Pathfinder Trading System

• 11/02/2016 at 11:12 AM #15856
  Reiner

  Hi MichiM,

  wie du vlt. gelesen hast, hatten wir alle mehr oder weniger das gleiche Problem. Ich habe mir den Code von V5B2 nochmal genau angeschaut und einen Fehler bei der Berechnung der Haltedauer für einen short trade gefunden (siehe oben). Ich werde in kürze eine neuen Version hierzu veröffentlichen. Ich handle nur den DAX und da waren die Real Mode Trades und die Backtest Trades bis auf eine slippage von ein paar Punkten bisher eigentlich immer identisch. Es muss da aber noch irgendwas mit der PRT Plattform passiert sein, ich hatte z.B auch ein völlig falschen Stopp – ich werde das beobachten.

  MichiM had the same problems like many others here. As mentioned above I made a code review for V5B2 and found the described error. In my opinion there must be some additional PRT platform anomalies because I had a false stop limit. In my opinion Pathfinder code looks OK so far and I’ll release a fixed version soon.

  best, Reiner

   

   

  

  Reiner

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  11/02/2016 at 11:26 AM #15857
  Reiner

  Hi Flo,

  Yes, the found error wasn’t responsible for everthing what I saw e.g. the stop limit was wrong as well. I made a code review and found no further points. I’ll keep my eye on it.

  best, Reiner

  

  Reiner

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  11/02/2016 at 1:52 PM #15860
  Reiner

  I have created a new version Pathfinder DAX H4 V5. Contains all beta funnctions and additional the following changes:

  • fixed a bug in the calculation of the maximum holding period for short trades
  • adaption of  Pathfinder’s parameter to the maximum available data history with 24 quotes (from August 2010)

  best, Reiner

  8 users thanked author for this post.

  irioton, reb, ALE, Brage, Cosmic1, flowsen123, miguel33, wp01

  

  Reiner

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  11/03/2016 at 11:19 AM #15914
  flowsen123

  Hey Reiner,

  in deinem System ist der Handel von 8:00 bis 22:00 Uhr begrenzt. Bezieht sich das auch auf die anderen Indikatoren?

  Also z.B. Tages/Wochen/Monatshoch und -tief? Oder die geglätteten Durchschnitte?

  Denn ich hab mir Gedanken darüber gemacht wie man den Backtest aussagekräftiger machen kann und noch mehr historische Daten nutzen. Der eigentliche Handel an den Börsen findet ja zwischen 8 und 22 Uhr statt. Wie genau IG seine Kurse dazwischen stellt weiß ich leider auch nicht. Wäre es möglich dem System zu sagen, dass es für die Zeit von 22 bis 8 Uhr einfach den Endkurs des Tages (also den Kurs von 22Uhr) für die Berechnungen heranziehen soll? Also das es virtuell mit einer Kerze rechnet, die eigentlich gar nicht da ist?

  Ich hoffe du verstehst was ich meine. Dein Screenshot von dem System, das auf die Kernhandelszeiten beschränkt ist war zwar wesentlich schlechter als das aktuelle System und hatte einen größeren Drawdown, aber das Ergebnis war trotzdem gut. Eventuell lässt es sich das Ergebnis verbessern, indem ein 24h handel simuliert wird durch diese virtuelle Kerze.

  Das ganze ist wahrscheinlich nicht so einfach umzusetzen, aber ich würde mich trotzdem freuen wenn du mir deine Meinung dazu sagen könntest.

  MfG, Flo

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  Bandido

  

  flowsen123

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  11/03/2016 at 12:25 PM #15916
  reb

  Prima Reiner

  🙂

  

  reb

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  11/03/2016 at 12:44 PM #15921
  Nicolas

  For everyone convenience,  please speak English in the english forums. Thanks in advance 🙂

  

  Nicolas

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  11/03/2016 at 3:26 PM #15929
  flowsen123

  Hello Nicolas, yes I am sorry. I had to write it fast, so I did it in german.

  I was asking if it is possible to implement a piece of code, that all the indicators and the whole systems is calculated with the last “official” price of the day for the time between 22:00 and 8:00.

