Pathfinder Trading System

• 12/08/2016 at 12:09 AM #17979
  Mr Mackey

  The only reason I ask is that backtesting v3 on DAX30 shows awsome results compared to v4…

  

  Mr Mackey

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  12/08/2016 at 12:12 AM #17980
  Reiner

  Hi Mark,

  the DAX daily version trade only the strongest signal based on daily cross over/under (less signals but higher quality). The DAX 1D consider all 6 breakout signals and has higher profits but also a higher drawdown. I developed the versions based on daily data to have something for a quick check whether the instrument is suitable for the Pathfinder breakout algorithm or not. The test is done in minutes and if profitable I will look deeper and invest more time to create a H4 or H1 version.

  best, Reiner

  

  Reiner

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  12/08/2016 at 12:18 AM #17981
  Reiner

  Adam, as requested here is the code of the last H4 version V6 from today

  // 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 6 // Instrument: DAX mini 4H, 9-21 CET, 2 points spread, account size 10.000 Euro, from August 2010 // ProOrder code parameter DEFPARAM CUMULATEORDERS = true // cumulate orders if not turned off DEFPARAM PRELOADBARS = 10000 // define intraday trading window ONCE startTime = 90000 ONCE endTime = 210000 // define instrument signalline with help of multiple smoothed averages ONCE periodFirstMA = 5 ONCE periodSecondMA = 10 ONCE periodThirdMA = 3 // define filter parameter ONCE periodLongMA = 300 ONCE periodShortMA = 50 // define position and money management parameter ONCE positionSize = 1 Capital = 10000 Risk = 5 // in % equity = Capital + StrategyProfit maxRisk = round(equity * Risk / 100) ONCE stopLossLong = 5.5 // in % ONCE stopLossShort = 3.25 // in % ONCE takeProfitLong = 3.25 // in % ONCE takeProfitShort = 3.25 // in % maxPositionSizeLong = MAX(15, abs(round(maxRisk / (close * stopLossLong / 100) / PointValue) * pipsize)) maxPositionSizeShort = MAX(15, abs(round(maxRisk / (close * stopLossShort / 100) / PointValue) * pipsize)) ONCE trailingStartLong = 2 // in % ONCE trailingStartShort = 0.75 // in % ONCE trailingStepLong = 0.2 // in % ONCE trailingStepShort = 0.4 // in % ONCE maxCandlesLongWithProfit = 16 // take long profit latest after 16 candles ONCE maxCandlesShortWithProfit = 15 // take short profit latest after 15 candles ONCE maxCandlesLongWithoutProfit = 30 // limit long loss latest after 30 candles ONCE maxCandlesShortWithoutProfit = 12 // limit short loss latest after 12 candles // define saisonal position multiplier for each month 1-15 / 16-31 (>0 - long / <0 - short / 0 no trade) ONCE January1 = 3 ONCE January2 = 0 ONCE February1 = 3 ONCE February2 = 3 ONCE March1 = 3 ONCE March2 = 2 ONCE April1 = 3 ONCE April2 = 3 ONCE May1 = 1 ONCE May2 = 1 ONCE June1 = 2 ONCE June2 = 2 ONCE July1 = 3 ONCE July2 = 1 ONCE August1 = 1 ONCE August2 = 1 ONCE September1 = 3 ONCE September2 = 0 ONCE October1 = 3 ONCE October2 = 2 ONCE November1 = 2 ONCE November2 = 3 ONCE December1 = 3 ONCE December2 = 2 // 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[1] <> Month[2] then //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 multiplier currentDayOfTheMonth = Date - ((CurrentYear * 10000) + CurrentMonth * 100) midOfMonth = 15 IF CurrentMonth = 1 THEN IF currentDayOfTheMonth <= midOfMonth THEN saisonalPatternMultiplier = January1 ELSE saisonalPatternMultiplier = January2 ENDIF ELSIF CurrentMonth = 2 THEN IF currentDayOfTheMonth <= midOfMonth THEN saisonalPatternMultiplier = February1 ELSE saisonalPatternMultiplier = February2 ENDIF ELSIF CurrentMonth = 3 THEN IF