Pathfinder swing TS

• 05/23/2017 at 1:25 PM #36404
  wp01

  @O-jay8

  Thank you for your NG algo. I’m not sure if yours is better.

  In your code the positionsize is 1. The minimum for the EUR1 contract Natural Gas is 2.5.

  It could be that the DFB in GB is different and the positionsize of 1 is ok, but not suitable for all other countries.

  If you change it 2.5 multiplied by 3 for June1 you get totally different figures.

  Best regards,

  Patrick

  

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  05/23/2017 at 1:33 PM #36406
  wp01

  @dajvop,

  KC minimum is 1.5. Your code says 1 multiplied by -1 is a “no go” when triggered.

  Regards,

   

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  wp01

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  05/23/2017 at 1:52 PM #36411
  Reiner

  Hi Guys,

  I have fixed two errors in the V2 template.

  // check saisonal booster setup and max position size IF saisonalPatternMultiplier < 0 THEN IF (ABS(COUNTOFPOSITION) + (positionSize * ABS(saisonalPatternMultiplier))) <= maxPositionSize THEN SELLSHORT positionSize * ABS(saisonalPatternMultiplier) CONTRACT AT MARKET ENDIF ENDIF

  1 2 3 4 5 6

  // check saisonal booster setup and max position size IF saisonalPatternMultiplier < 0 THEN IF (ABS(COUNTOFPOSITION) + (positionSize * ABS(saisonalPatternMultiplier))) <= maxPositionSize THEN SELLSHORT positionSize * ABS(saisonalPatternMultiplier) CONTRACT AT MARKET ENDIF ENDIF

  For short trades sometimes the max position size has been exceeded and the saisonal multiplier was not properly considered. Please find attached an example for HangSeng.

  Best, Reiner

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  O-jay8, Robin, wp01, dajvop, Nicolas

  

  Reiner

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  05/23/2017 at 2:38 PM #36414
  dajvop

  @wp01

  Thank you for noticing. I have changed the position size to 5 and reduced the multiplier to 1 for Sugar. KC is unusable with the correct position size.

  
  @Reiner

  Thank you!

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  wp01

  

  dajvop

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  05/23/2017 at 3:19 PM #36420
  O-jay8

  @wp01 you are right in GB the min size is only 1.

  But in my understanding, the multiplier is already at 3, so greater than your minimum required 2.5

  So you can use the algo as it buys always 3 contracts. If you change the pos size i.e. to 3 you have to increase the max pos size as well to have the same linear results.

  Best regards

   

   

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  05/23/2017 at 3:54 PM #36442
  wp01

  @O-jay8

  Yes you are right. For jun1 it can be used than with the multiplier 3.

  I’m wondering why IG uses different instruments. I do not think that the leverage is

  different with 2.5 contracts as it is with 1 in the UK.

  Best regards,

  

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  05/23/2017 at 6:49 PM #36469
  dajvop

  I just saw that we have different Natural Gas to choose from. NG 1€ mini and NG JUL-17. The spreads are quite different, so are the allowed minimum contract. Which one have we used before?

  

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  05/23/2017 at 7:09 PM #36471
  wp01

  David,

  We only used it two times this year according to the Excel sheet. That was in March2 and in april1.

  We used the 1EURO and the future. What i can remember that Pfeiler could not get any trades in either one of them.

  Thats why we switched. We also had some issues with futures. Expirations and rollover. We preferred to use ongoing contracts. That is also easier.

   

   

  

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  05/23/2017 at 7:37 PM #36476
  dajvop

  Right you are. The spread seems to be only 3 for Natural Gas 1€. I calculated with 20 😉

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  wp01

  

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  05/29/2017 at 7:56 AM #36859
  dajvop

  AEX closed long position with profit at 527.9.

  CL opened long x 3.

  PA opened short x 1.

  

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  05/29/2017 at 7:59 AM #36861
  dajvop

  I didn’t run KC May1, but it seems to have closed with a loss on the 25th. Can anyone confirm?

  

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  05/29/2017 at 12:39 PM #36883
  maleknf

  afternoon Dajvop,

   

  I can confirm all trades above including the coffee one.

   

  regards

  Malek

   

   

   

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  05/29/2017 at 5:14 PM #36951
  manel

  Hi All,

  Are most people aware of the trade log for the swing trades and/or do they find it useful ? As not everyone will be running all the systems, it serves as a useful reference guide so that users are able to monitor the systems’ overall progress and also refer to it to manually open/close trades if they wish to do so.

  https://docs.google.com/spreadsheets/d/1s7bZYr0s5Cnoxc18LA16S92amxz4zPvIkAzblHlPlp4/edit#gid=0

  Feedback welcome, if you feel it’s not something that regular users would find useful then we can stop updating it.

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  Nicolas

  

  manel

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  05/30/2017 at 8:18 AM #36996
  Nicolas

  “Please ‘confirm duplicate trades’ by adding Username in Column L.”,  you meant in Column M? 😉

  

  Nicolas

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  05/30/2017 at 1:37 PM #37038
  manel

  Yep, Column N actually. Good spot Nicolas ! A couple of columns have been added since the last format update without the corresponding change in the narrative. Have amended now. Thanks 🙂

  

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