Reiner Daily Pathfinder Strategies for "sectors"

• 04/04/2017 at 8:00 AM #30910
  Matriciel

  Hello everyone,

  I wanted to help with the development of Reiner’s strategies.
  I realized that many instruments were responding well to their strategies. Unfortunately, some of them impose a big drawdown and therefore demand a big starting capital!
  I used Reiner’s “Daily Template”.

  Thanks again to Reiner for putting us on track!

  Yours.

  5 users thanked author for this post.

  Pfeiler, ALE, Robin, O-jay8, Nicolas

  

  Matriciel

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  04/04/2017 at 8:02 AM #30919
  Matriciel

  And two more ….

  

  Matriciel

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  04/04/2017 at 8:24 AM #30926
  Matriciel

  Others…

  

  Matriciel

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  04/04/2017 at 8:27 AM #30932
  Matriciel

  Again…

  

  Matriciel

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  04/04/2017 at 8:29 AM #30938
  Matriciel

  And two more…

  

  Matriciel

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  04/04/2017 at 8:30 AM #30945
  Matriciel

  Last…

  

  Matriciel

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  04/04/2017 at 8:42 AM #30954
  Nicolas

  All of them were optimised?

  

  Nicolas

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  04/04/2017 at 8:57 AM #30957
  Matriciel

  Yes, in “tick by tick” mode.

  

  Matriciel

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  04/04/2017 at 9:16 AM #30965
  Matriciel

  Each strategy is set differently.
  Each time I tested for each:
  – periodFirstMA
  – periodSecondMA
  – periodThirdMA
  – periodLongMA
  – stopLossLong
  – takeProfitLong
  – maxPositionSizeLong
  – maxCandlesLongWithProfit
  – maxCandlesLongWithoutProfit
  – seasonalPatternMultiplier

  1 user thanked author for this post.

  wp01

  

  Matriciel

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  04/04/2017 at 11:49 AM #30985
  O-jay8

  Hi Matriciel,

  Nice work. Yes indeed the drawdown is high but everybody can adjust the positionsize respectively.

  The only one I didnt find was Consommation courante which is in AUD whereas the other ones are in £ and only one in €. I though it is personal goods but the chart is completely different.

  Kind regards

  

  O-jay8

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  04/04/2017 at 12:54 PM #30989
  Matriciel

  Hi O-jay8, thanks.
  What do you mean by “the chart is completely different”?

  

  Matriciel

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  04/04/2017 at 12:59 PM #30990
  O-jay8

  Hi I mean the chart you showed in the screenshot for Consommation courante and personal goods. I thought Consommation courante is the equivalent to personal goods but the chart is different and the results of course as well.

  I didnt find the sector Consommation courante. Do you know the title in english?

  Kind regards

   

  

  O-jay8

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  04/04/2017 at 1:12 PM #30993
  Matriciel

  Sorry, I do not know the title in English of this market but here is its code: OZCONSUM. Try your search with this.

  Regards.

  

  Matriciel

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  04/04/2017 at 3:18 PM #31008
  wp01

  Thank you Matriciel. Very nice job.

  
  @O-jay8

  If you take a look at the attached pictures from Matriciel you see in the left upper corner the name. If you type in that name in the search part (also leftcorner drawdown menu) you find the right sector.

  Patrick

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  Matriciel

  

  wp01

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  04/04/2017 at 6:40 PM #31027
  Nicolas

  Should I suggest to optimise only on 70% of the whole history? and see how it performs in the last 30%?

  Once we get the walk forward module in live account (expected this week I think), this should be easy to do: Launch an optimisation in WF mode with only 1 iteration with 70% In Sample and 30% Out Of Sample data.

  

  Nicolas

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