currentDayOfTheMonth <= midOfMonth THEN saisonalPatternMultiplier = March1 ELSE saisonalPatternMultiplier = March2 ENDIF ELSIF CurrentMonth = 4 THEN IF currentDayOfTheMonth <= midOfMonth THEN saisonalPatternMultiplier = April1 ELSE saisonalPatternMultiplier = April2 ENDIF ELSIF CurrentMonth = 5 THEN IF currentDayOfTheMonth <= midOfMonth THEN saisonalPatternMultiplier = May1 ELSE saisonalPatternMultiplier = May2 ENDIF ELSIF CurrentMonth = 6 THEN IF currentDayOfTheMonth <= midOfMonth THEN saisonalPatternMultiplier = June1 ELSE saisonalPatternMultiplier = June2 ENDIF ELSIF CurrentMonth = 7 THEN IF currentDayOfTheMonth <= midOfMonth THEN saisonalPatternMultiplier = July1 ELSE saisonalPatternMultiplier = July2 ENDIF ELSIF CurrentMonth = 8 THEN IF currentDayOfTheMonth <= midOfMonth THEN saisonalPatternMultiplier = August1 ELSE saisonalPatternMultiplier = August2 ENDIF ELSIF CurrentMonth = 9 THEN IF currentDayOfTheMonth <= midOfMonth THEN saisonalPatternMultiplier = September1 ELSE saisonalPatternMultiplier = September2 ENDIF ELSIF CurrentMonth = 10 THEN IF currentDayOfTheMonth <= midOfMonth THEN saisonalPatternMultiplier = October1 ELSE saisonalPatternMultiplier = October2 ENDIF ELSIF CurrentMonth = 11 THEN IF currentDayOfTheMonth <= midOfMonth THEN saisonalPatternMultiplier = November1 ELSE saisonalPatternMultiplier = November2 ENDIF ELSIF CurrentMonth = 12 THEN IF currentDayOfTheMonth <= midOfMonth THEN saisonalPatternMultiplier = December1 ELSE saisonalPatternMultiplier = December2 ENDIF 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 posProfit = (((close - positionprice) * pointvalue) * countofposition) / pipsize numberCandles = (BarIndex - TradeIndex) m1 = posProfit > 0 AND numberCandles >= maxCandlesLongWithProfit m2 = posProfit > 0 AND numberCandles >= maxCandlesShortWithProfit m3 = posProfit < 0 AND numberCandles >= maxCandlesLongWithoutProfit m4 = posProfit < 0 AND numberCandles >= 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 (convert % to pips) 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 stopLoss = stopLossLong * 0.1 takeProfit = takeProfitLong * 2 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 IF LONGONMARKET THEN SELL AT newSL STOP ENDIF IF SHORTONMARKET THEN EXITSHORT AT newSL STOP ENDIF 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 6 // Instrument: DAX mini 4H, 9-21 CET, 2 points spread, account size 10.000 Euro, from August 2010   // ProOrder code parameter DEFPARAM CUMULATEORDERS = true  // cumulate orders if not turned off DEFPARAM PRELOADBARS = 10000   // define intraday trading window ONCE startTime = 90000 ONCE endTime = 210000   // define instrument signalline with help of multiple smoothed averages ONCE periodFirstMA = 5 ONCE periodSecondMA = 10 ONCE periodThirdMA = 3   // define filter parameter ONCE periodLongMA = 300 ONCE periodShortMA = 50   // define position and money management parameter ONCE positionSize = 1   Capital = 10000 Risk = 5 // in % equity = Capital + StrategyProfit maxRisk = round(equity * Risk / 100)   ONCE stopLossLong = 5.5 // in % ONCE stopLossShort = 3.25 // in % ONCE takeProfitLong = 3.25 // in % ONCE takeProfitShort = 3.25 // in %   maxPositionSizeLong = MAX(15, abs(round(maxRisk / (close * stopLossLong / 100) / PointValue) * pipsize)) maxPositionSizeShort = MAX(15, abs(round(maxRisk / (close * stopLossShort / 100) / PointValue) * pipsize))   ONCE trailingStartLong = 2 // in % ONCE trailingStartShort = 0.75 // in % ONCE trailingStepLong = 0.2 // in % ONCE trailingStepShort = 0.4 // in %   ONCE maxCandlesLongWithProfit = 16  // take long profit latest after 16 candles ONCE maxCandlesShortWithProfit = 15  // take short profit