Pathfinder Trading System

• 11/10/2016 at 7:07 PM #16348
  ALE

  Reiner,

  I must admit that I have not studied in detail your own unique strategy, but at this time pathfinder v6 on the real market has a 11717 limit, but does not have a stop, it’s my problem? or there is a stop sign that I don’t see

  

  ALE

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  11/10/2016 at 7:23 PM #16349
  Brage

  Thanks Reiner!

  Now I understand. And really not a problem when it’s a nice winning trade:)

  

  Brage

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  11/10/2016 at 9:03 PM #16352
  Reiner

  Hi Patrick,

  I have been thinking about your V5 problem. The only logical explanation is that your life trading parameter setting avoid pyramiding. Do you have limited the number of maximal contracts in the code and Pathfinder’s maximal position check avoid further cumulation or the maximal number of contracts in ProOrder isn’t high enough?

  best, Reiner

  

  Reiner

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  11/10/2016 at 9:12 PM #16353
  flowsen123

  Hello,

  I tried to implement the result from the “single conditions” of the system.

  the results are not bad, but not as good as I expected.

  One is without condition L1

  One is double size of positions caused by L2

  One is double size of positions caused by L3

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  ALE, Reiner

  

  flowsen123

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  11/10/2016 at 9:22 PM #16359
  wp01

  Hi Reiner,

  I doubled the positions in the code in V5.

  I changed:

  ONCE positionSize = 2

  And now you remind me to look into the code i see that i forgot to change:

  maxPositionSizeLong = MAX(15) ——into 30

  maxPositionSizeShort = MAX(5) ———–into 10.

  I did changed that in the former versions before 5 and in V6, but forgot it in V5. And this is for the pyramiding.

  And when you activate it for realtime trading i have a maximum of 30 contracts. That was correct i guess….

  Thanks for clearify this.

  Regards,

   

  

  wp01

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  11/11/2016 at 7:25 AM #16372
  Reiner

  Ale, that isn’t OK! In my opinion every position must have a valid stop and profit order. The limit is wrong, take care! I will check this later in the morning and come back to you.

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  ALE

  

  Reiner

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  11/11/2016 at 7:31 AM #16373
  wp01

  @Ale;@Reiner

  My position (V6) has a stop at 10.066,10 and a limit at 10.998,20.

  Regards,

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  ALE

  

  wp01

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  11/11/2016 at 7:56 AM #16374
  Reiner

  Good Morning Patrick,

  Yes, that looks better. Demo or life?

  
  @Ale: you could change the limits by hand, that should work.

  I think there is something with limits and stops that work in backtest but not in life trading. I had last week the some problem and thought the reason for that was the PRT wintertime error. I have to check this.

  best, Reiner

  

  Reiner

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  11/11/2016 at 8:16 AM #16375
  wp01

  Goodmorning Reiner,

  It is in real live trading.

  I thought you could not see the stop and limit in demo…..

  But i guess it should be possible to calculate it by reading the code.

  Regards,

  Patrick

  

  wp01

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  11/11/2016 at 2:46 PM #16380
  Nicolas

  For trades errors and server’s messages you can view them in the trades ‘list of the platform with CTRL+O.  Very useful to debug in live trading with demo or real account.

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  Asura, century, Reiner, wp01, ALE

  

  Nicolas

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  11/11/2016 at 4:14 PM #16382
  ALE

  @ Reiner,

  yes I’ve stopped It , but when it open position at 21.00 – 09.11.2016, take profit was 10999,7 and stop 10067,6
  Yesterday evening I’ve saw that there was not stop,  and limit had became 11718,9

  I’ve attached picture of order list

  

  ALE

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  11/11/2016 at 5:22 PM #16385
  arke

  Hi,

  first of all thank you very much Reiner, great strategy. 🙂

  I tryed the V6B1 in a backtest. I’m getting different results when I test it from the 1st of September this year till now and the 2nd of September till now, also if there’s no Position opened on one of These days… really strange…

  

  arke

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  11/11/2016 at 5:44 PM #16386
  Reiner

  Hi Ale,

  I have tested some things in life trading today. Open position (long, short) and stop and limit orders worked as expected. I think the trailing machanism doesn’t work in live trading because the two ordertyps SET STOP %LOSS stopLoss and SELL AT newSL STOP aren’t working like in backtest. But I’m not sure. It was realy a nightmare to verify this in life trading and I have lost a lot of pizzas try to activate the stupid trailing mechanism.

  best, Reiner

  

  Reiner

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  11/11/2016 at 5:48 PM #16389
  Reiner

  @Nikolas: I know your time is limited but could you please advise me. Is it possible to use SET STOP %LOSS / SET TARGET %PROFIT (as superordinate order) and SELL AT… STOP / EXITSHORT AT… STOP together in life trading? Here is the code for a long position management:

  // manage long positions IF LONGONMARKET THEN // first move (breakeven) IF newSL = 0 AND close - tradeprice(1) >= trailingStartLongInPoints * pipsize THEN newSL = tradeprice(1) + trailingStepLongInPoints * pipsize maxCandlesLongWithProfit = maxCandlesLongWithTrailProfit stopLoss = 0 // in % set superordinate stop order to breakeven takeProfit = 10 // in % set superordinate take profit order to new limit ENDIF // next moves IF newSL > 0 AND close - newSL >= trailingStepLongInPoints * pipsize THEN newSL = newSL + trailingStepLongInPoints * pipsize ENDIF ENDIF // trailing stop order to exit the positions IF newSL > 0 THEN IF LONGONMARKET THEN SELL AT newSL STOP ENDIF ENDIF // superordinate stop and take profit SET STOP %LOSS stopLoss SET TARGET %PROFIT takeProfit

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  // manage long positions IF LONGONMARKET THEN // first move (breakeven) IF newSL = 0 AND close - tradeprice(1) >= trailingStartLongInPoints * pipsize THEN newSL = tradeprice(1) + trailingStepLongInPoints * pipsize maxCandlesLongWithProfit = maxCandlesLongWithTrailProfit stopLoss = 0 // in % set superordinate stop order to breakeven takeProfit = 10 // in % set superordinate take profit order to new limit ENDIF // next moves IF newSL > 0 AND close - newSL >= trailingStepLongInPoints * pipsize THEN newSL = newSL + trailingStepLongInPoints * pipsize ENDIF ENDIF   // trailing stop order to exit the positions IF newSL > 0 THEN IF LONGONMARKET THEN SELL AT newSL STOP ENDIF ENDIF   // superordinate stop and take profit SET STOP %LOSS stopLoss SET TARGET %PROFIT takeProfit

  Thanks, Reiner

  

  Reiner

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  11/11/2016 at 7:16 PM #16394
  Reiner

  Hi arke und Willkommen,

  Do you have changed the preloadbars parameter? The reason for that is in my opinion the missing bar history. If you want to see the same results you have to start the backtest 6 month early. In your scenario try 1. April.

  best, Reiner

   

  

  Reiner

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