  Before August 2010 there was no pricing at night. Today there is, but I think it is made by IG because the futures are not traded during that time. But as we saw, the performance of the system is better, if there happens to be candles between 22 and 8. If it would be possible to have a “virtual candle” which is only one price, maybe the system could be backtested for the complete time of the historical data.

  but i am not sure if this is possible or if this would require to code all used indicators new.

  cheers, flo

  

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  11/03/2016 at 4:08 PM #15933
  miguel33

  are always the idea that if pathfinder provides closure candle 9.00 and ‘better to close the trade at 21.00 the day before (- 3 candles)
  it prevents nocturnal surprises. The night often brings disappointments. I tried the reiner code but does not work.

  mig

  

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  11/04/2016 at 4:39 PM #15980
  Reiner

  Miguel,

  regarding maximal holding  check, the following code check at 21:00:00 the condition like next morning at 9:00:00

  numberCandles = (BarIndex - TradeIndex) IF Time = 210000 THEN numberCandles = numberCandles + 3 ENDIF m1 = posProfit > 0 AND numberCandles >= maxCandlesLongWithProfit m2 = posProfit > 0 AND numberCandles >= maxCandlesShortWithProfit m3 = posProfit < 0 AND numberCandles >= maxCandlesLongWithoutProfit m4 = posProfit < 0 AND numberCandles >= maxCandlesShortWithoutProfit

  1 2 3 4 5 6 7 8 9

  numberCandles = (BarIndex - TradeIndex) IF Time = 210000 THEN numberCandles = numberCandles + 3 ENDIF   m1 = posProfit > 0 AND numberCandles >= maxCandlesLongWithProfit m2 = posProfit > 0 AND numberCandles >= maxCandlesShortWithProfit m3 = posProfit < 0 AND numberCandles >= maxCandlesLongWithoutProfit m4 = posProfit < 0 AND numberCandles >= maxCandlesShortWithoutProfit

   

  

  Reiner

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  11/04/2016 at 5:11 PM #15982
  Reiner

  Hi Flo,

  Thanks for your idea, I appreciate your contribution.

  The signalline calculation consider 24 hours  and sunday quotes. This behavior is an advantage and make the system much better. The quotes outside of the core trading time will predict the future trend and give probably better signals. Without additional external price information Pathfinder isn’t in the position to calculate comparable valueable quotes.

  Pathfinder has already 250 lines of code and the complexity is high enough.

  best, Reiner

  

  Reiner

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  11/07/2016 at 8:46 AM #16050
  miguel33

  I tried using pathfinder for eur / usd. The results are interesting but you have to remove the trade in balance and eliminate seasonality.

