Pathfinder Trading System

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Viewing 15 posts - 526 through 540 (of 1,835 total)
  • #19331

    Hi,

    May be it is a stupid question but let me ask anyway. I have tested your code for DAX-1 euro contract and even for DAX-5 euro and DAX-25 euoro. Number of trades, winratio and performance (shape of equity curve) differs really. How it can be so for the same period? My first feeling was it had been a curve fitting just for DAX-1 euro but I might be wrong.

    Regards,

    /Hakan

    #19338

    Hi Reiner,

    I have tested DOW daily V2 and it seems good but I would like to ask a question about performance criterias. Personally I do allways comparare the system with “buy&hold” outcome. In this case buy&hold should give allmost +1900% in DOW daily where the system generates +455% since 1977 (this comparison can be done for each and every year as well to see performance distribution instead of overall comparison but I did not study in deep for moment). According to the overall comparison system is not so good, am I right or what am I missing?

    Regards,

    /Hakan

    #19368

    @Hakan,

    Considering the gains, in absolute, since 1979, is not very signifiactive, especially for the ancient years: you can see that in 1979 the Dow level was under 2000, instead of near 20 000 today: the variations were not the same as today, a variation of 1% has 10x more impact today; but the system is the same in the backtest, and that is why the equity curve has this hyperbolic form, but in fact the profit factor may be quite similar.

    2 users thanked author for this post.
    #19384

    Hi Hakan76,

    If I understand you right you expect the same backtest results when you are trading with the same account size (10k in your examples) a DAX 1 Euro-, 5 Euro- or 25 Euro contract.

    I think your expectation is wrong. You have to synchronize at least account size and all position sizes with the contract value. I’m also not sure if all contract sizes have the same quotes.

    Pathfinder DAX 4H is of course optimized for a 1 DAX mini contract but curve fitted – I hope not.

    Best, Reiner

     

    1 user thanked author for this post.
    #19387

    Hej Hakan,

    I think Aloysius gave a good answer to your question. I mainly developed the Pathfinder daily versions for the purpose to find out the best saisonal adjustments. I think it’s more realistic to tweak the backtest for a slightly shorter history for instance the last 15-20 years. Maybe I can encourage you to improve the backtests.

    Best, Reiner

    1 user thanked author for this post.
    #19389

    Hi Reiner,

    Read in the prevoius posts that Pathfinder also works on Bund Market, but i can’t find the corresponding code;

    May I ask you to post the code ?

    Thank you very much for the attention.

    Best whishes for a wonderful 2017, Andrea

     

    #19391
    #19410

    Hi Guys,

    I have heng seng running on demo. It opened a position (2) on dec 28. Today it opened another position (2). Already up for around 140 pips. Heng Seng profits are amazing but it has still a high drawdown. It would be great if we could optimize the settings to get a lower drawdown. Probably a great index to add in your portfolio.

    My maximum drawdown with heng seng is around €4000. I’m not able to get a lower drawdown. Maybe its a good idea if we make a V6 version for Hang Seng.

     

    1 user thanked author for this post.
    #19433

    Hi Reiner,

    i get with the DOW 4H V6 a huge drawdown Jan/Feb 2016. It`s different to your backtest. Do you know why?  I used the 24h chart of ig, too. Thanks for your help!!

    Greets

    Michael

     

    #19439

    Set PRELOADBARS to 1000 instead of 10000. May depends on which instrument you backtests.

    Wallstreet cash (2 contract) have this problems. Wallstreet cash (1 EUR contract) dont’t.

    3 users thanked author for this post.
    #19441

    Thanks Pranik,

    now it works. 🙂

    #19508

    Hallo

    I tried to rebuild the SMI according to Reiners taste. More than 80% Profit and less than 25% Drawdown.

    Milk the swiss cow.

    All the best for 2017

    MichiM

    2 users thanked author for this post.
    #19574

    Hi guys,

    With start 2017 I’m going to manage one of my ETF account with a bunch of Pathfinder daily swing robots and for this reason I have opened a new topic for the Pathfinder swing trading system idea here  https://www.prorealcode.com/topic/pathfinder-swing-ts/

    This topic remains for all general Pathfinder questions and especially for the “flagship” DAX 4H. All swing trade related questions please ask in the new topic.

    Best, Reiner

     

     

    1 user thanked author for this post.
    #19668

    @Reiner,

    Beest wishes for 2017.

    It seems that DAX4HV6 opened a short yesterday at 13:00 hours @ 11.578,30 (according to BT) but was not pushed as a real trade in IG.

    This is actually the first time this happened with V6. Former trades went well.

    I don’t think i am the only one with this issue. Do you have any idea what went wrong?

    Thanks.

    Best regards,

    Patrick

    1 user thanked author for this post.
    #19672

    Hi,

    I am not sure if it possible but I feel that it is a litte hard to find different versions of Pathfinder in the forum, anyone have a recommendation about how can I find them easly and recognize old ones versus new?

    Regards.

    /Hakan

Viewing 15 posts - 526 through 540 (of 1,835 total)

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