Hi – I had a record of the CAC system. It was originally coded by Reiner, he just didn’t put it on the front page. It’s got pretty good results. I’ve attached it here for people to use if they wish.

Reply To: Pathfinder Trading System

Regardless of that fact, I personally would not start introducing more columns in the log if not really necessary as so far 95%+ results are one way – ie Yes, so figures will seem to contribute little overall value I feel.

If people wish I would suggest in fact creating a separate log for individual systems/non-standard systems and users can input in their trades based on tweaks of the original systems. You would then be able to start conversations around it in another topic. Only my opinion though, happy to go with the majority 🙂

I did run an IN/OUT sample on Gold and it wasn’t pretty. Looking forward to walk forward test being available!

These are the variables optimised:

ONCE periodFirstMA =  
ONCE periodSecondMA =  
ONCE periodThirdMA =  // this variable define the "heartbeat" of every instrument and have to be adjusted, possible values are 3, 4, 5, 6, 7
// filter parameter
ONCE periodLongMA =  // the settings of the filter periods are also important for the profit factor, 200, 250, 300 are good values
ONCE periodShortMA = // 10,  40 or 50 are good settings

// money and position management parameter - these parameters are important for the risk and performance
ONCE stoppLoss =  // in %   the system would works without a stopp loss, it's more in the sense of a disaster exit
ONCE takeProfitLong =  // in %
ONCE takeProfitShort =  // in %

ONCE maxCandlesLongWithProfit =  // take long profit latest after 18 candles - 15 with a higher take profit is my new favorite in the next version
ONCE maxCandlesShortWithProfit =  // take short profit latest after 12 candles - 13 is a good value for every instrument
ONCE maxCandlesLongWithoutProfit = // limit long loss latest after 30 candles - 30 or 40 are good values
ONCE maxCandlesShortWithoutProfit = // limit short loss latest after 25 candles - 25 is my favorite for all instruments

I will try to find the IN/OUT settings that were produced.

Hi Guys,

For those of you who have experienced an issue with “missing”trades and preloadbars errors in the Pathfinder Dax 4H V6, I have received a possible amendment to the code from the helpdesk that apparently resolves the issue. There was no indication from them as to why it only happens with some users and/or in Live and not Demo, that is still a mystery.

As you are aware, the system took a short position in Dax at 12,007/8 today which was indeed implemented in my Demo but once again not in my Live version, so for me the problem is still ongoing.

Please replace the following lines of code :

// calculate weekly high, weekly low is a poor signal

If DayOfWeek < DayOfWeek[1] then
weeklyHigh = Highest[BarIndex - lastWeekBarIndex](dailyHigh)
lastWeekBarIndex = BarIndex
ENDIF

With the following :

If DayOfWeek < DayOfWeek[1] and lastweekbarindex = 0 then
lastWeekBarIndex = BarIndex
 else
if DayOfWeek < DayOfWeek[1] then 
weeklyHigh = Highest[BarIndex - lastWeekBarIndex](dailyHigh)
lastWeekBarIndex = BarIndex 
ENDIF
ENDIF

I have checked in backtest and both versions of code produce exactly the same results – which they should. Hopefully this helps some people and solves the error in execution that some of us had. Fingers crossed this resolves it going forward in Live.