Pathfinder Trading System

• 10/31/2016 at 6:06 PM #15788
  miguel33

  I’ve also had the same problem and I have to manually run closing to follow faithfully pathfinder (lucky with best gain). however, the problem exists

  

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  10/31/2016 at 6:38 PM #15789
  miguel33

  right, but I tried the code does not work

  

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  10/31/2016 at 8:03 PM #15794
  wp01

  @Reiner.

  In the version V4 where Miguel suggested “avoid reopen of intraday positions in same direction” the position closed normal this morning at 09.00 O’clock.

  Part of the changes made at that time:

   

  IF NOT SHORTONMARKET AND ( (s1 AND f3) OR (s2 AND f1) ) AND not reduceShortInTradingWindow THEN // no cumulation for short trades #Miguel IF ( l1 OR l4 OR l2 OR (l3 AND f2) )AND not reduceLongIntradingWindow THEN // cumulate orders for long trades #Miguel // save position before trading window is open #Miguel If Time < startTime then startPositionLong = COUNTOFLONGSHARES startPositionShort = COUNTOFSHORTSHARES

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  IF NOT SHORTONMARKET  AND ( (s1 AND f3) OR (s2 AND f1) ) AND not reduceShortInTradingWindow THEN // no cumulation for short trades #Miguel   IF ( l1 OR l4 OR l2 OR (l3 AND f2) )AND not reduceLongIntradingWindow THEN  // cumulate orders for long trades #Miguel   // save position before trading window is open #Miguel If Time < startTime then startPositionLong = COUNTOFLONGSHARES startPositionShort = COUNTOFSHORTSHARES

  Could this be part of the reason why the position didn’t close in the latest version?

  Regards,

  Patrick

  

  wp01

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  11/01/2016 at 8:29 AM #15800
  miguel33

  as I said earlier in the real version I closed manually (and was good idea) while demo let it go and see what happens. Who has not closed today suffers loss. Immediately understand what is happening and ‘important.
  good job

  

  miguel33

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  11/01/2016 at 8:48 AM #15803
  flowsen123

  The same happened to me and I use a modified Version3 Programm.

  Maybe it happend due to the “Zeitumstellung”, because on Saturday the time changed from Summertime to Wintertime. But in the Backtest everthing worked fine.

  I wrote the technical support. You can reach it by “strg+M” or under “help” in the ProRealtime Program.

  

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  11/01/2016 at 9:06 AM #15804
  wp01

  @Reiner,

  for your information:

  I also had live the OMX mini with the same issue. A stop on the bar yesterday at 09.00 but the position didn’t close yesterday. But the position did close today at 09.00 with a day delay.

  Maybe it has indead something to do with what flowsen123 already said about the summer and wintertime.

  Regards,

  Patrick

  

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  11/01/2016 at 9:13 AM #15805
  miguel33

  you probably is a problem with the LG server time Time London. I’m testing pathfindher with MT4 and these problems

  

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  11/01/2016 at 9:17 AM #15806
  wp01

  On the other hand V4 did stop in time yesterday. Than the hour difference doesn’t make sense. It should either both continue or both stop.

  

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  11/01/2016 at 9:30 AM #15807
  miguel33

  in backtest works with time servers. only reason I see no alternative, and in fact ‘the problem I have on MT4

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  wp01

  

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  11/01/2016 at 11:32 AM #15810
  ALE

  The same for me, but i’ve stopped It in profit

  

  ALE

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  11/01/2016 at 1:44 PM #15817
  Reiner

  Hi guys,

  the calculation of the maximum holding period for short trades in V5B2 is faulthy. Reason is the changed calculation of position profit. I thought that the following used code in V4 is wrong for short trades:

  posProfit = (((close - positionprice) * pointvalue) * countofposition) / pipsize

  1	posProfit = (((close - positionprice) * pointvalue) * countofposition) / pipsize

  but this assumption wasn’t correct because countofposition for short trades is of course negativ and therefore the V4 formular is right and the V5 formular is wrong. Here is correct code for the calculation of the maximum holding period:

