Reiner Daily Pathfinder Strategies for "sectors"

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  • 11/23/2017 at 1:42 PM #53731 quote
    wp01
    Participant
    Master

    Thanks David. Besides the General Retailers i’m not running them live at the moment.

    Strange that the positionsize doesn’t match with the information provided by IG.

    You probably noticed it because they were rejected with that message?

    When i start running them live i will change the positionsize accordingly.

    Thanks.

    Kind regards,

    11/23/2017 at 1:50 PM #53732 quote
    dajvop
    Participant
    Master

    If they had been rejected then I would have noticed it earlier.

    Since most of the systems require 2 or more contracts they still work, but the accumulation doesn’t since there are no more shares left.

    wp01 thanked this post
    11/23/2017 at 8:53 PM #53768 quote
    Matriciel
    Participant
    Master

    Ok David,

    I don’t know what to say…

    Best regards.

    11/24/2017 at 6:56 AM #53786 quote
    dajvop
    Participant
    Master
    Matriciel you don’t need to say anything, I was just informing 🙂
    Matriciel thanked this post
    11/27/2017 at 9:46 AM #54080 quote
    wp01
    Participant
    Master

    @dajvop,

    Retail version 1.1 has just been closed. Can you tell me if V2 is still running?

    Thanks.

    Regards,

    11/27/2017 at 11:16 AM #54105 quote
    wp01
    Participant
    Master

    @dajvop,

    Regarding your Engine V2. If you take a look at the short positions it has a profitfactor of < 1. Maybe a suggestion to change the -1 months into zero

    and make it a “long only” to increase the results?

     

    report-Engine-V2-long-only.png report-Engine-V2-long-only.png
    11/27/2017 at 3:36 PM #54132 quote
    dajvop
    Participant
    Master
    @Patrick, yes, RETAIL v2 is still running with 6 long positions. Another pair of eyes is always good. The short profit factor is better if you extend the backtest to 2006, though you are probably correct to remove the short positions since they lower the profit from 2010 onwards. Best regards, David
    11/27/2017 at 3:43 PM #54134 quote
    wp01
    Participant
    Master
    Thanks David. Mine was on tick by tick. Therefore before 2010 was not included.
    11/27/2017 at 4:08 PM #54137 quote
    mr blue
    Participant
    Senior

    WTF, Ratio > 36 !!! How did you achieve that?

    11/27/2017 at 4:12 PM #54138 quote
    wp01
    Participant
    Master
    By reading this thread 🙂
    11/28/2017 at 9:41 AM #54230 quote
    wp01
    Participant
    Master

    Hi David,

    According to the orders RETAIL V2 closed the 6 positions yesterday. Do you use the same version as posted earlier?

    Thanks.

    Kind regards,

    orders-RETAIL-V2.png orders-RETAIL-V2.png
    11/28/2017 at 11:06 AM #54243 quote
    dajvop
    Participant
    Master

    Hi Patrick

    Yes, my backtest shows the same as yours, but my system increased to 10 positions this morning instead.

    11/28/2017 at 11:22 AM #54246 quote
    wp01
    Participant
    Master
    Thanks David. I activated yesterday the V2 and this morning it opened 2 positions. (i splitted the positions in 1/2). There was definitely something wrong yesterday. V1 closed 3×3 positions at 09.35 (?) instead of 09.15. But besides that: in the BT of V1.1. they are still open today. I loaded the V1.1 again to check it and it still shows the same information. Very weird and what you are also saying about V2 this morning, that is also not normal behaviour. I noticed that a couple of other sectors have also open positions. Since you run most of them maybe you can check if they behaved normal. Thanks. Patrick
    11/28/2017 at 11:29 AM #54250 quote
    dajvop
    Participant
    Master

    I will check tomorrow morning when the backtests will show what happened today.

    At the moment AERO, BUILD, CHEMS, FDR, FOOD, HOTELS, INSURANCE, OZCONSUM, RETAIL, SPECFINAN and WATER are open.

    11/28/2017 at 11:39 AM #54252 quote
    wp01
    Participant
    Master
    Ok. Thanks. Quite a lot positions right now. Hope it plays out well for you.
    dajvop thanked this post
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Reiner Daily Pathfinder Strategies for "sectors"


ProOrder: Automated Strategies & Backtesting

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Matriciel @matriciel Participant
Summary

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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