  // Pathfinder Trading System based on ProRealTime 10.2 // Breakout system triggered by previous daily, weekly and monthly high/low crossings with smart position management // Version Beta // Instrument: EUR/USD mini 4H, 3-23 CET, 0.6 points spread, account size 10.000 Euro // ProOrder code parameter DEFPARAM CUMULATEORDERS = true  // cumulate orders if not turned off DEFPARAM PRELOADBARS = 10000 // define intraday trading window ONCE startTime = 030000 ONCE endTime = 230000 // define instrument signalline with help of multiple smoothed averages ONCE periodFirstMA = 7 ONCE periodSecondMA = 11 ONCE periodThirdMA = 9 // define filter parameter ONCE periodLongMA = 50 ONCE periodShortMA = 20 // define position and money management parameter ONCE positionSize = 1 Capital = 1000 Risk = 2 // in % equity = Capital + StrategyProfit maxRisk = round(equity * Risk / 100) ONCE stopLossLong = 2 // in % ONCE stopLossShort = 2 // in % ONCE takeProfitLong = 4 // in % ONCE takeProfitShort = 3 // in % maxPositionSizeLong = MAX(15, abs(round(maxRisk / (close * stopLossLong / 100) / PointValue) * pipsize)) maxPositionSizeShort = MAX(5, abs(round(maxRisk / (close * stopLossShort / 100) / PointValue) * pipsize)) ONCE trailingStartLong = 1.6 // in % ONCE trailingStartShort = 0.6 // in % ONCE trailingStepLong = 0.6 // in % ONCE trailingStepShort = 0.2 // in % ONCE maxCandlesLongWithProfit = 17  // take long profit latest after 16 candles ONCE maxCandlesShortWithProfit = 19  // take short profit latest after 15 candles ONCE maxCandlesLongWithoutProfit = 39  // limit long loss latest after 30 candles ONCE maxCandlesShortWithoutProfit = 13  // limit short loss latest after 13 candles // define saisonal position multiplier >0 - long / <0 - short / 0 no trade ONCE January = 1 ONCE February = 1 ONCE March = 1 ONCE April = 1 ONCE May = 1 ONCE June = 1 ONCE July = 1 ONCE August = 1 ONCE September = 1 ONCE October = 1 ONCE November = 1 ONCE December = 1 // calculate daily high/low (include sunday values if available) dailyHigh = DHigh(1) dailyLow = DLow(1) // calculate weekly high/low If DayOfWeek < DayOfWeek[1] then weeklyHigh = Highest[BarIndex - lastWeekBarIndex](dailyHigh) lastWeekBarIndex = BarIndex ENDIF // calculate monthly high/low If Month <> Month[1] then monthlyHigh = Highest[BarIndex - lastMonthBarIndex](dailyHigh) monthlyLow = Lowest[BarIndex - lastMonthBarIndex](dailyLow) lastMonthBarIndex = BarIndex ENDIF // calculate instrument signalline with multiple smoothed averages firstMA = WilderAverage[periodFirstMA](close) secondMA = TimeSeriesAverage[periodSecondMA](firstMA) signalline = TimeSeriesAverage[periodThirdMA](secondMA) // save position before trading window is open If Time < startTime then startPositionLong = COUNTOFLONGSHARES startPositionShort = COUNTOFSHORTSHARES EndIF // trade only in defined trading window IF Time >= startTime AND Time <= endTime THEN // set saisonal pattern IF CurrentMonth = 1 THEN saisonalPatternMultiplier = January ELSIF CurrentMonth = 2 THEN saisonalPatternMultiplier = February ELSIF CurrentMonth = 3 THEN saisonalPatternMultiplier = March ELSIF CurrentMonth = 4 THEN saisonalPatternMultiplier = April ELSIF CurrentMonth = 5 THEN saisonalPatternMultiplier = May ELSIF CurrentMonth = 6 THEN saisonalPatternMultiplier = June ELSIF CurrentMonth = 7 THEN saisonalPatternMultiplier = July ELSIF CurrentMonth = 8 THEN saisonalPatternMultiplier = August ELSIF CurrentMonth = 9 THEN saisonalPatternMultiplier = September ELSIF CurrentMonth = 10 THEN saisonalPatternMultiplier = October ELSIF CurrentMonth = 11 THEN saisonalPatternMultiplier = November ELSIF CurrentMonth = 12 THEN saisonalPatternMultiplier = December ENDIF // define trading filters // 1. use fast and slow averages as filter because not every breakout is profitable f1 = close > Average[periodLongMA](close) f2 = close < Average[periodLongMA](close) f3 = close > Average[periodShortMA](close) // 2. check if position already reduced in trading window as additonal filter criteria alreadyReducedLongPosition = COUNTOFLONGSHARES  < startPositionLong alreadyReducedShortPosition = COUNTOFSHORTSHARES < startPositionShort // long position conditions l1 = signalline CROSSES OVER monthlyHigh l2 = signalline CROSSES OVER weeklyHigh l3 = signalline CROSSES OVER dailyHigh l4 = signalline CROSSES OVER monthlyLow // short position conditions s1 = signalline CROSSES UNDER monthlyHigh s2 = signalline CROSSES UNDER dailyLow // long entry with order cumulation IF ( (l1 OR l4 OR l2 OR (l3 AND f2)) AND NOT alreadyReducedLongPosition) THEN // check saisonal booster setup and max position size IF saisonalPatternMultiplier > 0 THEN IF (COUNTOFPOSITION + (positionSize * saisonalPatternMultiplier)) <= maxPositionSizeLong THEN BUY positionSize * saisonalPatternMultiplier CONTRACT AT MARKET ENDIF ELSIF saisonalPatternMultiplier <> 0 THEN IF (COUNTOFPOSITION + positionSize) <= maxPositionSizeLong THEN BUY positionSize CONTRACT AT MARKET ENDIF ENDIF stopLoss = stopLossLong takeProfit = takeProfitLong ENDIF // short entry without order cumulation IF NOT SHORTONMARKET  AND ( (s1 AND f3) OR (s2 AND f1) ) AND NOT alreadyReducedShortPosition THEN // check saisonal booster setup and max position size IF saisonalPatternMultiplier < 0 THEN IF (COUNTOFPOSITION + (positionSize * ABS(saisonalPatternMultiplier))) <= maxPositionSizeShort THEN SELLSHORT positionSize * ABS(saisonalPatternMultiplier) CONTRACT AT MARKET ENDIF ELSIF saisonalPatternMultiplier <> 0 THEN IF (COUNTOFPOSITION + positionSize) <= maxPositionSizeLong THEN SELLSHORT positionSize CONTRACT AT MARKET ENDIF ENDIF stopLoss = stopLossShort takeProfit = takeProfitShort ENDIF // stop and profit management IF LONGONMARKET THEN posProfit = (((close - positionprice) * pointvalue) * countofposition) / pipsize ELSIF SHORTONMARKET THEN posProfit = (((positionprice - close) * pointvalue) * countofposition) / pipsize ENDIF m1 = posProfit > 0 AND (BarIndex - TradeIndex) >= maxCandlesLongWithProfit m2 = posProfit > 0 AND (BarIndex - TradeIndex) >= maxCandlesShortWithProfit m3 = posProfit < 0 AND (BarIndex - TradeIndex) >= maxCandlesLongWithoutProfit m4 = posProfit < 0 AND (BarIndex - TradeIndex) >= maxCandlesShortWithoutProfit // take profit after max candles IF LONGONMARKET AND (m1 OR m3) THEN SELL AT MARKET ENDIF IF SHORTONMARKET AND (m2 OR m4) THEN EXITSHORT AT MARKET ENDIF // trailing stop function trailingStartLongInPoints = tradeprice(1) * trailingStartLong / 100 trailingStartShortInPoints = tradeprice(1) * trailingStartShort / 100 trailingStepLongInPoints = tradeprice(1) * trailingStepLong / 100 trailingStepShortInPoints = tradeprice(1) * trailingStepShort / 100 // reset the stoploss value IF NOT ONMARKET THEN newSL = 0 ENDIF // manage long positions IF LONGONMARKET THEN // first move (breakeven) IF newSL = 0 AND close - tradeprice(1) >= trailingStartLongInPoints * pipsize THEN newSL = tradeprice(1) + trailingStepLongInPoints * pipsize ENDIF // next moves IF newSL > 0 AND close - newSL >= trailingStepLongInPoints * pipsize THEN newSL = newSL + trailingStepLongInPoints * pipsize ENDIF ENDIF // manage short positions IF SHORTONMARKET THEN // first move (breakeven) IF newSL = 0 AND tradeprice(1) - close >= trailingStartShortInPoints * pipsize THEN newSL = tradeprice(1) - trailingStepShortInPoints * pipsize ENDIF // next moves IF newSL > 0 AND newSL - close >= trailingStepShortInPoints * pipsize THEN newSL = newSL - trailingStepShortInPoints * pipsize ENDIF ENDIF // stop order to exit the positions IF newSL > 0 THEN SELL AT newSL STOP EXITSHORT AT newSL STOP ENDIF // superordinate stop and take profit SET STOP %LOSS stopLoss SET TARGET %PROFIT takeProfit ENDIF

