Reiner Daily Pathfinder Strategies for "sectors"

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09/18/2017 at 12:19 PM #46493 quote

dajvop
Participant

Master

Bad morning for sectors: SPECFINAN -5085 £, HOTELS -6310 £, only RETAIL +2436 £.

09/19/2017 at 9:33 AM #46574 quote

dajvop
Participant

Master

TOBACCO was denied to open this morning due to the instrument is for closing only. I haven’t found a substitute.

wp01 thanked this post

09/21/2017 at 4:20 PM #46843 quote

wp01
Participant

Master

It is unfortunate that CHEMS did not triggered with 2 positions.

I hope INSURANCE will turn quickly and make the same move as CHEMS. What a mess.

09/22/2017 at 6:16 PM #46993 quote

O-jay8
Participant

Veteran

Hi Guys,

Here is a Full Year Algo for Personal Goods modified for each parameter every two weeks.
As mentioned already if you cross check for only one period, the results are different from the full year backtest as trade can start in one period with certain parameters and end in another period with different paramters.

Also the Walk forward test is attached. As IMO it makes not really sense as it is curve fitted and optimized for each period already with a lot of paramters.
That is what despair said.
Nevertheless here the Algo and the screenshorts
Have a nice weekend everybody

wp01, dajvop, Andyswede and Matriciel thanked this post

PF-FY-Sector-PG-Long-ok.itf PF-FY-PG-Long-ok.jpg PF-FY-PG-Long-WFT-2.jpg PF-FY-PG-Long-WFT.jpg

10/03/2017 at 8:36 AM #48091 quote

dajvop
Participant

Master

A couple of closed positions this morning:

TK +10955 £

INSURANCE: -2790 £

SUPPORT (not Reiner’s version): -1660 £

HSEHLD: +5580 £

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10/04/2017 at 9:00 AM #48168 quote

dajvop
Participant

Master

And LIFE -1680 £.

10/19/2017 at 8:18 AM #49897 quote

dajvop
Participant

Master

FDR +1390£

10/24/2017 at 9:43 AM #50359 quote

dajvop
Participant

Master

PGOODS was supposed to open yesterday morning, but the instrument is now for closing only.

O-jay8 thanked this post

10/24/2017 at 10:01 AM #50363 quote

dajvop
Participant

Master

BUILD closed at +£1180

Matriciel, O-jay8 and wp01 thanked this post

11/01/2017 at 10:21 AM #51172 quote

wp01
Participant

Master

@dajvop,

They PG from O-jay8 is for usage of DFB. When running non-DFB i get exotic figures with GBP35K drawdown. Do you have a workable version?

Thanks.

11/01/2017 at 10:38 AM #51173 quote

dajvop
Participant

Master

Patrick, I deleted that algo since the instrument is for closing only. I only have this one saved, it is long only though.

PF-Sectors-PGOODS.itf

11/01/2017 at 10:42 AM #51175 quote

wp01
Participant

Master

Right. I see it now. Thanks.

11/01/2017 at 4:22 PM #51231 quote

dajvop
Participant

Master

LC v2 closed yesterday at -1090€.

O-jay8 thanked this post

11/16/2017 at 10:04 AM #52932 quote

wp01
Participant

Master

@dajvop,

Regarding Retail. I noticed that Retail bought for the 4th. time 3 positions (i devided the positions by 1/2) on November 14th. @ 2.448.

I put in ProOrder maximum contracts 10. Unfortunately i noticed it a little too late. I bought the latest 3 manual but can you please give me the stoploss and the takeprofit

from the position bought on the 14th?

Thanks.

Kind regards,

11/16/2017 at 10:29 AM #52937 quote

dajvop
Participant

Master

@wp01

I’m running an updated version with long and short positions. Are you running v1.1?
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