Pathfinder Trading System

• 02/05/2018 at 4:20 PM #61575
  wp01

  Thank you very much for the updated version of crude Reiner.

  Also thanks for all yesterday’s updates.

  kind regards,

  Patrick

  

  wp01

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  02/06/2018 at 7:58 AM #61631
  mcosta

  black monday for PF on Dax..big loss

  

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  02/08/2018 at 9:14 AM #61962
  silotests

  How come PF-4H-2018-STXE has:

  maxPositionSizePerTrade = 6

  maxPositionSizeLong = 10

  maxPositionSizeShort = 1

   

  But on the backtest, there are some positions with 15 contracts?

   

  How do I know what to enter as ”Max position size” when I go live?

  

  silotests

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  02/08/2018 at 9:42 PM #62077
  Gianluca

  mcosta wrote:

  k monday for PF on Dax..big loss

  i have no trade

  

  Gianluca

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  02/09/2018 at 8:59 AM #62094
  Wisko

  Good Mornig everybody,

  I realized that there were several big losses in PF DAX, DOW and HS during the last days. Maybe the problem is the huge volatility in this time. Has anyone tried a filter to stop trading during very high and/or low volatility?

  Something like an ATR filter could disable trading when below x or above y. Reiner, did you test something like this?

  Wisko

   

  

  Wisko

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  02/11/2018 at 1:29 PM #62255
  Gianluca

  We should… :\ @reiner boss what do you think

  

  Gianluca

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  02/11/2018 at 3:09 PM #62269
  Gianluca

  Wisko wrote:

  Good Mornig everybody, I realized that there were several big losses in PF DAX, DOW and HS during the last days. Maybe the problem is the huge volatility in this time. Has anyone tried a filter to stop trading during very high and/or low volatility? Something like an ATR filter could disable trading when below x or above y. Reiner, did you test something like this? Wisko

  I’ve tried some change, and we can put some filter like “macd” “volatility” or “AVT”;

  for now in my test best results are with volatility filter, try to insert this at the beginning of the code like var.

  vol=(HistoricVolatility[20](close))*100//20 filtrolong=vol < 56 filtroshort = vol < 24

  1 2 3

  vol=(HistoricVolatility[20](close))*100//20 filtrolong=vol < 56 filtroshort = vol < 24

  and change line of the entry like this

  // long entry with order cumulation IF ( l1 OR l4 OR l2 OR (l3 AND f2) ) and filtrolong AND NOT alreadyReducedLongPosition THEN

  1 2	// long entry with order cumulation IF ( l1 OR l4 OR l2 OR (l3 AND f2) ) and filtrolong AND NOT alreadyReducedLongPosition THEN

  and this

  // short entry with order cumulation IF ( (s1 AND f3) OR (s2 AND f1) OR (s3 AND f3) )and filtroshort AND NOT alreadyReducedShortPosition THEN

  1 2	// short entry with order cumulation IF ( (s1 AND f3) OR (s2 AND f1) OR (s3 AND f3) )and filtroshort AND NOT alreadyReducedShortPosition THEN

  these value are optimized for PATH DOW, meaning change are only for the long trade (of course we are in long trend from 2010…)

  but change are impressive in my DOW opt look the foto, don’t look at the value the multiplier is too aggressive for a real account 😀

  

  Gianluca

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  02/11/2018 at 4:15 PM #62280
  Gianluca

  this is with macd as filter

  mac= MACDline[12,26,9](close) filtrolong= (mac > -50) and (mac < 115) filtroshort= (mac > -70) and (mac<70)

  1 2 3

  mac= MACDline[12,26,9](close) filtrolong= (mac > -50) and (mac < 115) filtroshort= (mac > -70) and (mac<70)

  same as before, look the photo for results

  

  Gianluca

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  02/11/2018 at 10:32 PM #62312
  Gianluca

  Ok, here it is my today work trying to reduce great loss like in these days.

   

  what do you think?

  1 user thanked author for this post.

  O-jay8

  

  Gianluca

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  02/13/2018 at 6:42 AM #62518
  Pfeiler

  Ugh, €20k drawdown?

  

  Pfeiler

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  02/13/2018 at 9:38 AM #62527
  Gianluca

  Big Multiplier 🙂 drowdown is after 3 years whe the TS earned 300k€ xD

  

  Gianluca

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  02/14/2018 at 9:00 AM #62679
  Pfeiler

  HS50 came in with a nice €2k profit this morning!
  But I still have to recoup the losses from two Wall Street (€1.6k + €1.3k) and one Australia-200 (€1.6k) trade.

  I also urge everyone here to get a summary from IG for the last year (email to support is enough).
  I was really surprised that my fees exceeded over €3k while my credited dividends only came to €1.5k.
  Always good to have exact numbers, for your own profit calculation.

  

  Pfeiler

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  02/14/2018 at 10:03 AM #62690
  Gianluca

  Pfeiler wrote:

  HS50 came in with a nice €2k profit this morning!

  :O i don’t have it :'(

  

  Gianluca

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  02/23/2018 at 8:03 PM #63736
  Pfeiler

  Reiner sent me 3 new 2018 algos: US500, NASDAQ and SILVER. I have updated the dropbox with screenshots.

  US500 and NASDAQ are great, but I can’t get SILVER to work properly.
  Maybe you guys can help me out, what I am doing wrong (wrong instrument?, not enough candles?).

  6 users thanked author for this post.

  O-jay8, Henrik, Gianluca, wp01, reb, dajvop

  

  Pfeiler

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  02/25/2018 at 8:17 AM #63856
  wp01

  @Pfeiler,

  Regarding Silver. In line 5 of the code it says AG $5 mini. There is only one instrument available with $5 per pip value. The other ones are 5000 oz and futures.

  So it looks like you are using the right instrument. Maybe you do not have enough history available or you have to increase your units.

  Attached also a report with a history from 2010 in tick mode. Without tick mode it goes even back to 2006.

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  Pfeiler

  

  wp01

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