Reiner Daily Pathfinder Strategies for "sectors"

Matriciel · Tue, 04 Apr 2017 07:00:04 +0000

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.

This topic has 125 replies, 12 voices, and was last updated 6 years ago by dajvop.

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

dajvop

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

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

dajvop

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

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wp01

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

wp01

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.

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

O-jay8

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

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Matriciel, Andyswede, dajvop, wp01

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

dajvop

A couple of closed positions this morning:

TK +10955 £

INSURANCE: -2790 £

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

HSEHLD: +5580 £

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Matriciel, wp01

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

dajvop

And LIFE -1680 £.

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

dajvop

FDR +1390£

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

dajvop

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

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O-jay8

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

dajvop

BUILD closed at +£1180

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

wp01

@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.

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

dajvop

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

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

wp01

Right. I see it now. Thanks.

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

dajvop

LC v2 closed yesterday at -1090€.

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O-jay8

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

wp01

@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,

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

dajvop

@wp01

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

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