Pathfinder swing TS

• 09/13/2017 at 11:12 AM #46112
  ozz87

  The AU algo has 20 in positionsize. Can be changed to 10, which is the minimum, and the new DD is 650 EU.

  

  ozz87

  Participant

  Topics: 0

  Replies: 168

  Been thanked: 127 times
  09/13/2017 at 12:33 PM #46123
  Francesco78

  Hello everyone, is it possible to find a statistic of the reslts so far of pathfinder swings strategies in real?

  Many thanks

  Francesco

  

  Francesco78

  Participant

  Topics: 43

  Replies: 242

  Been thanked: 77 times
  09/13/2017 at 2:28 PM #46136
  dajvop

  @Oskar, yes that is correct. I thought that I share my own settings and if anyone wants to lower or increase it, then everyone is free to do so.

  
  @Francesco, I do not think so. Pfeiler used to keep track, but nobody has continued as far as I know. I run most algos, but some I increase to fit my own criteria, so they do not match the originals.

  Best regards, David

  2 users thanked author for this post.

  Francesco78, ozz87

  

  dajvop

  Participant

  Topics: 3

  Replies: 598

  Been thanked: 501 times
  09/13/2017 at 4:04 PM #46151
  ozz87

  @francesco: It seems it stopped after april. The results for the first 4 months are available in the first post (or below). It’s hard to determine how well it’s going I suppose, since there are many factors people change for their need such as which algos to run, contract sizes and so on. I started recently and with low capital so I don’t run much, and therefore the result is not very relevant.

  https://www.prorealcode.com/wp-content/uploads/2017/05/PF-swing-trades-first-4-month.jpg

  1 user thanked author for this post.

  Francesco78

  

  ozz87

  Participant

  Topics: 0

  Replies: 168

  Been thanked: 127 times
  09/13/2017 at 4:07 PM #46154
  ozz87

  Dajvop: Ok 🙂 I misunderstood, thought position size was set to the lowest buyable contracts.

  

  ozz87

  Participant

  Topics: 0

  Replies: 168

  Been thanked: 127 times
  09/13/2017 at 7:33 PM #46160
  Despair

  @dajvop: If you choose the forward contract instead of the CFD you don’t have to pay overnight fees. A little bit larger spread though.

  

  Despair

  Blocked

  Topics: 97

  Replies: 1034

  Been thanked: 218 times
  09/13/2017 at 7:40 PM #46161
  dajvop

  @Despair, yes I know. But then you risk the rollover instead. And in my experience there is some differences between futures and stock prices.

  

  dajvop

  Participant

  Topics: 3

  Replies: 598

  Been thanked: 501 times
  09/13/2017 at 8:21 PM #46163
  wp01

  @dajvop,

  You can also choose to take the first two months the future and the month of expiration you take the mini. It would save a lot of money.

  Of course the codes should also be prepaired for the futures. I think this doesn’t count for commodities and not for indices and sectors who has no future i think.

  1 user thanked author for this post.

  dajvop

  

  wp01

  Participant

  Topics: 0

  Replies: 610

  Been thanked: 404 times
  09/13/2017 at 8:39 PM #46166
  wp01

  Just checking the indices and most of them also have a future. Maybe the problem is the history in PRT with a future. Do not know if the history is going back as

  as with the mini’s.

  

  wp01

  Participant

  Topics: 0

  Replies: 610

  Been thanked: 404 times
  09/13/2017 at 8:39 PM #46167
  dajvop

  @Patrick, yes, that might be worth looking into. I have checked PL and PA earlier and the futures and spots does not match. Maybe others match better.

  

  dajvop

  Participant

  Topics: 3

  Replies: 598

  Been thanked: 501 times
  09/13/2017 at 8:45 PM #46168
  wp01

  If you say that you pay about € 200 per day, some guy at IG drives an Audi on your account. It is worth a try to save about 20% per year.

  I understand that if the costs is only 5% of your profit, it maybe doesn’t really matter, but i do not think that is the case.

  

  wp01

  Participant

  Topics: 0

  Replies: 610

  Been thanked: 404 times
  09/13/2017 at 9:11 PM #46170
  dajvop

  Yeah… I will have to do this for Oct1. Too many algos to change for Sep2.

  

  dajvop

  Participant

  Topics: 3

  Replies: 598

  Been thanked: 501 times
  09/13/2017 at 9:29 PM #46174
  Eric

  on dax i only pay less than 1 € a point and day

  so 200 € in fees would be more than 200 per point on dax

  and if dax is at 12 500 X 200 = > 2 500 000 € in total value

  thats big size..

   

  

  Eric

  Participant

  Topics: 18

  Replies: 441

  Been thanked: 84 times
  09/14/2017 at 6:54 AM #46188
  dajvop

  I probably need to check this closer. When I checked it was after the weekend, luckily it’s a bit lower during the weekdays. But the largest interest is charged for the sector algos, not for indices or commodities.

  

  dajvop

  Participant

  Topics: 3

  Replies: 598

  Been thanked: 501 times
  09/14/2017 at 8:03 AM #46190
  wp01

  @David,

  Indeed after the weekend they charge three days in one go.

  You probably know this already but if you go to my account, transactions and then you select a period (for example august).

  After that you select paid financing costs and received financing costs, you download the file in Excel. After that you can easily add the  totals in Excel.

  You have to do paid and received seperately.

  

  wp01

  Participant

  Topics: 0

  Replies: 610

  Been thanked: 404 times
• Author
  Posts