Navigator Trading System

• 04/18/2017 at 4:21 PM #32495
  kg6450

  Is anyone else running this on their live account?

  So far it has opened positions at 16:00 every day for the last 4 trading days, has anyone else got this?

  

  kg6450

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  04/18/2017 at 6:22 PM #32500
  Eric

  only demo

  4 open

  

  Eric

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  04/18/2017 at 6:49 PM #32502
  Eric

  Eric wrote:

  only demo 4 open

  V1

  

  Eric

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  04/19/2017 at 1:35 PM #32597
  Francesco78

  I have activated the strategy v2 on the 13 of april at 17.30 PM and so far it didnt open any position, but if I look at backtest starting from 12 of april I confirm I see 4 orders opened.

  

  Francesco78

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  04/19/2017 at 2:29 PM #32611
  GraHal

  Hi Francesco

  I was going to say check the Trades Log link below but this Thread don’t appear to be entering Trades.

  It’s so useful as a central source to answer just the query you have now, but only if data is entered.

  https://docs.google.com/spreadsheets/d/1KDmbbH_BZ8v5toEs661g535GJAXVD5kezXKNcmPSnIg/edit?usp=sharing

  GraHal

  

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  04/19/2017 at 2:51 PM #32619
  Francesco78

  Thank you GraHal

  Will do.

  Francesco

  

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  04/24/2017 at 9:57 AM #33135
  actionjackson

  Navigator V1 sold 2 of 7 contracts with a nice profit of 721 Euro, the remaining position is 1.400 Euro in profit

  

  actionjackson

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  04/24/2017 at 10:01 AM #33138
  mamio

  Confirm.

  

  mamio

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  04/24/2017 at 11:33 AM #33165
  Paris

  I have the navigator for daily timeframe and it had great résulte too.

  

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  04/24/2017 at 11:34 AM #33166
  Paris

  Results

  

  Paris

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  04/25/2017 at 7:13 AM #33275
  actionjackson

  This morning all remaining April long positions closed and all long trades made a profit of over 2.500 Euro! This little algo shows the advantage of average down algos, accumulate cheap and wait patiently until market recover but unfortunately risk is high when this expection doesn’t occur

  

  actionjackson

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  04/25/2017 at 9:03 AM #33284
  Eric

  I was thinking of buying some options before the french election when the buy signals was flashing

  Navigator long, pathfinder (1 hour dax) long and a connors rsi i run on daily also long

  i regret i didn´t do it

  maybe next time..

  

  Eric

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  04/25/2017 at 5:40 PM #33371
  Paris

  all positions closed  in nav v1 v2 and daily .

  

  Paris

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  05/01/2017 at 9:50 AM #34114
  CN

  V1 opened a short pos today at 9.00 with -10 contracts.
  v2 has not opened anything

  

  CN

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  05/04/2017 at 2:00 PM #34514
  Maz

  Hi all,

  I took a little look at this. (Thanks @Reiner for the idea.)

  With regard to V2, it appears that the following lines can never run due to the conditions never being true in any case:

  For the long side

  ELSIF monthlyMultiplierLong <> 0 THEN // is never true IF (COUNTOFPOSITION + positionSize) <= maxPositionSizeLong THEN BUY positionSize CONTRACT AT MARKET // is never run ENDIF

  1 2 3 4

  ELSIF monthlyMultiplierLong <> 0 THEN // is never true   IF (COUNTOFPOSITION + positionSize) <= maxPositionSizeLong THEN     BUY positionSize CONTRACT AT MARKET // is never run ENDIF

  And for the short side

  ELSIF monthlyMultiplierShort <> 0 THEN // can never be true IF (COUNTOFPOSITION + positionSize) <= maxPositionSizeShort THEN //SELLSHORT positionSize CONTRACT AT MARKET // is never run ENDIF

  1 2 3 4

  ELSIF monthlyMultiplierShort <> 0 THEN // can never be true   IF (COUNTOFPOSITION + positionSize) <= maxPositionSizeShort THEN      //SELLSHORT positionSize CONTRACT AT MARKET // is never run ENDIF

  If you comment out those lines you should notice no difference in the curve or final result of your back test.

  I believe what the Reiner was trying to test for here is:

  ” If the larger position increment according to the monthly multiplier is too big to fit within the maxPositionSize headroom available then if  the smallest (or starting) position increment were added to the total exposure in the maraket and that potential new exposure (sum of existing plus new smaller position) is less than or equal to the maximum allowed then add that smallest possible  increment to our existing exposure. ”

  These are lines 124 to 155.

  The reason why that line would never execute is because it’s not possible for the alternative condition to be true as both are either true or untrue

  // for the long situation monthlyMultiplierLong would always be above or equal to 0 // so (monthlyMultiplierLong > 0) NOR (monthlyMultiplierLong <> 0) // would never be true // reverse for the short side

  1 2 3 4

  // for the long situation monthlyMultiplierLong would always be above or equal to 0 // so (monthlyMultiplierLong > 0) NOR (monthlyMultiplierLong <> 0) // would never be true // reverse for the short side

  So in order to make that line actually run (lines 132 and line 151) you’d need to re-write the logic section in one way or another; eg:

  IF monthlyMultiplierLong >= 2 THEN // ... try bigger position increment ELSIF monthlyMultiplierLong =1 THEN // ... try smaller position increment ENDIF // but of course this completely changes the equity curve so question as to whether you'd want it.

  1 2 3 4 5 6 7

  IF monthlyMultiplierLong >= 2 THEN // ... try bigger position increment ELSIF monthlyMultiplierLong =1 THEN // ... try smaller position increment ENDIF   // but of course this completely changes the equity curve so question as to whether you'd want it.

  Hope that helps. Happy back testing 🙂

  Maz

  ps will take a look at this a bit more

  

  Maz

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