Pathfinder Trading System

• 12/13/2016 at 10:13 PM #18489
  Elsborgtrading

  Once again- My apologies for all the posts- But I think I made a mistake. Again the MM risk calculation. By observing the actual trade with STOP orders, I was able to take a different approach. Problem is always when using the %LOSS. How is it calculated? By observing the other way around one can see from the STOP order how much of his equity one would loose if reached. Then we know the risk. Before I took the countofposition in to the equation, however it think it already accounted for in the STOP order

  try this graph- Much better with 4.5% risk

  graph ((tradeprice-(tradeprice-(tradeprice*(stoploss/100)))*pipsize*pointvalue)/equity)*100 COLOURED(0,0,255) AS "MAXRISK"//Aqua

  1	graph ((tradeprice-(tradeprice-(tradeprice*(stoploss/100)))*pipsize*pointvalue)/equity)*100 COLOURED(0,0,255) AS "MAXRISK"//Aqua

   

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  Reiner

  

  Elsborgtrading

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  12/14/2016 at 3:51 AM #18495
  CKW

  I have the same conclusion as what explained by Reiner
  Monday with Close – Dclose(1) normally deliver a better trading result than using Dclose(2). In some cases, Monday with huge GAP Up will have more obvious impact especially “CurrentMarketGain” is one of the important criteria to enter / exit.

  Close – Dclose(1) = X
  Close – Dclose(2) = X + GAP

  Br,CKW

  

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  12/14/2016 at 4:18 AM #18496
  CKW

  Hi Reiner,

  IF ( (l1 OR l4 OR l2 OR (l3 AND f2)) AND NOT alreadyReducedLongPosition) THEN

  1	IF ( (l1 OR l4 OR l2 OR (l3 AND f2)) AND NOT alreadyReducedLongPosition) THEN

  I tried to zoom to each signals to verify the performance and “l1” signal apparently not giving good result. Do you have the same result? If you have the same result, will it be better to remove “l1” in buy direction? Screenshots attached for comparison.

  l1 = signalline CROSSES OVER monthlyHigh

  1	l1 = signalline CROSSES OVER monthlyHigh

  br,

  CKW

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  Reiner

  

  CKW

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  12/14/2016 at 6:34 AM #18500
  Choo Jen-Sin

  Hi Petrus,

  we discussed this point here in the forum. Pathfinder consider sunday data if available (e.g. DAX, FTSE, DOW) and this is a benefit and not a lack. When you analyse which weekday is the most profitable one you will find ou that it is the Monday. There are several reasons for that well known statistical anomaly and IG sunday quotes bosst this efect.

  Hi Reiner,

  Is the majority of Pathfinder’s performance due to the breakout of the Sunday Daily Highs/Lows by the Signal Line?

  

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  12/14/2016 at 10:51 AM #18510
  Brage

  Hi guys!

  Watching/trading the Sweden OMX both on demo and live there was a difference between them  today. Yesterday at 21.00 a long position was opened @1553,66 with a stop @1468,21 on both. Today at 9.00 the position on the demo was closed after the stop being changed to 1544.53 and hit but on the live the stop is still at 1468,21 and the position is still open. Any ideas why there is a difference?

  And thanks to all for your contribution and sharing in this thread. It’s a really exciting journey with Reiners great trading system and I hope it will continue forward and be a solid auto system for all of us in our live trading:)

  

  Brage

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  12/14/2016 at 10:57 AM #18511
  dajvop

  @brage

  I am running OMX V6b2 2013 live and mine opened long yesterday at 21.00 at 1553.66 and closed today at 09.03 at 1545.11.

  Best regards, David

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  Brage

  

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  12/14/2016 at 12:56 PM #18516
  Reiner

  Hi Choo Jen-Sin,

  The exceptional performace is the result of several aspects. Trading Monday breakout is only one of these.

  Best, Reiner

  

  Reiner

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  12/14/2016 at 1:35 PM #18517
  Reiner

  Hi CKW,

  we already discussed this point here because flowsen123 made the same discovery http://www.prorealcode.com/topic/pathfinder-trading-system/page/16/#post-16316

  I confirm that l1 is the weakest long signal. The question is if the system get not over optimized and we will miss some good trades in the future e.g. last week the very profitable monthly high breakout. I personally tend to let it as it is.

  I was wondering if you could check if some interessting asian indexes such as Singapur, China, Hang Seng are suitable for the Pathfinder breakout algo. Hang Seng works well, you will find in the forum an V5. The Australien index didn’t work.

  Best, Reiner

  

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  12/15/2016 at 12:03 PM #18567
  Alco

  Trade on dax 4h v6 closed yesterday at 21:00 with a €61,50 loss. Could someone confirm?

  

  Alco

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  12/15/2016 at 12:14 PM #18569
  wp01

  @Alco

  A slightly difference but i can confirm a small loss of € 59,30 at 21:00 last night.

  Regards,

  Patrick

  

  wp01

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  12/15/2016 at 12:19 PM #18572
  Jesús

  Hi Alco,

  I confirm that yesterday at 21:00 hours the trade of Pathfinder DAX V6 was closed with a loss of 58.30 €.

  

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  12/15/2016 at 1:01 PM #18576
  Pere

  Hi Alco, wp01, Jesús,

  I don’t understand why you are reporting so small losses. In my demo, the short trade started on 12/12 at 17:00 hours and ended on 14/12 at 21:00, 13 bars in total and 310€ of losses. Anyone can confirm a loss of this size or similar?

  

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  12/15/2016 at 1:10 PM #18577
  dajvop

  I am running v6 live, unaltered.

  Opened short at 17.00 on the 12th at 11190.3 and closed yesterday at 21.00 (14 bars) at 11247.1 with a 56.8 € loss.

  Best regards, David

  

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  12/15/2016 at 1:10 PM #18578
  Jimbob

  Hi Petrus

  No, I had a loss of around £60 on that trade with a position size of £1.

  J.

  

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  12/15/2016 at 1:19 PM #18579
  wp01

  Hi Petrus.

  I can confirm 13 bars from 12/12 at 17:00 hours until 14/12 at 21:00. But the result is what i mentioned earlier; a loss of € 59,30. ( sell @ 11.190,30, buy @ 11.249,60).

  It was pretty volatile at 21.00 last night due to the ratehike, maybe that could have cause the difference?

  If you didn’t change anything in the code and you are also using V6 than it could not be only slippage that causes this. So, but three people confimed this small loss now so it should be easy to find i think.

  Regards,

  Patrick

   

  

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