Reiner Daily Pathfinder Strategies for "sectors"

Viewing 15 posts - 61 through 75 (of 126 total)
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  • #45376 quote
    dajvop
    Participant
    Master

    @O-jay8 live since August 1,

    FOOD +2595 £, HEALTH +180 £, TK (open) +435 £, LC (open) -106 £, BUILD (open) +180 £, FDR +370 £, HOTELS (open) -330 £, INSURANCE (open) -1140 £, LIFE (open) -1310 £, RETAIL (open) +60 £, SPECFINAN (open) -540 £, SUPPORT +3390 £.

    I might have missed some because LC failed to start at one point in August and it seems as though that one was a significant loss.

    Best regards, David

    O-jay8 and wp01 thanked this post
    #45406 quote
    O-jay8
    Participant
    Veteran

    @ Dajvop, Super effort for the BT’s.
    Thank you.

    I will run them in Demo and might add them later in Live, if I gain more capital over time. (Hopefully)
    Best regards

    dajvop thanked this post
    #45446 quote
    dajvop
    Participant
    Master

    BUILD closed at +370 £.

    Matriciel thanked this post
    #45487 quote
    Matriciel
    Participant
    Master

    It was a good idea these strategies in the sectors ! :o)

    #45783 quote
    wp01
    Participant
    Master

    Difficult times for insurrance, life and hotels right now. DX also not very well unfortunately.

    I hope you carry on dajvop.

    Your positions almost keep me awake. I know it is part of the game but that doesn’t make it easier.

    I hope you can laugh about it in a week.  Good luck!

    #45784 quote
    dajvop
    Participant
    Master

    Yes, it is not looking very good at the moment, but I believe that it will turn out alright in the long run. Or at least I have to believe that 🙂

    #45785 quote
    wp01
    Participant
    Master

    You’ve got to stick to the plan.

    I put in an order manually for Insurance somewhere this week at 3000 to walk with it. It seemed far away at that point an didn’t think it would be filled.

    Last night i cancelled it because almost every day it keeps going lower and there is no stabilisation at all. The MA200 for insurance is at 2917 at the moment.

    You shouldn’t be looking at that with automatic trading of course You should activate the code and close your computer, but who does that?

    The first position of Insurance is, i believe, around the maximum amount of candles without profit (14). I do not exactly understand if this one will be closed soon

    or if the whole position will count to calculate that. I have difficulties to understand that completely from the code. Maybe you do understand it completely.

    #45787 quote
    dajvop
    Participant
    Master

    I have never really understood how max candles are calculated. If it closes a position on Monday we’ll know. Otherwise it calculates all positions.

    #45788 quote
    wp01
    Participant
    Master

    I thought it was just me who didnt understood it. I checked many times afterwards it’s behavior, but couldn’t figure it out.

    The first position has never been in profit at day closing if i look closely to the BT. And for the first one i count 15 candles.

    So if it is not closed yet, it looks like it calculates all positions.

    #45918 quote
    dajvop
    Participant
    Master

    Hotels, Life and Insurance bounced back this morning and nothing closed.

    #45919 quote
    wp01
    Participant
    Master

    Yes i saw it. That is great news for you. Your persistence will be rewarded.

    It is clear this strategy suits you better than me. It paralyses me when my porto is down so many days.

    #46046 quote
    dajvop
    Participant
    Master

    LC closed with 546 € profit.

    wp01 thanked this post
    #46216 quote
    Reiner
    Participant
    Veteran

    @Matriciel: Thanks for this idea. Pathfinder swing approach seems to work very well with sector indices. Unfortunately there are no mini sector cfds and drawdown/loss can be very high. I’ve checked a sample sector SUPPORT with the last Pathfinder swing template.

    Please find attached a version with a lower drawdown and a possibility to control the risk with the variable maxPositionSize (set to 1,2 or 3).

    Please be aware that with the available data history of 11 years only 81 trades were triggered and backtest looks very optimised.

    O-jay8, wp01, dajvop and Matriciel thanked this post
    PF-Sectors-SUPPORT-V2.jpg PF-Sectors-SUPPORT-V2.jpg PF-Sectors-SUPPORT-swing-V2.itf
    #46223 quote
    dajvop
    Participant
    Master

    Thank you Reiner. Though I believe the spread is closer to 15. At least in Sweden.

    #46388 quote
    Reiner
    Participant
    Veteran

    @dajvop

    You’re right, spread is 15 in Germany too. Sorry my fault!

    Spread and overnight costs make the sector cfd expensive. The “good old” spdrs ETF are tradable at IG with almost 20 year data history may be this could be an alternative. Enclosed is a sample robot for the Energy SPDR.

    wp01 and dajvop thanked this post
    PF-Energy-SPDR-swing-V2.jpg PF-Energy-SPDR-swing-V2.jpg PF-Energy-SPDR-swing-V2.itf
Viewing 15 posts - 61 through 75 (of 126 total)
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Reiner Daily Pathfinder Strategies for "sectors"


ProOrder: Automated Strategies & Backtesting

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Matriciel @matriciel Participant
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This topic contains 125 replies,
has 12 voices, and was last updated by dajvop
8 years, 2 months ago.

Topic Details
Forum: ProOrder: Automated Strategies & Backtesting
Language: English
Started: 04/04/2017
Status: Active
Attachments: 107 files
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