Reiner Daily Pathfinder Strategies for "sectors"

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04/04/2017 at 8:00 AM #30910 quote

Matriciel
Participant

Master

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.

Nicolas, O-jay8, Robin, ALE and Pfeiler thanked this post

Alimentation-et-médicaments-JOURNALIER.jpg Strat-Alimen-Médica-JOUR.itf Assurance-JOURNALIER.jpg Strat-Assurance-JOUR.itf

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

Matriciel
Participant

Master

And two more ….

Bétail-vivant-mini-JOURNALIER.jpg Strat-Bétail-Mini-JOUR.itf Consommation-courante-mini-JOURNALIER.jpg Strat-Conso-Couran-Mini-JOUR.itf

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

Matriciel
Participant

Master

Others…

Détaillants-mini-JOURNALIER.jpg Strat-Détaillants-Mini-JOUR.itf Eau-gaz-multi-JOURNALIER.jpg Strat-Eau-Gaz-Multi-JOUR.itf

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

Matriciel
Participant

Master

Again…

Electricité-JOURNALIER.jpg Strat-Electricité-JOUR.itf Producteurs-alimentaires-JOURNALIER.jpg Strat-Producteur-Aliment-JOUR.itf

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

Matriciel
Participant

Master

And two more…

Reseau-télécommunication-JOURNALIER.jpg Strat-Réseau-Télécom-JOUR.itf Services-daide-JOURNALIER.jpg Strat-Service-dAide-JOUR.itf

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

Matriciel
Participant

Master

Last…

Services-financiers-JOURNALIER.jpg Strat-Service-Financier-JOUR.itf Voyage-et-loisirs-JOURNALIER.jpg Strat-Voyage-et-Loisirs-JOUR.itf

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

Nicolas
Keymaster

Master

All of them were optimised?

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

Matriciel
Participant

Master

Yes, in “tick by tick” mode.

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

Matriciel
Participant

Master

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

wp01 thanked this post

04/04/2017 at 11:49 AM #30985 quote

O-jay8
Participant

Veteran

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

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

Matriciel
Participant

Master

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

04/04/2017 at 12:59 PM #30990 quote

O-jay8
Participant

Veteran

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

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

Matriciel
Participant

Master

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

Regards.

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

wp01
Participant

Master

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

Matriciel thanked this post

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

Nicolas
Keymaster

Master

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.
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