Pathfinder swing TS
01/10/2017 at 2:08 PM #20479
good job your bots are well balanced. I recommend to sum up the potential profitable setup in J2 and F1 to make life easier. We can reduce the drawdown when we also reduce the J2 position size but this fine tuning. I’ve attached my version based on your work.
01/10/2017 at 2:30 PM #2048801/10/2017 at 2:40 PM #2048901/10/2017 at 2:55 PM #2049801/10/2017 at 3:17 PM #2050901/10/2017 at 3:18 PM #2051301/10/2017 at 3:21 PM #2051601/10/2017 at 3:28 PM #2052101/10/2017 at 3:39 PM #2052401/10/2017 at 3:47 PM #2052801/10/2017 at 4:01 PM #20535
Ale, also great job with platinium. I recognize that you have understood the dependency between position size and drawdown. Ignoring Jan2 is a good approach because it’s not a promising setup. I made some small changes and will add the version to the Hall of fame.
1 user thanked author for this post.01/10/2017 at 4:03 PM #20538
I hope I understood Reiner’s instructions well. I have taken the template and adjusted the value for the second half of January according to the DOW Daily Pathfinder roadmap (value 2).
I have adjusted for the backtest the values corresponding to: PeriodThirdMA, PeriodLongMA, StopLossLong, TakeProfitLong, MaxCandlesLongWithProfit and MaxCandlesLongWithoutProfit.
The result of the Pathfinder_DOW_Daily_Jan2_V2 gives a total of 13 operations since January 2, 1970, 10 positive and 3 negative (76.92%), total earnings 3023.60 euros and total losses 189.80 euros. The drawndawn that gives the backtest is a bit higher than 25%, but the actual loss is very low.
But if the backtest only takes into account the last 10 years, adjusting the PeriodLongMA to 10 and the MaxCandlesLongWithProfit to 15, the result is much better. Total earnings 3,564.40 euros (81.82%), eleven positions, nin
01/10/2017 at 4:35 PM #20547
traderfred, also great job. You have considered J2 and F2 that is also a possible way and I let it as it is. I made some small changes. One thing was the take profit limit to make it more realistic for the automatic traders. I added it already to hall of fame.
01/10/2017 at 5:42 PM #20563
Alco, also agreat job with Nasdaq. Your robot is really excellent. I wonder if you have seen that F2 is also promising. I add F2 to your robot and made some small adjustments. When it happens it’s a monster setup with almost 100% profitable trades.
1 user thanked author for this post.01/10/2017 at 5:44 PM #20568
No place for me in the Hall of fame…..the drawdown in SMI is to high. Don’t forget that the SMI mini is CHF 2.00/point. Optimized from October to December
Silver does not produce a useful result.
Maybe Reiner hase an idea.
All the best.