  // stop and profit management posProfit = (((close - positionprice) * pointvalue) * countofposition) / pipsize m1 = posProfit > 0 AND (BarIndex - TradeIndex) >= maxCandlesLongWithProfit m2 = posProfit > 0 AND (BarIndex - TradeIndex) >= maxCandlesShortWithProfit m3 = posProfit < 0 AND (BarIndex - TradeIndex) >= maxCandlesLongWithoutProfit m4 = posProfit < 0 AND (BarIndex - TradeIndex) >= maxCandlesShortWithoutProfit IF LONGONMARKET AND (m1 OR m3) THEN SELL AT MARKET ENDIF IF SHORTONMARKET AND (m2 OR m4) THEN EXITSHORT AT MARKET ENDIF

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  // stop and profit management posProfit = (((close - positionprice) * pointvalue) * countofposition) / pipsize   m1 = posProfit > 0 AND (BarIndex - TradeIndex) >= maxCandlesLongWithProfit m2 = posProfit > 0 AND (BarIndex - TradeIndex) >= maxCandlesShortWithProfit m3 = posProfit < 0 AND (BarIndex - TradeIndex) >= maxCandlesLongWithoutProfit m4 = posProfit < 0 AND (BarIndex - TradeIndex) >= maxCandlesShortWithoutProfit   IF LONGONMARKET AND (m1 OR m3) THEN SELL AT MARKET ENDIF IF SHORTONMARKET AND (m2 OR m4) THEN EXITSHORT AT MARKET ENDIF

  Sorry, for the confusion, Reiner

   

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  jamesgodfrey80, reb, Cosmic1, H_kan

  

  Reiner

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  11/01/2016 at 7:01 PM #15833
  MichiM

  Hallo Reiner,

  als Fan deiner Pathfinder Reihe muss ich dir jetzt doch mal schreiben. Ich hoffe, dass ich den Link für das Verständnis anhängen kann.

  Was ist passiert? (und nicht das erste Mal). Der Dax Pathfinder V4 ist gestern um 09:00 Uhr aus dem Short @ 10653 mit ca. 45.00€ Gewinn ausgestiegen. ABER im Live Trading ist das leider nicht passiert. Wie kann das sein ? Ist das ein Problem von PRT oder IG?? Hattest du das auch schon ein mal?

  https://picload.org/image/rdigciio/reiner4hv4.png

  https://picload.org/image/rdigciic/reiner4hv4teil2.png

  

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  11/01/2016 at 7:07 PM #15835
  MichiM

  Ich glaube man kann die Screenshots im Internet anschauen.

  Letzte Woche ist mir das gleiche beim FTSE passiert. Laut Backtest war der 4h FTSE nicht mehr short, aber in Wirklichkeit hat er mir 142 £ gebracht. Ein liebes Dankeschön an dieser Stelle. Die Frage ist nun, bin ich der Einzige der dieses Problem hat? Ist der Backtest in der der PRT Version 10.2 nur ein Fake?? Oder hat es damit zu tun, dass ich in der Schweiz mit IG verbunden bin?? Die Daten, sollten ja die gleichen sein.

  

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  11/02/2016 at 8:03 AM #15849
  miguel33

  Pathfinder in demo or real closed the position on November 1 at 13.00 while in backtest closed position 31 ottobre 17.00

  

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  11/02/2016 at 10:30 AM #15853
  flowsen123

  Hey Reiner,

  thank you for looking into it. Maybe the code you changed is part of the problem, but I am running a program based on the version 3 which still has the “old” code for the max. number of candles and I had the same problem. And I think it is odd, that the backtest is showing the right results, but the live mode acted differently. Maybe the program is too complex for prorealtime and it needs more time calculate the positions 😉

  

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