Reiner Daily Pathfinder Strategies for "sectors"

• 11/23/2017 at 1:42 PM #53731
  wp01

  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,

  

  wp01

  Participant

  Topics: 0

  Replies: 610

  Been thanked: 404 times
  11/23/2017 at 1:50 PM #53732
  dajvop

  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.

  1 user thanked author for this post.

  wp01

  

  dajvop

  Participant

  Topics: 3

  Replies: 598

  Been thanked: 501 times
  11/23/2017 at 8:53 PM #53768
  Matriciel

  Ok David,

  I don’t know what to say…

  Best regards.

  

  Matriciel

  Participant

  Topics: 24

  Replies: 109

  Been thanked: 24 times
  11/24/2017 at 6:56 AM #53786
  dajvop

  Matriciel you don’t need to say anything, I was just informing 🙂

  1 user thanked author for this post.

  Matriciel

  

  dajvop

  Participant

  Topics: 3

  Replies: 598

  Been thanked: 501 times
  11/27/2017 at 9:46 AM #54080
  wp01

  @dajvop,

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

  Thanks.

  Regards,

  

  wp01

  Participant

  Topics: 0

  Replies: 610

  Been thanked: 404 times
  11/27/2017 at 11:16 AM #54105
  wp01

  @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?

   

  

  wp01

  Participant

  Topics: 0

  Replies: 610

  Been thanked: 404 times
  11/27/2017 at 3:36 PM #54132
  dajvop

  @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

  

  dajvop

  Participant

  Topics: 3

  Replies: 598

  Been thanked: 501 times
  11/27/2017 at 3:43 PM #54134
  wp01

  Thanks David. Mine was on tick by tick. Therefore before 2010 was not included.

  

  wp01

  Participant

  Topics: 0

  Replies: 610

  Been thanked: 404 times
  11/27/2017 at 4:08 PM #54137
  mr blue

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

  

  mr blue

  Participant

  Topics: 10

  Replies: 77

  Been thanked: 14 times
  11/27/2017 at 4:12 PM #54138
  wp01

  By reading this thread 🙂

  

  wp01

  Participant

  Topics: 0

  Replies: 610

  Been thanked: 404 times
  11/28/2017 at 9:41 AM #54230
  wp01

  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,

  

  wp01

  Participant

  Topics: 0

  Replies: 610

  Been thanked: 404 times
  11/28/2017 at 11:06 AM #54243
  dajvop

  Hi Patrick

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

  

  dajvop

  Participant

  Topics: 3

  Replies: 598

  Been thanked: 501 times
  11/28/2017 at 11:22 AM #54246
  wp01

  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

   

  

  wp01

  Participant

  Topics: 0

  Replies: 610

  Been thanked: 404 times
  11/28/2017 at 11:29 AM #54250
  dajvop

  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.

  

  dajvop

  Participant

  Topics: 3

  Replies: 598

  Been thanked: 501 times
  11/28/2017 at 11:39 AM #54252
  wp01

  Ok. Thanks. Quite a lot positions right now. Hope it plays out well for you.

  1 user thanked author for this post.

  dajvop

  

  wp01

  Participant

  Topics: 0

  Replies: 610

  Been thanked: 404 times
• Author
  Posts