Pathfinder swing TS

Viewing 15 posts - 1,276 through 1,290 (of 2,005 total)
  • Author
    Posts
  • #42608 quote
    ozz87
    Participant
    Senior
    #42613 quote
    ozz87
    Participant
    Senior

    NQ, with acc.

    OMX, no acc. Can be turned on for more profit but higher DD. Used on the “normal” contract instead of mini.

    dajvop, wp01 and O-jay8 thanked this post
    Pathfinder-NQ-Aug2-V1.itf aug2_nq.png aug2_nq.png Pathfinder-OMX-Aug2-V1.itf aug2_omx.png aug2_omx.png
    #42618 quote
    ozz87
    Participant
    Senior

    The ones I did are the “green” ones on roadmap, the others are still left.

    Hell of an effective way to kill time 🙂

    O-jay8 thanked this post
    #42619 quote
    wp01
    Participant
    Master

    Thanks Oskar, relax time enough…..:-)

    ozz87 thanked this post
    #42620 quote
    dajvop
    Participant
    Master

    Tremendous work Oskar!

    ozz87 thanked this post
    #42621 quote
    ozz87
    Participant
    Senior

    Thx guys. Finally sleepy time,

    #42623 quote
    dajvop
    Participant
    Master
    #42646 quote
    wp01
    Participant
    Master

    Nifty and US500 Aug2. Both long, US500 with accumulation.

    @Oskar: you couldn’t get good figures with US500 long. Don’t know what you did because you posted just the short version.

    The only thing i noticed in the short version is that the second MA was adjusted from to 11.  Could that be the difference?

    Not that my long shows great figures, but it is acceptable.

    dajvop, O-jay8 and ozz87 thanked this post
    Pathfinder-Nifty-Aug2-V2.itf Pathfinder-US500-Aug2-V2.itf report-Nifty-Aug2.png report-Nifty-Aug2.png report-US500-Aug2-with-acc..png report-US500-Aug2-with-acc..png
    #42663 quote
    dajvop
    Participant
    Master

    I did PA a couple of days ago, but Oskar got the exact same results 🙂

    wp01 and ozz87 thanked this post
    #42674 quote
    wp01
    Participant
    Master

    NQ Aug2 with accumulation:

    Relatively the same as Oskar’s version with one difference; when a position opens, mine opens with 2 and Oskar’s with 4.

    ozz87 and dajvop thanked this post
    report-NQ-Aug2-with-acc..png report-NQ-Aug2-with-acc..png Pathfinder-NQ-Aug2-V2.itf
    #42685 quote
    wp01
    Participant
    Master

    HS Aug2 long (no accumulation):

    Difficult to get the DD as low as possible. It is now around € 1.065,00.

    I also tried short (no accumulation), allthough the roadmap says long, but there are no trades the last three years.

    dajvop and O-jay8 thanked this post
    Pathfinder-HS-Aug2-V2.itf report-HS-Aug2.png report-HS-Aug2.png Pathfinder-HS-Aug2-short-V2.itf report-HS-Aug2-short.png report-HS-Aug2-short.png
    #42696 quote
    ozz87
    Participant
    Senior

    I changed some positions sizes, for more safety. But I guess we all should review a code before using it anyway 🙂 Also changed alot of spreads for the commodities according to the IG page. I guess they change them sometimes, since some of them was wrong.

    wp01: HS was hard, much DD.

    I got bad results for US500, maybe I forgot to correct second MA from the template I used before optimizing like you said, could explain why I got better results with short.

    Overall it seems to be very good results so far. To bad I have low capital or I would run them all 🙂

    wp01 thanked this post
    #42704 quote
    ozz87
    Participant
    Senior

    C – bad

    AU – bad

    PT – bad

    NG – No acc. Abit high DD. Changed spread to 3 according to my IG page, was 30 or so before, so I hope it’s correct.

    HG – No acc. High DD, change FirstMA to 6 to safer version.

    Pathfinder-NG-Aug2-V1.itf aug2_ng.png aug2_ng.png Pathfinder-HG-Aug2-V1.itf aug2_hg.png aug2_hg.png
    #42709 quote
    wp01
    Participant
    Master

    @Oskar,

    When you have enough capital you would run them all. You almost let it sound like a certainty that a very good BT result in a positive result.

    I can assure you that is not the case. A good BT does not say anything about the future. It only represent how it worked in the past. Due to different

    market conditions and other variables a very good BT on forehand can result in a negative result when you run it live. The otherway around is probably

    also possible. That a very bad BT result in a positive result. The only thing is that you probably won’t run a bad BT on forehand.

    My idea is that you run in the beginning good BT with just 1 contract and no accumulation and as low as possible DD. Try to run several indices and/or commodities

    for diversification. When you succeed to expand your capital in a couple of months you can run a couple of more instruments. When your capital decreases you go back

    to your startingpoint with the instruments. Do it slowly. It is very hard to earn back money you lost. When you have 4K and you lose 50% you have to make 100% to get 4K…..

    ozz87 thanked this post
    #42710 quote
    ozz87
    Participant
    Senior

    wp01: Yes, I’m only running a few live and few contracts. But I meant I’d like to run all of them, but that would require alot more…20k maybe? I don’t know actually. The total DD when running all systems could probably be even more.

Viewing 15 posts - 1,276 through 1,290 (of 2,005 total)
  • You must be logged in to reply to this topic.

Pathfinder swing TS


ProOrder: Automated Strategies & Backtesting

New Reply
Author
author-avatar
Reiner @reiner Participant
Summary

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
Logo Logo
Loading...