ALEModerator
Master
Reiner,
I must admit that I have not studied in detail your own unique strategy, but at this time pathfinder v6 on the real market has a 11717 limit, but does not have a stop, it’s my problem? or there is a stop sign that I don’t see
Thanks Reiner!
Now I understand. And really not a problem when it’s a nice winning trade:)
Hi Patrick,
I have been thinking about your V5 problem. The only logical explanation is that your life trading parameter setting avoid pyramiding. Do you have limited the number of maximal contracts in the code and Pathfinder’s maximal position check avoid further cumulation or the maximal number of contracts in ProOrder isn’t high enough?
best, Reiner
Hello,
I tried to implement the result from the “single conditions” of the system.
the results are not bad, but not as good as I expected.
One is without condition L1
One is double size of positions caused by L2
One is double size of positions caused by L3
wp01Participant
Master
Hi Reiner,
I doubled the positions in the code in V5.
I changed:
ONCE positionSize = 2
And now you remind me to look into the code i see that i forgot to change:
maxPositionSizeLong = MAX(15) ——into 30
maxPositionSizeShort = MAX(5) ———–into 10.
I did changed that in the former versions before 5 and in V6, but forgot it in V5. And this is for the pyramiding.
And when you activate it for realtime trading i have a maximum of 30 contracts. That was correct i guess….
Thanks for clearify this.
Regards,
Ale, that isn’t OK! In my opinion every position must have a valid stop and profit order. The limit is wrong, take care! I will check this later in the morning and come back to you.
wp01Participant
Master
@Ale;@Reiner
My position (V6) has a stop at 10.066,10 and a limit at 10.998,20.
Regards,
Good Morning Patrick,
Yes, that looks better. Demo or life?
@Ale: you could change the limits by hand, that should work.
I think there is something with limits and stops that work in backtest but not in life trading. I had last week the some problem and thought the reason for that was the PRT wintertime error. I have to check this.
best, Reiner
wp01Participant
Master
Goodmorning Reiner,
It is in real live trading.
I thought you could not see the stop and limit in demo…..
But i guess it should be possible to calculate it by reading the code.
Regards,
Patrick
For trades errors and server’s messages you can view them in the trades ‘list of the platform with CTRL+O. Very useful to debug in live trading with demo or real account.
ALEModerator
Master
@ Reiner,
yes I’ve stopped It , but when it open position at 21.00 – 09.11.2016, take profit was 10999,7 and stop 10067,6
Yesterday evening I’ve saw that there was not stop, and limit had became 11718,9
I’ve attached picture of order list
arkeParticipant
Average
Hi,
first of all thank you very much Reiner, great strategy. 🙂
I tryed the V6B1 in a backtest. I’m getting different results when I test it from the 1st of September this year till now and the 2nd of September till now, also if there’s no Position opened on one of These days… really strange…
Hi Ale,
I have tested some things in life trading today. Open position (long, short) and stop and limit orders worked as expected. I think the trailing machanism doesn’t work in live trading because the two ordertyps SET STOP %LOSS stopLoss and SELL AT newSL STOP aren’t working like in backtest. But I’m not sure. It was realy a nightmare to verify this in life trading and I have lost a lot of pizzas try to activate the stupid trailing mechanism.
best, Reiner
@Nikolas: I know your time is limited but could you please advise me. Is it possible to use SET STOP %LOSS / SET TARGET %PROFIT (as superordinate order) and SELL AT… STOP / EXITSHORT AT… STOP together in life trading? Here is the code for a long position management:
// manage long positions
IF LONGONMARKET THEN
// first move (breakeven)
IF newSL = 0 AND close - tradeprice(1) >= trailingStartLongInPoints * pipsize THEN
newSL = tradeprice(1) + trailingStepLongInPoints * pipsize
maxCandlesLongWithProfit = maxCandlesLongWithTrailProfit
stopLoss = 0 // in % set superordinate stop order to breakeven
takeProfit = 10 // in % set superordinate take profit order to new limit
ENDIF
// next moves
IF newSL > 0 AND close - newSL >= trailingStepLongInPoints * pipsize THEN
newSL = newSL + trailingStepLongInPoints * pipsize
ENDIF
ENDIF
// trailing stop order to exit the positions
IF newSL > 0 THEN
IF LONGONMARKET THEN
SELL AT newSL STOP
ENDIF
ENDIF
// superordinate stop and take profit
SET STOP %LOSS stopLoss
SET TARGET %PROFIT takeProfit
Thanks, Reiner
Hi arke und Willkommen,
Do you have changed the preloadbars parameter? The reason for that is in my opinion the missing bar history. If you want to see the same results you have to start the backtest 6 month early. In your scenario try 1. April.
best, Reiner