Pathfinder swing TS

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Viewing 15 posts - 1,681 through 1,695 (of 2,005 total)
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  • 10/27/2017 at 3:56 PM #50733
    dajvop

    @O-jay8 yes I used the latest version by Reiner.

    Yes, they are not identical, but pretty close. The problem is that one period affects the next period, so the main reason for the changes (grouping several algos in one) in v3 is void. As it is now I might as well continue combining algos every 3 period with v2. See attachment as an example.

    10/27/2017 at 4:42 PM #50743
    O-jay8

    Hi Dajvop,

    Yes I used to do the same with every 2 periods as I almost never use maxcandle above 15 anyways.
    But did you notice there as well, that a single period in the Full year template is not totally matching the same period in the V2?

    That is why I started to optimize the periods directly in the Full year template.

    Best regards and a nice weekend.

    10/27/2017 at 4:55 PM #50744
    dajvop

    @O-jay8 yes, I noticed that also.

    Thank you and you too.

    10/31/2017 at 6:01 PM #51119
    O-jay8

    Hi Dajvop, WP01

    @Wp01    , are you still active or do you do a break for now?

    How is it going? I hope the November will give us back some profit. The last 6 weeks created a drawdown by almost 20% for me especially of all the short trades.

    I see that I havent uploaded the indices.
    I will not trade a lot of algos in November 1 as most of them doesnt look good.

    Here Bund and Dax

    2 users thanked author for this post.
    avatar wp01, avatar dajvop
    10/31/2017 at 6:03 PM #51124
    O-jay8

    FTSE and Hangseng

    2 users thanked author for this post.
    avatar wp01, avatar dajvop
    10/31/2017 at 6:05 PM #51129
    O-jay8

    Nasdaq and MIB

    2 users thanked author for this post.
    avatar wp01, avatar dajvop
    10/31/2017 at 6:07 PM #51134
    O-jay8

    Nikkei and US500

    2 users thanked author for this post.
    avatar wp01, avatar dajvop
    11/01/2017 at 6:48 AM #51161
    wp01

    Hi O-jay8,

    I’m not really active at the moment with the daily swings. I’m still running a few of PF 4hours and i’m long in general retailers (sector).

    I’m not sure what to think of the last few months omtimizations. On paper the looked fine, but actually there wasn’t anything to celebrate.

    Are they all overoptimized? Or is it just a bad period? I understand that when markets breakout it is not in your advantage that the algo’s

    open short positions. And that also make me careful for the coming months. According to the roadmap green is the way but with all indices

    at their heights i do not want to fall in the same trap. It is fine for me to slow down the next periods and see how everything develops.

    I’m happy with the results for the last 12 months despite of the results of the last months but i do not want to put it at stake.

    I still hope to continue with the project in the future and that remaining issues are being solved.

    Kind regards,

    Patrick

    1 user thanked author for this post.
    avatar O-jay8
    11/01/2017 at 7:04 AM #51162
    wp01

    O-jay8, dajvop and Reiner,

    The example of the PL dec2/feb1 Reiner posted earlier can not be used for automatic trading in ProOrder.

    Maybe you noticed it already but it is the January future and that one expires december 22nd. Next future

    is of course not available yet. So for the this years X-mas trade we have to wait until the next future is available.

    Best regards,

    1 user thanked author for this post.
    avatar dajvop
    11/01/2017 at 9:50 AM #51169
    dajvop

    Yes, October was weak, although strong on paper. For Oct2 I ran a total of 55 algos for 28 instruments and only 16 started, compared to July when most algos started at some point.

     

     

    2 users thanked author for this post.
    avatar O-jay8, avatar wp01
    11/01/2017 at 9:55 AM #51170
    dajvop

    @wp01 I understand your position. The swing algos are more high risk than the 4h algos. I hope you stay with us and become more active later on.

    11/01/2017 at 10:14 AM #51171
    wp01

    @dajvop,

    The 4h algo’s can also be a roller coaster. HS last week for example: From 2K profit to zero on Monday and closing yesterday with €604 profit….

    But I will stay here. I’m also addicted :-). I hope the differences you earlier mentioned in the daily swings for yearly usage can be solved.

    I won’t run 55 algo’s like you even when i know only a couple will be activated. I can not mentally handle the enormous potential drawdown.

    I thought you mentioned with the sectors at some point €30K.  That is not good for my health.

    11/01/2017 at 10:56 AM #51177
    rejo007

    @wp01

    On “sector”, if you do “positionSize = 0.1” at place of original position size, it’s limit the DD

     

    and with this sector:

    live cattle, non life insurance, ozconsum a2mini, support service, construction, fdr and hotel.

    the DD is acceptable.

     

    1 user thanked author for this post.
    avatar Pfeiler
    11/01/2017 at 11:02 AM #51179
    wp01

    Thanks rejo007.

    11/01/2017 at 3:04 PM #51210
    dajvop

    @rejo007 have you tried that positionsize live?

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