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  // Pathfinder Trading System based on ProRealTime 10.2 // Breakout system triggered by previous daily, weekly and monthly high/low crossings with smart position management // Version Beta // Instrument: EUR/USD mini 4H, 3-23 CET, 0.6 points spread, account size 10.000 Euro   // ProOrder code parameter DEFPARAM CUMULATEORDERS = true  // cumulate orders if not turned off DEFPARAM PRELOADBARS = 10000   // define intraday trading window ONCE startTime = 030000 ONCE endTime = 230000   // define instrument signalline with help of multiple smoothed averages ONCE periodFirstMA = 7 ONCE periodSecondMA = 11 ONCE periodThirdMA = 9   // define filter parameter ONCE periodLongMA = 50 ONCE periodShortMA = 20   // define position and money management parameter ONCE positionSize = 1   Capital = 1000 Risk = 2 // in % equity = Capital + StrategyProfit maxRisk = round(equity * Risk / 100)   ONCE stopLossLong = 2 // in % ONCE stopLossShort = 2 // in % ONCE takeProfitLong = 4 // in % ONCE takeProfitShort = 3 // in %   maxPositionSizeLong = MAX(15, abs(round(maxRisk / (close * stopLossLong / 100) / PointValue) * pipsize)) maxPositionSizeShort = MAX(5, abs(round(maxRisk / (close * stopLossShort / 100) / PointValue) * pipsize))   ONCE trailingStartLong = 1.6 // in % ONCE trailingStartShort = 0.6 // in % ONCE trailingStepLong = 0.6 // in % ONCE trailingStepShort = 0.2 // in %   ONCE maxCandlesLongWithProfit = 17  // take long profit latest after 16 candles ONCE maxCandlesShortWithProfit = 19  // take short profit latest after 15 candles ONCE maxCandlesLongWithoutProfit = 39  // limit long loss latest after 30 candles ONCE maxCandlesShortWithoutProfit = 13  // limit short loss latest after 13 candles   // define saisonal position multiplier >0 - long / <0 - short / 0 no trade ONCE January = 1 ONCE February = 1 ONCE March = 1 ONCE April = 1 ONCE May = 1 ONCE June = 1 ONCE July = 1 ONCE August = 1 ONCE September = 1 ONCE October = 1 ONCE November = 1 ONCE December = 1   // calculate daily high/low (include sunday values if available) dailyHigh = DHigh(1) dailyLow = DLow(1)   // calculate weekly high/low If DayOfWeek < DayOfWeek[1] then weeklyHigh = Highest[BarIndex - lastWeekBarIndex](dailyHigh) lastWeekBarIndex = BarIndex ENDIF   // calculate monthly high/low If Month <> Month[1] then monthlyHigh = Highest[BarIndex - lastMonthBarIndex](dailyHigh) monthlyLow = Lowest[BarIndex - lastMonthBarIndex](dailyLow) lastMonthBarIndex = BarIndex ENDIF   // calculate instrument signalline with multiple smoothed averages firstMA = WilderAverage[periodFirstMA](close) secondMA = TimeSeriesAverage[periodSecondMA](firstMA) signalline = TimeSeriesAverage[periodThirdMA](secondMA)   // save position before trading window is open If Time < startTime then startPositionLong = COUNTOFLONGSHARES startPositionShort = COUNTOFSHORTSHARES EndIF   // trade only in defined trading window IF Time >= startTime AND Time <= endTime THEN   // set saisonal pattern IF CurrentMonth = 1 THEN saisonalPatternMultiplier = January ELSIF CurrentMonth = 2 THEN saisonalPatternMultiplier = February ELSIF CurrentMonth = 3 THEN saisonalPatternMultiplier = March ELSIF CurrentMonth = 4 THEN saisonalPatternMultiplier = April ELSIF CurrentMonth = 5 THEN saisonalPatternMultiplier = May ELSIF CurrentMonth = 6 THEN saisonalPatternMultiplier = June ELSIF CurrentMonth = 7 THEN saisonalPatternMultiplier = July ELSIF CurrentMonth = 8 THEN saisonalPatternMultiplier = August ELSIF CurrentMonth = 9 THEN saisonalPatternMultiplier = September ELSIF CurrentMonth = 10 THEN saisonalPatternMultiplier = October ELSIF CurrentMonth = 11 THEN saisonalPatternMultiplier = November ELSIF CurrentMonth = 12 THEN saisonalPatternMultiplier = December ENDIF   // define trading filters // 1. use fast and slow averages as filter because not every breakout is profitable f1 = close > Average[periodLongMA](close) f2 = close < Average[periodLongMA](close) f3 = close > Average[periodShortMA](close)   // 2. check if position already reduced in trading window as additonal filter criteria alreadyReducedLongPosition = COUNTOFLONGSHARES  < startPositionLong alreadyReducedShortPosition = COUNTOFSHORTSHARES < startPositionShort   // long position conditions l1 = signalline CROSSES OVER monthlyHigh l2 = signalline CROSSES OVER weeklyHigh l3 = signalline CROSSES OVER dailyHigh l4 = signalline CROSSES OVER monthlyLow   // short position conditions s1 = signalline CROSSES