Pathfinder swing TS

Viewing 15 posts - 1,351 through 1,365 (of 2,005 total)
  • Author
    Posts
  • #43273 quote
    dajvop
    Participant
    Master

    Which period is that list for?

    Is ‘loss in currency’ actual loss? No gains recorded?

    #43274 quote
    wp01
    Participant
    Master

    This is not a profit and loss overview. This is an overview to check how the reports performed in the past based on DD, highest loss and percentage winning trades.

    All figures come from the reports we post. I attached the first of the list in attached example. You can find all figures in the first row where you find silver.

    These are all BT results from 2nd. half of August. More or less most of them. I know that i did not put cotton on it and a few more.

    report-AG-Aug2-1.png report-AG-Aug2-1.png
    #43277 quote
    dajvop
    Participant
    Master

    Ah ok.

    My experience from running all algos is that much depends on the market. In July1 for example, even the questionable algos performed very well. Only a few didn’t run.

    I ran a total of 40 algos, 33 started and 32 were profitable.

    wp01 thanked this post
    #43281 quote
    dajvop
    Participant
    Master
    #43286 quote
    dajvop
    Participant
    Master
    #43292 quote
    rejo007
    Participant
    Senior

    @wp01

    you do a great job with this excel sheet…

    thanks

    #43305 quote
    wp01
    Participant
    Master

    David,

    Minor detail. Your PA sept.1 is tested on the september future. Unfortunatly this future expires on

    august 30th. The new future is not available.

    Kind regards,

    dajvop thanked this post
    #43308 quote
    wp01
    Participant
    Master

    Hi rejo007,

    Thanks. You can also be on that list 🙂

    Have you tried already to create a backtest?

    #43312 quote
    rejo007
    Participant
    Senior

    No, but I’ll try to find time to look at that. I saw that the beginning of the forum explained this

    #43313 quote
    wp01
    Participant
    Master

    Ok. If you need help let us know.

    #43314 quote
    wp01
    Participant
    Master
    #44170 quote
    O-jay8
    Participant
    Veteran

    Hi Guys,
    Its not looking quite well at the moment as my commodities are trading in a loss.

    One question, Did you trade Nasdaq in AUG1 long?
    I had 6 positions in demo buy 14.8.17 for 5850.4. Sold on 17.8.17 for 5907.4 with a profit of 342.

    In live I had 6 positions opened one day later 15.8.17 at 5912.1 and sold at 5790.8 with a loss of -727.8

    Sometimes I was lucky and Live was better than Demo but this case the deviation was quite significant.

    I just wanted to know whether any of you guys had this trade as well?

    Best regards

    #44186 quote
    wp01
    Participant
    Master

    Hi O-jay8,

    No i didn’t trade the NQ in Aug1 long.

    That you had 6 positions seems to be right. Your code says positionsize 2 multiplied by 3 at august 1.

    The only thing that doesn’t match is the demo and the live trading. The demo shows a profit of € 337,20, matching your amount in pounds.

    I suggest you take a look at the orderlist. What date and time do you see there? Because you say the positions opened one day later, so maybe it

    also closed one day later. That means that it closed in the drop of yesterdays index? If this is the case, you should check other trades, you should check your

    timesettings because it could be caused by the one hour earlier in the UK in comparing with the mainland. Don’t know if that is possible when demo and live are

    not in line, but you should check it either way.

    Indeed the commodities are not so nice this time. Loss in corn, wheat almost stopped out. Silver, platinum in the minus. Only crude and brent are in the plus.

    And the hard part is that corn, wheat and silver showed a positive result earlier.

    Regards,

    O-jay8 thanked this post
    NQ-Aug1.png NQ-Aug1.png
    #44189 quote
    dajvop
    Participant
    Master

    @O-jay8, for some reason I seem to have forgot to activate NG for Aug1, otherwise I would have an answer for you…

    #44191 quote
    O-jay8
    Participant
    Veteran

    Hi,

    It seems the bug over the weekend caused all the differences. All algos for Aug1 started one workday later than the BT.

    Same for me with Silver, Coffee and Copper.

    Maybe you check on your side as well, if you trade those currently.

    All my AUG2 algos are aligned again with the BT.

    Best regards

Viewing 15 posts - 1,351 through 1,365 (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...