wp01Participant
Master
Oskar,
If you want to add some algo’s for september maybe attached overview helps you to decide.
The best are on the top, the lower you go, the worse the results. Maybe i missed a few. RB and C from today i can remember.
I’m only running a few this time myself.
wp01: Thanks! I have the mail off, but it worked last time I tried it but was some time ago.
The list helps! I think I’ll be running Crude, STXE, OMX and BUND for sep1. If I add something more it’s AG, but I’m probably already in too much…
One question: I thought accumulation meant the system buys/sells more positions. But if I change the system for Crude to Maxposition=1 I still get the same results, and if I turn it off I get alot worse? I only want 1 position for this system.
wp01Participant
Master
I guess you mean Crude the Brent (LCO)? Because the US Crude (CL) has no accumulation.
Yes accumulation means it buys or sells more positions.
It is when following lines are on 1:
|
|
ONCE accumulationModeLong = 0 // 0 – off, 1 – on
ONCE accumulationModeShort = 0 // 0 – off, 1 – on
|
When an algo is optimized with accumulation on 1, you can not turn it off to get fewer trades. You have to optimize it again with the “mode” on 0.
I use the accumulationmode on 1 when the results are low without using it. Try to pump it up a bit with the mode on 1.
I do not know why you get the same results when the maximum position is 1. I haven’t checked that.
My guess is that when i copied it from Aug2 to Sept1 i didn’t adjust it to zero.
You can always try to optimize it again with 1 position of course or try the VS Crude (CL)
wp01: Ok, because if I use acc on and maxposition 1 I still get the same good result, which is strange, since the system can only have 1 position up.
wp01Participant
Master
Maybe there is no effect in this instrument. Last period it also didn’t accumulate as i can remember.
If you have any doubts i suggest you take an other instrument.
I actually have had enough BT’s for today…:-)
wp01: Ok. I tried quick myself. Only getting 4 trades with acc off, changing it makes it bad. Maybe i’ll run AG instead… 😉 Don’t really want to use acc with my capital.
Understandable 🙂
If anybody ran RB for Aug2, I hope you didn’t double the pos size like I did…
wp01Participant
Master
No i did not trade it. I tried it a couple of months ago but it is really a high roller. The result went really fast the wrong way.
According to the BT the result of RBAug2 is -/-€4.757 after a minus of nearly € 8.600. That is bad. I hope you have a lot of positive
positions to compensate that.
Yes, the month started very good, but RB took about half my profits. Or the hurricane really.
wp01Participant
Master
I ended up in a loss in the last week. Actually it was the whole month kind of not going well.
Since you have a profit over the month it seems that it is an advantage to run everything instead of part of the codes.
Do you keep track of all the positions individually or do you have an overall result? And do you also trade next to the algo’s?
I keep track week-by-week of each separate algo.
Apart from Pathfinder swing algos I am also running most of (but not all) Pathfinder 4h and sector algos.
wp01Participant
Master
And it doesn’t freak you out when especially these DD from these sectors are all in a loss?
Because you must facing huge provisional losses in your porto with so many algo’s.
Yes, the DD puts a lid on my mood rough days. This week it was down -20.000 € a while. But there is no profit without drawdown. The French election and now Hurricane Harvey showed that the algos work even when the market is in turmoil.
Yes, one faces huge losses if all algos would fail at the same time, but I consider that likelihood small.
wp01Participant
Master
Oh, i thought it was only my mood that was down when positions are going the wrong direction.
But respect that you can ride it out. I’m not willing to take that risk at this moment. I will see what it brings me in the future.
I activated this one yesterday:
Breakout Brent crudeoil "copy paste/adjusted"
Maybe you saw this already earlier. If you find it petty cash 🙂 you can always take the normal instead of the mini…
No such thing as petty cash 🙂
Many small creeks become a river as we say in Swedish.
My problem now is that I am at the limit of max algos to run. PRT only allows 100 and today I am at 97. This will go down as August closes, but will reach the limit again next period. So far I don’t have to pick which algos to run, but I need to close those that has not opened yet a day early to be able to activate the new ones.