latest after 15 candles ONCE maxCandlesLongWithoutProfit = 30  // limit long loss latest after 30 candles ONCE maxCandlesShortWithoutProfit = 12  // limit short loss latest after 12 candles   // define saisonal position multiplier for each month 1-15 / 16-31 (>0 - long / <0 - short / 0 no trade) ONCE January1 = 3 ONCE January2 = 0 ONCE February1 = 3 ONCE February2 = 3 ONCE March1 = 3 ONCE March2 = 2 ONCE April1 = 3 ONCE April2 = 3 ONCE May1 = 1 ONCE May2 = 1 ONCE June1 = 2 ONCE June2 = 2 ONCE July1 = 3 ONCE July2 = 1 ONCE August1 = 1 ONCE August2 = 1 ONCE September1 = 3 ONCE September2 = 0 ONCE October1 = 3 ONCE October2 = 2 ONCE November1 = 2 ONCE November2 = 3 ONCE December1 = 3 ONCE December2 = 2   // 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[1] <> Month[2] then //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 multiplier currentDayOfTheMonth = Date - ((CurrentYear * 10000) + CurrentMonth * 100) midOfMonth = 15 IF CurrentMonth = 1 THEN IF currentDayOfTheMonth <= midOfMonth THEN saisonalPatternMultiplier = January1 ELSE saisonalPatternMultiplier = January2 ENDIF ELSIF CurrentMonth = 2 THEN IF currentDayOfTheMonth <= midOfMonth THEN saisonalPatternMultiplier = February1 ELSE saisonalPatternMultiplier = February2 ENDIF ELSIF CurrentMonth = 3 THEN IF currentDayOfTheMonth <= midOfMonth THEN saisonalPatternMultiplier = March1 ELSE saisonalPatternMultiplier = March2 ENDIF ELSIF CurrentMonth = 4 THEN IF currentDayOfTheMonth <= midOfMonth THEN saisonalPatternMultiplier = April1 ELSE saisonalPatternMultiplier = April2 ENDIF ELSIF CurrentMonth = 5 THEN IF currentDayOfTheMonth <= midOfMonth THEN saisonalPatternMultiplier = May1 ELSE saisonalPatternMultiplier = May2 ENDIF ELSIF CurrentMonth = 6 THEN IF currentDayOfTheMonth <= midOfMonth THEN saisonalPatternMultiplier = June1 ELSE saisonalPatternMultiplier = June2 ENDIF ELSIF CurrentMonth = 7 THEN IF currentDayOfTheMonth <= midOfMonth THEN saisonalPatternMultiplier = July1 ELSE saisonalPatternMultiplier = July2 ENDIF ELSIF CurrentMonth = 8 THEN IF currentDayOfTheMonth <= midOfMonth THEN saisonalPatternMultiplier = August1 ELSE saisonalPatternMultiplier = August2 ENDIF ELSIF CurrentMonth = 9 THEN IF currentDayOfTheMonth <= midOfMonth THEN saisonalPatternMultiplier = September1 ELSE saisonalPatternMultiplier = September2 ENDIF ELSIF CurrentMonth = 10 THEN IF currentDayOfTheMonth <= midOfMonth THEN saisonalPatternMultiplier = October1 ELSE saisonalPatternMultiplier = October2 ENDIF ELSIF CurrentMonth = 11 THEN IF currentDayOfTheMonth <= midOfMonth THEN saisonalPatternMultiplier = November1 ELSE saisonalPatternMultiplier = November2 ENDIF ELSIF CurrentMonth = 12 THEN IF currentDayOfTheMonth <= midOfMonth THEN saisonalPatternMultiplier = December1 ELSE saisonalPatternMultiplier = December2 ENDIF 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 posProfit = (((close - positionprice) * pointvalue) * countofposition) / pipsize   numberCandles = (BarIndex - TradeIndex)   m1 = posProfit > 0 AND numberCandles >= maxCandlesLongWithProfit m2 = posProfit > 0 AND numberCandles >= maxCandlesShortWithProfit m3 = posProfit < 0 AND numberCandles >= maxCandlesLongWithoutProfit m4 = posProfit < 0 AND numberCandles >= 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 (convert % to pips) 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 stopLoss = stopLossLong * 0.1 takeProfit = takeProfitLong * 2 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 IF LONGONMARKET THEN SELL AT newSL STOP ENDIF IF SHORTONMARKET THEN EXITSHORT AT newSL STOP ENDIF ENDIF   // superordinate stop and take profit SET STOP %LOSS stopLoss SET TARGET %PROFIT takeProfit   ENDIF

