jul1, India Jun2 and Jul1, Sweden Jun2 and Jul1 are all running at the same time.
wp01: Yes I know 🙂 I’m running 5 systems for jun2 and 10 for jul1 on my demo account, just to see if it can handle it. Was 4k EU when started. But as long as it’s going well it can, don’t have a situation yet with alot of DD.
EricParticipant
Master
Oskar
maybe you should wait a couple of months before risking any real money?
august and september can be volatile
http://www.seasonalcharts.com/classics_dax.html
Eric: Maybe. Haven’t decided yet.
Any rules about posting for the next period I should know about?
Tried CAC, didn’t get very good result. OMX short looks better…
wp01Participant
Master
@Oskar,
No rules i know of.
Attached Gold. Looks nice without the tick-by-tick. If you check that the BT changes to 2010 and doesn’t look so nice anymore.
We are probably going to see that will all other optimizations. Don’t know what to think of it. I think the impact on
the BT is little without tick-by-tick when you have just one trade per year in that period. If you have more than one trade in that specific
period it could give different results when you uncheck the tick-by-tick mode. I’m wondering what others think of it.
wp01: I suppose tick by tick looks bad on gold because when you check since 2010 only, the bad trade last year has a bigger impact?
wp01Participant
Master
Yes you only have a couple of trades than. Some postive periods before 2010 are also not included so the negative of last year weighs bigger.
I am a bit busy with unpacking after moving back to Sweden, but will try to do some work here the next few days.
So far I have done AG, AU, CN, HS and PL with good results.
Best regards, David
