The AU algo has 20 in positionsize. Can be changed to 10, which is the minimum, and the new DD is 650 EU.
Hello everyone, is it possible to find a statistic of the reslts so far of pathfinder swings strategies in real?
Many thanks
Francesco
@Oskar, yes that is correct. I thought that I share my own settings and if anyone wants to lower or increase it, then everyone is free to do so.
@Francesco, I do not think so. Pfeiler used to keep track, but nobody has continued as far as I know. I run most algos, but some I increase to fit my own criteria, so they do not match the originals.
Best regards, David
@francesco: It seems it stopped after april. The results for the first 4 months are available in the first post (or below). It’s hard to determine how well it’s going I suppose, since there are many factors people change for their need such as which algos to run, contract sizes and so on. I started recently and with low capital so I don’t run much, and therefore the result is not very relevant.
https://www.prorealcode.com/wp-content/uploads/2017/05/PF-swing-trades-first-4-month.jpg
Dajvop: Ok 🙂 I misunderstood, thought position size was set to the lowest buyable contracts.
@dajvop: If you choose the forward contract instead of the CFD you don’t have to pay overnight fees. A little bit larger spread though.
@Despair, yes I know. But then you risk the rollover instead. And in my experience there is some differences between futures and stock prices.
wp01Participant
Master
@dajvop,
You can also choose to take the first two months the future and the month of expiration you take the mini. It would save a lot of money.
Of course the codes should also be prepaired for the futures. I think this doesn’t count for commodities and not for indices and sectors who has no future i think.
wp01Participant
Master
Just checking the indices and most of them also have a future. Maybe the problem is the history in PRT with a future. Do not know if the history is going back as
as with the mini’s.
@Patrick, yes, that might be worth looking into. I have checked PL and PA earlier and the futures and spots does not match. Maybe others match better.
wp01Participant
Master
If you say that you pay about € 200 per day, some guy at IG drives an Audi on your account. It is worth a try to save about 20% per year.
I understand that if the costs is only 5% of your profit, it maybe doesn’t really matter, but i do not think that is the case.
Yeah… I will have to do this for Oct1. Too many algos to change for Sep2.
EricParticipant
Master
on dax i only pay less than 1 € a point and day
so 200 € in fees would be more than 200 per point on dax
and if dax is at 12 500 X 200 = > 2 500 000 € in total value
thats big size..
I probably need to check this closer. When I checked it was after the weekend, luckily it’s a bit lower during the weekdays. But the largest interest is charged for the sector algos, not for indices or commodities.
wp01Participant
Master
@David,
Indeed after the weekend they charge three days in one go.
You probably know this already but if you go to my account, transactions and then you select a period (for example august).
After that you select paid financing costs and received financing costs, you download the file in Excel. After that you can easily add the totals in Excel.
You have to do paid and received seperately.