UNDER monthlyHigh s2 = signalline CROSSES UNDER dailyLow   // long entry with order cumulation IF ( (l1 OR l4 OR l2 OR (l3 AND f2)) AND NOT alreadyReducedLongPosition) THEN   // check saisonal booster setup and max position size IF saisonalPatternMultiplier > 0 THEN IF (COUNTOFPOSITION + (positionSize * saisonalPatternMultiplier)) <= maxPositionSizeLong THEN BUY positionSize * saisonalPatternMultiplier CONTRACT AT MARKET ENDIF ELSIF saisonalPatternMultiplier <> 0 THEN IF (COUNTOFPOSITION + positionSize) <= maxPositionSizeLong THEN BUY positionSize CONTRACT AT MARKET ENDIF ENDIF   stopLoss = stopLossLong takeProfit = takeProfitLong   ENDIF   // short entry without order cumulation IF NOT SHORTONMARKET  AND ( (s1 AND f3) OR (s2 AND f1) ) AND NOT alreadyReducedShortPosition THEN   // check saisonal booster setup and max position size IF saisonalPatternMultiplier < 0 THEN IF (COUNTOFPOSITION + (positionSize * ABS(saisonalPatternMultiplier))) <= maxPositionSizeShort THEN SELLSHORT positionSize * ABS(saisonalPatternMultiplier) CONTRACT AT MARKET ENDIF ELSIF saisonalPatternMultiplier <> 0 THEN IF (COUNTOFPOSITION + positionSize) <= maxPositionSizeLong THEN SELLSHORT positionSize CONTRACT AT MARKET ENDIF ENDIF   stopLoss = stopLossShort takeProfit = takeProfitShort   ENDIF   // stop and profit management IF LONGONMARKET THEN posProfit = (((close - positionprice) * pointvalue) * countofposition) / pipsize ELSIF SHORTONMARKET THEN posProfit = (((positionprice - close) * pointvalue) * countofposition) / pipsize ENDIF   m1 = posProfit > 0 AND (BarIndex - TradeIndex) >= maxCandlesLongWithProfit m2 = posProfit > 0 AND (BarIndex - TradeIndex) >= maxCandlesShortWithProfit m3 = posProfit < 0 AND (BarIndex - TradeIndex) >= maxCandlesLongWithoutProfit m4 = posProfit < 0 AND (BarIndex - TradeIndex) >= maxCandlesShortWithoutProfit   // take profit after max candles IF LONGONMARKET AND (m1 OR m3) THEN SELL AT MARKET ENDIF IF SHORTONMARKET AND (m2 OR m4) THEN EXITSHORT AT MARKET ENDIF   // trailing stop function trailingStartLongInPoints = tradeprice(1) * trailingStartLong / 100 trailingStartShortInPoints = tradeprice(1) * trailingStartShort / 100 trailingStepLongInPoints = tradeprice(1) * trailingStepLong / 100 trailingStepShortInPoints = tradeprice(1) * trailingStepShort / 100   // reset the stoploss value IF NOT ONMARKET THEN newSL = 0 ENDIF   // manage long positions IF LONGONMARKET THEN // first move (breakeven) IF newSL = 0 AND close - tradeprice(1) >= trailingStartLongInPoints * pipsize THEN newSL = tradeprice(1) + trailingStepLongInPoints * pipsize ENDIF // next moves IF newSL > 0 AND close - newSL >= trailingStepLongInPoints * pipsize THEN newSL = newSL + trailingStepLongInPoints * pipsize ENDIF ENDIF   // manage short positions IF SHORTONMARKET THEN // first move (breakeven) IF newSL = 0 AND tradeprice(1) - close >= trailingStartShortInPoints * pipsize THEN newSL = tradeprice(1) - trailingStepShortInPoints * pipsize ENDIF // next moves IF newSL > 0 AND newSL - close >= trailingStepShortInPoints * pipsize THEN newSL = newSL - trailingStepShortInPoints * pipsize ENDIF ENDIF   // stop order to exit the positions IF newSL > 0 THEN SELL AT newSL STOP EXITSHORT AT newSL STOP ENDIF   // superordinate stop and take profit SET STOP %LOSS stopLoss SET TARGET %PROFIT takeProfit   ENDIF

   

  

  miguel33

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  11/07/2016 at 5:01 PM #16098
  flowsen123

  The IT support of IG says, that the change from summer- to wintertime caused the bug in the program.

  1 user thanked author for this post.

  Reiner

  

  flowsen123

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  11/07/2016 at 5:49 PM #16104
  RomanK_actor

  Hello Ale and Reiner,

  Congrats Reiner for the code quality.

  I have a question for you Ale about the backtest realized before 2009, do you know how many points the strategy made in 2008 ?

  Thank you

  Kindest regards,

  Roman

  

  RomanK_actor

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  11/07/2016 at 7:45 PM #16108
  GAMMA

  how about the crude oil and gas

  

  GAMMA

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  11/07/2016 at 7:53 PM #16109
  Nicolas

  @RomanK

  >> Please update your country flag in your profile. Thank you 🙂 <<

  
  @GAMMA

  Since no one is a robot or a slave here, please make polite request when you ask something 🙂 Thank you.

  

  Nicolas

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