Pathfinder swing TS

• 08/14/2017 at 9:35 AM #43136
  wp01

  IBEX Aug2 short and MIB aug2 short:

   

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  08/14/2017 at 9:36 AM #43141
  wp01

  US Dollar Basket Aug2.

  For me is the DD too high, but maybe someone else find it interesting.

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  08/15/2017 at 11:33 AM #43198
  wp01

  O-jay8,

  Regarding your HS50 Aug2 short:

  If you change the starting amount in the BT from GBP100K to GBP10K, what will be the result than?

  The percentages give a distorted picture and i find it difficult to say because the non-DFB is in HKD.

  Thanks in advance.

   

  

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  08/15/2017 at 3:48 PM #43205
  O-jay8

  Hi WP01,

  My results for the BT are the same regardless the amount. See the screenshot.
  In my case, all my BT’s for DFB are always in GBP, which is easier for me to assess the results.

  

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  08/15/2017 at 3:53 PM #43207
  wp01

  Thank you O-jay8.

  The same? I have the following from you:

  Totally different 🙂

  

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  08/15/2017 at 3:54 PM #43209
  wp01

  Here is the picture. Wrong file.

  

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  08/16/2017 at 10:04 AM #43240
  rejo007

  It might be a good idea to make an Excel spreadsheet with all strategies per month. The name of the strategy, the dd max, the number of years in backtest, the average gain, the number of years when the strategy opened a trade, … a table that would be put in a shared folder and Which would be filled in as strategies are added. In order to facilitate the choice of each strategy to be implemented or not? opinions?

  

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  08/16/2017 at 10:06 AM #43241
  dajvop

  @rejo007, Pfeiler used to do that, but after he chose to focus on other things, no one has volunteered to continue.

  

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  08/16/2017 at 10:45 AM #43246
  O-jay8

  Hi WP01,

  That is the same BT as you can see on the percentage of winning trades and the gain/loss ratio. I reduced my positionsize by half that is why the drawdown and worst trade are double in your case.

  Best regards

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  08/16/2017 at 10:52 AM #43249
  rejo007

  Ah I see now.

  But If every creator of backtest chooses his 2 or 3 best strategy for each half month, it would reduce the number and I could take care of it.

  We open the dropbox, each creator drop his best strategy on it and just before the begin of the month we actualize the excel files.

  

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  08/16/2017 at 12:08 PM #43258
  dajvop

  I don’t know about the others, but I am running all algos presented here.

  Since we are only 3 people contributing now, that would limit the amount to a maximum of only 9 algos each period.

  

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  08/16/2017 at 12:19 PM #43261
  wp01

  I picked 13 algo’s for 2nd. half of August plus the 5 which are still running from the 1st half of Augustus.

  Besides that i have the Dax, Dow and HS 4H running.

  

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  08/16/2017 at 12:23 PM #43262
  wp01

  My main concern regarding a database in a Dropbox is that it is very accurate work. When more people adding data to it you can wait for it

  that mistakes will be made or things will be forgotten.

  

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  08/16/2017 at 12:25 PM #43263
  dajvop

  @wp01 how is it going selecting a few algos? Have you noticed any type of algos being more successful?

  

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  08/16/2017 at 12:44 PM #43264
  wp01

  I continued the sheet from Pfeiler. I already mentioned it earlier a couple of months ago. I added exchangerates for the instruments which

  are in other currency than euro.

  This is based on Pfeiler explanation of: RW = (gain % wintrades %) / DD%.

  Actually everything below 10 is red and above 10 is a potential hit. With the accent on potential of course. I doesn’t say anything, but you have to hold on something

  to make your choices. The bold once in the left column i selected. I didn’t take the the futures because the expire on the 30th. of august and we have already a few in

  porto. Because of the long list in the second half of august it is more easy to choose. In other months it was less. If you take look at september there will only be 9 long

  and the rest is short. I could activate more algo’s, but actually i find it enough. If everything is activated you could be very quickly in a situation that it is going out of control.

  Therefore i am more than curious how you handle things because a lot of algo’s didn’t end well as you also notice.

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