Pathfinder swing TS

• 10/12/2017 at 4:22 PM #49162
  wp01

  @Eric,

  The results you show look nice but the period is too short. If you change the period to 2009 it doesn’t look so flashy.

  In the beginning somewhere a year ago Reiner posted already a PF DAX 1H. Attached that version.

  I tried to get it better, but no luck yet.

  Maybe someone else can.

  Thanks.

  Best regards,

  

  wp01

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  10/12/2017 at 5:50 PM #49171
  dajvop

  ASX and CAC v3:

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  10/12/2017 at 5:55 PM #49177
  dajvop

  CN-H v2 with acc and DAX v3:

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  10/12/2017 at 5:59 PM #49182
  dajvop

  DOW v2 and DOW v3 with accumulation:

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  10/12/2017 at 6:09 PM #49187
  dajvop

  LB v2 and LC (short) v2, both with accumulation:

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  10/13/2017 at 5:48 AM #49224
  wp01

  Nifty Okt2 (with acc.) and Nikkei Okt2.

   

   

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  10/13/2017 at 10:29 AM #49248
  dajvop

  BUND and OMX v3:

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  10/13/2017 at 11:08 AM #49255
  dajvop

  FTSE and STXE v3:

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  10/13/2017 at 11:19 AM #49264
  wp01

  Nice job David. Thanks.

  

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  10/13/2017 at 12:26 PM #49270
  O-jay8

  Hi Guys,

  seems the V2 creates better backtests which is why I prefer to stick with those for now and would run V3 only in Demo.
  But if I notice correctly you want to start directly with V3 and maybe just run V2 in Demo?

  Anyway, here my results for Bund, Cac, Dow, Dax

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  10/13/2017 at 12:28 PM #49276
  O-jay8

  FTSE, HS, STXE, Nasdaq

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  10/13/2017 at 12:30 PM #49281
  O-jay8

  OMX, US 500

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  10/13/2017 at 12:43 PM #49287
  wp01

  Don’t know what causes the difference in results between V2 and V3.

  I indeed wanted to move on with V3. I understood that David runs them both or the one that is available.

  

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  10/14/2017 at 3:55 PM #49371
  dajvop

  @wp01 and O-jay8

  If you remove validMaxCandles then you get very similar results to v2. I think the last difference between the codes is in which order the lines are calculated, but that is only a theory and I haven’t verified it yet.

  I will start to optimise each instrument with v3, but if it isn’t favourable I will try with v2.

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  10/16/2017 at 8:11 AM #49484
  wp01

  @dajvop,

  Just a thought but you say when you remove validMaxCandles in V3 you get similar results as with V2.

  But i think V3 needs that line because the V3 release notes of 24-09-2017 says:

  // save maximum candle settings in the case of period change

  But if you only optimize one period and you move to the next period with an open position it doesn’t know how to handle it

  because the next period in V3 is or at zero or the lines are removed. So when it has an open position and doesn’t know how to handle.

  And this looks like prevented with:

  // save maximum candle settings in the case of period change
  If ONMARKET AND (currentDayOfTheMonth = 1 OR currentDayOfTheMonth = midOfMonth + 1) THEN
  validMaxCandlesWithProfit = maxCandlesWithProfit
  validMaxCandlesWithoutProfit = maxCandlesWithoutProfit
  ENDIF

  With V2 you do not have this problem at all because you only optimize one period. There are no other periods in the code.

  Maybe i speak nonsence. It is just a thought.

  Kind regards,

   

   

  

  wp01

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