   

  

  Reiner

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  12/08/2016 at 8:44 AM #17983
  Alco

  Hello Reiner,

  First I will thank you for this great system. If I run a backtest with the latest version (v6) from 9 aug 2012 – 8 dec 2016 and looked at the losing trades, I came to the conclusion that if you separate the month in four, you probably get better results.

  Im not a programmer, so I don’t know to do that.

  The results of losing trades if you split the month in 4
  1 – 7        5 losing trades     5,95%
  8 – 15     8 losing trades     6,54%
  16 – 23   13 losing trades   11,32%
  24 – 31   5 losing trades     1,6%

  So, if I look back in 4,5 years history, it’s probably better to adapt the seasonal booster for those weeks, or do not trade in week  3.

  Alco

  

  Alco

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  12/08/2016 at 11:23 AM #18047
  Reiner

  Hi Simon,

  the current Pathfinder DAX version is V6. http://www.prorealcode.com/topic/pathfinder-trading-system/page/25/#post-17954

  Please find attached a comparision of the results from V3 to V6. Pathfinder was created for the DAX and I have no clue if it works with DFB.

  @UK guys: please advise to answer Simons question if Pathfinder works with a DAX DFB – Thanks

  best, Reiner

  

  Reiner

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  12/08/2016 at 12:19 PM #18056
  Cosmic1

  Yes, works all good. Just adjust start and finish times back 1 hour.

  

  Cosmic1

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  12/08/2016 at 5:55 PM #18084
  Viktor Zetterblom

  Hello everyone!
  Thank you Reiner for this great system. It works very well for me so far.
  I have been programing my own trading systems for about 7 months so i´m still learning a lot.

  But there is one thing i don´t understand with your system.

  It says in the code that it is active between 09:00 – 21:00 but when i have done the same thing in my own trading systems that i have programmed it has ended open positions after the time has ended.
  But your system can keep positions open for days, even after 21:00
  So my question is what does the timeframe do more exactly in your code?

  Viktor

  

  Viktor Zetterblom

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  12/08/2016 at 7:19 PM #18087
  Choo Jen-Sin

  Hi Reiner,

  Do we set the timezone in platform options to CET (UTC +01:00)?

  Thank You.

  

  Choo Jen-Sin

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  12/08/2016 at 7:22 PM #18088
  Elsborgtrading

  Hi Viktor. It sounds like you have incorporated a timecondition correct. However it does not close position. A simple example I often use my self is this. Trades will only be open between 09:00 and 17:00, and all trades will be closed after 22:00

  defparam flatafter=220000 //===========Trade hours ============= IF (Time >= 09000 AND Time <= 170000) then Tradetime=1 else Tradetime=0 endif // enter Long Position IF <longcondition> and Tradetime THEN BUY 1 CONTRACT AT MARKET ENDIF // enter short Position IF <shortCondition> and Tradetime THEN SELLSHORT 1 CONTRACT AT MARKET ENDIF

  1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19

  defparam flatafter=220000     //===========Trade hours ============= IF (Time >= 09000 AND Time <= 170000) then Tradetime=1 else Tradetime=0 endif   // enter Long Position IF  <longcondition> and Tradetime THEN BUY 1 CONTRACT AT MARKET ENDIF   // enter short Position IF <shortCondition> and Tradetime THEN SELLSHORT 1 CONTRACT AT MARKET ENDIF

   

  

  Elsborgtrading

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  12/08/2016 at 7:31 PM #18089
  Alco

  Could someone make the v6 version with months seperate in 4 instead of 2? i would really appreciate it.

  Kind regards,

  Alco

  

  Alco

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  12/08/2016 at 8:33 PM #18095
  Nicolas

  @viktor

  If you have general questions about coding, please open a specific topic for each of them, in order to keep this topic clear and dedicated to Reiner’s strategy.

  @Choo Jen-Sin

  Please update your country into your profile. Thank you.

  

  Nicolas

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  12/08/2016 at 9:27 PM #18099
  Reiner

  Hi Alco,

  Thanks for your contribution and welcome. I checked  your idea and will deliver an adapted Pathfinder version tomorrow. Is some work to optimize 48 variables :-).

  best, Reiner

  

  Reiner

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  12/08/2016 at 9:32 PM #18100
  Elsborgtrading

  Hi Reiner. I a couple of question for you brilliant work. In advance my apologies if the subject already has been mentioned but 385 reply in this thread I might have overlooked a few things 🙂

  First  DAX V6 is the one I looked deeper into, but you published V6b2 before the V6? With all the versions it could be hard to track changes, so why a ver 6b2 before a clean V6? It just the order in me that what this to be at least a V6.5 or am I missing something? Anyway a suggestion would be to make a matrix with the changes up through the version on various instrument as well and post it as perhaps a sticky non reply-able post(Nicolas is this possible for the only mortals?), and yes I know it would probably be very time consuming, but very informative. It sure would be nice to have

  About the order cumulation- it only for Long position and not for Short. But looking at the DAX Seasonality chart it could be profitable in to implement cumulation of short in the saisonal position multiplier.

  • January2
  • February2
  • March1
  • August1
  • August2
  • September2
  • September1
  • October1

  It just a quick look at the DAX Seasonality chart and I know it will overlap of some of the high multiplier for Long, for eksample in September1

  Could this be an idea, or is it already tried?

  Cheers Kasper

  

  Elsborgtrading

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  12/08/2016 at 9:40 PM #18101
  Reiner

  Hi Choo Jen-Sin,

  Welcome – could you please set your location code in your profile to check where do come from. Usually it’s sufficient when you adjust the two variables:

  ONCE startTime = 90000 ONCE endTime = 210000

  1 2	ONCE startTime = 90000 ONCE endTime = 210000

  best, Reiner

  

  Reiner

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  12/08/2016 at 10:36 PM #18103
  Cosmic1

  Just a thought but splitting the months in to 4 will surely become over curve fitted..?

  

  Cosmic1

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