Pathfinder swing TS

• 08/16/2017 at 1:30 PM #43273
  dajvop

  Which period is that list for?

  Is ‘loss in currency’ actual loss? No gains recorded?

  

  dajvop

  Participant

  Topics: 3

  Replies: 598

  Been thanked: 501 times
  08/16/2017 at 1:40 PM #43274
  wp01

  This is not a profit and loss overview. This is an overview to check how the reports performed in the past based on DD, highest loss and percentage winning trades.

  All figures come from the reports we post. I attached the first of the list in attached example. You can find all figures in the first row where you find silver.

  These are all BT results from 2nd. half of August. More or less most of them. I know that i did not put cotton on it and a few more.

  

  wp01

  Participant

  Topics: 0

  Replies: 610

  Been thanked: 404 times
  08/16/2017 at 2:09 PM #43277
  dajvop

  Ah ok.

  My experience from running all algos is that much depends on the market. In July1 for example, even the questionable algos performed very well. Only a few didn’t run.

  I ran a total of 40 algos, 33 started and 32 were profitable.

  1 user thanked author for this post.

  wp01

  

  dajvop

  Participant

  Topics: 3

  Replies: 598

  Been thanked: 501 times
  08/16/2017 at 3:15 PM #43281
  dajvop

  AG (from 2000) and NG for next period Sep1.

  Best regards, David

  1 user thanked author for this post.

  wp01

  

  dajvop

  Participant

  Topics: 3

  Replies: 598

  Been thanked: 501 times
  08/16/2017 at 3:18 PM #43286
  dajvop

  PA and S.

  1 user thanked author for this post.

  wp01

  

  dajvop

  Participant

  Topics: 3

  Replies: 598

  Been thanked: 501 times
  08/16/2017 at 5:35 PM #43292
  rejo007

  @wp01

  you do a great job with this excel sheet…

  thanks

  

  rejo007

  Participant

  Topics: 3

  Replies: 97

  Been thanked: 10 times
  08/17/2017 at 5:37 AM #43305
  wp01

  David,

  Minor detail. Your PA sept.1 is tested on the september future. Unfortunatly this future expires on

  august 30th. The new future is not available.

  Kind regards,

  1 user thanked author for this post.

  dajvop

  

  wp01

  Participant

  Topics: 0

  Replies: 610

  Been thanked: 404 times
  08/17/2017 at 6:05 AM #43308
  wp01

  Hi rejo007,

  Thanks. You can also be on that list 🙂

  Have you tried already to create a backtest?

   

  

  wp01

  Participant

  Topics: 0

  Replies: 610

  Been thanked: 404 times
  08/17/2017 at 6:10 AM #43312
  rejo007

  No, but I’ll try to find time to look at that. I saw that the beginning of the forum explained this

  

  rejo007

  Participant

  Topics: 3

  Replies: 97

  Been thanked: 10 times
  08/17/2017 at 6:18 AM #43313
  wp01

  Ok. If you need help let us know.

  

  wp01

  Participant

  Topics: 0

  Replies: 610

  Been thanked: 404 times
  08/17/2017 at 6:22 AM #43314
  wp01

  Bund Sept1:

   

  1 user thanked author for this post.

  dajvop

  

  wp01

  Participant

  Topics: 0

  Replies: 610

  Been thanked: 404 times
  08/18/2017 at 10:33 AM #44170
  O-jay8

  Hi Guys,
  Its not looking quite well at the moment as my commodities are trading in a loss.

  One question, Did you trade Nasdaq in AUG1 long?
  I had 6 positions in demo buy 14.8.17 for 5850.4. Sold on 17.8.17 for 5907.4 with a profit of 342.

  In live I had 6 positions opened one day later 15.8.17 at 5912.1 and sold at 5790.8 with a loss of -727.8

  Sometimes I was lucky and Live was better than Demo but this case the deviation was quite significant.

  I just wanted to know whether any of you guys had this trade as well?

  Best regards

  

  O-jay8

  Participant

  Topics: 5

  Replies: 207

  Been thanked: 285 times
  08/18/2017 at 2:40 PM #44186
  wp01

  Hi O-jay8,

  No i didn’t trade the NQ in Aug1 long.

  That you had 6 positions seems to be right. Your code says positionsize 2 multiplied by 3 at august 1.

  The only thing that doesn’t match is the demo and the live trading. The demo shows a profit of € 337,20, matching your amount in pounds.

  I suggest you take a look at the orderlist. What date and time do you see there? Because you say the positions opened one day later, so maybe it

  also closed one day later. That means that it closed in the drop of yesterdays index? If this is the case, you should check other trades, you should check your

  timesettings because it could be caused by the one hour earlier in the UK in comparing with the mainland. Don’t know if that is possible when demo and live are

  not in line, but you should check it either way.

  Indeed the commodities are not so nice this time. Loss in corn, wheat almost stopped out. Silver, platinum in the minus. Only crude and brent are in the plus.

  And the hard part is that corn, wheat and silver showed a positive result earlier.

  Regards,

  1 user thanked author for this post.

  O-jay8

  

  wp01

  Participant

  Topics: 0

  Replies: 610

  Been thanked: 404 times
  08/18/2017 at 3:44 PM #44189
  dajvop

  @O-jay8, for some reason I seem to have forgot to activate NG for Aug1, otherwise I would have an answer for you…

  

  dajvop

  Participant

  Topics: 3

  Replies: 598

  Been thanked: 501 times
  08/18/2017 at 4:43 PM #44191
  O-jay8

  Hi,

  It seems the bug over the weekend caused all the differences. All algos for Aug1 started one workday later than the BT.

  Same for me with Silver, Coffee and Copper.

  Maybe you check on your side as well, if you trade those currently.

  All my AUG2 algos are aligned again with the BT.

  Best regards

  

  O-jay8

  Participant

  Topics: 5

  Replies: 207

  Been thanked: 285 times
• Author
  Posts