Pathfinder Trading System

• 01/23/2017 at 9:05 PM #22201
  Alco

  Dax opened a short position at 11563 on live account.

  

  Alco

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  01/23/2017 at 9:13 PM #22202
  volpiemanuele

  @ALCO

  Hi,

  In demo account no. In demo account Pathfinder open short position on FTSE at 7135,9 today at 17.00. Thanks

  

  volpiemanuele

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  01/23/2017 at 9:24 PM #22203
  Alco

  Which version do you run volpiemanuele?

  I run dax 4h v6-1

  

  Alco

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  01/23/2017 at 9:32 PM #22204
  Elsborgtrading

  Strange behaviour- signal line crossed under daily low between 13:00 and 17:00 so the short signal is good. However why it opened at 21:00 I don’t know. Also it didn’t open any short for me- though the signal line is 11566 and daily low is 11573 @17:00. I have no rejected or cancelled order in DAX trying to make a short position. If back tested DAX 4H V6 there is also no opening in short signal @17:00 or 21:00

  Anyone Else?

  

  Elsborgtrading

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  01/23/2017 at 9:41 PM #22210
  volpiemanuele

  @ALLCO

  v6 and v6_small in demo account

  

  volpiemanuele

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  01/23/2017 at 9:44 PM #22211
  traderfred

  Hi guys,

  Dax 4H V6 is not supposed to open any position because january2 = 0.

  My FTSE live account opened a position at 5 pm. My backtest opened the same position at 9pm, but timestamped 5pm, but that’s a normal behaviour – backtest open the position always next candle comparing to live.

  So everything is OK I guess..

  

  traderfred

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  01/23/2017 at 9:53 PM #22212
  absent1980

  Opened short on demo DAX, version 3.

  

  absent1980

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  01/23/2017 at 10:01 PM #22213
  Alco

  @volpiemanuele

  correct, But I changed it to 1. I forgot to mention that.

  

  Alco

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  01/23/2017 at 10:21 PM #22214
  volpiemanuele

  @ALCO

  Correct, I have set january2=0

  

  volpiemanuele

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  01/24/2017 at 8:53 PM #22361
  Mark

  I also confirm open short positions on FTSE and DAX. I have to note that I set January2 = 1 instead of 0.

  

  Mark

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  01/25/2017 at 2:30 PM #22430
  cfta

  Hi Reiner,

  Nice to see the progress you are making here. The exit in my Grid Step System works like this, PRT draws a curve of floating profit/loss and applies a bollinger bands to the profit curve, if the profit curve crosses below the lower bollinger band and floating profit is above the RR threshold the exit kicks in and all positions are closed (if RR set to 3 it will apply after 3 % floating profit is reached). Make sure to pay attention to the MA period and standard deviation. Here is the code;

  defparam preloadbars = 10000 once RRreached = 0 //parameters accountbalance = 10000 //account balance in money at strategy start riskpercent = 1 //whole account risk in percent% amount = 1 //lot amount to open each trade rr = 0 //risk reward ratio (set to 0 disable this function) //money management liveaccountbalance = accountbalance+strategyprofit moneyrisk = (liveaccountbalance*(riskpercent/100)) if onmarket then onepointvaluebasket = pointvalue*countofposition mindistancetoclose =(moneyrisk/onepointvaluebasket)*pipsize endif //floating profit floatingprofit = (((close-positionprice)*pointvalue)*countofposition)/pipsize //actual trade gains MAfloatingprofit = average[20](floatingprofit) BBfloatingprofit = MAfloatingprofit - std[20](MAfloatingprofit)*2 //floating profit risk reward check if rr>0 and floatingprofit>moneyrisk*rr then RRreached=1 endif //stoploss trigger when risk reward ratio is not met already if onmarket and RRreached=0 then SELL AT positionprice-mindistancetoclose STOP endif //stoploss trigger when risj reward ratio has been reached if onmarket and RRreached=1 then if floatingprofit crosses under BBfloatingprofit then SELL AT MARKET endif SELL AT positionprice-mindistancetoclose STOP endif //resetting the risk reward reached variable if not onmarket then RRreached = 0 endif

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  defparam preloadbars = 10000 once RRreached = 0   //parameters accountbalance = 10000 //account balance in money at strategy start riskpercent = 1 //whole account risk in percent% amount = 1 //lot amount to open each trade rr = 0 //risk reward ratio (set to 0 disable this function)   //money management liveaccountbalance = accountbalance+strategyprofit moneyrisk = (liveaccountbalance*(riskpercent/100)) if onmarket then onepointvaluebasket = pointvalue*countofposition mindistancetoclose =(moneyrisk/onepointvaluebasket)*pipsize endif //floating profit floatingprofit = (((close-positionprice)*pointvalue)*countofposition)/pipsize //actual trade gains MAfloatingprofit = average[20](floatingprofit) BBfloatingprofit = MAfloatingprofit - std[20](MAfloatingprofit)*2   //floating profit risk reward check if rr>0 and floatingprofit>moneyrisk*rr then RRreached=1 endif   //stoploss trigger when risk reward ratio is not met already if onmarket and RRreached=0 then SELL AT positionprice-mindistancetoclose STOP endif   //stoploss trigger when risj reward ratio has been reached if onmarket and RRreached=1 then if floatingprofit crosses under BBfloatingprofit then SELL AT MARKET endif SELL AT positionprice-mindistancetoclose STOP endif   //resetting the risk reward reached variable if not onmarket then RRreached = 0 endif

  defparam preloadbars = 10000 once RRreached = 0 //parameters accountbalance = 10000 //account balance in money at strategy start riskpercent = 1 //whole account risk in percent% amount = 1 //lot amount to open each trade rr = 2 //risk reward ratio (set to 0 disable this function) //money management liveaccountbalance = accountbalance+strategyprofit moneyrisk = (liveaccountbalance*(riskpercent/100)) if onmarket then onepointvaluebasket = pointvalue*countofposition mindistancetoclose =(moneyrisk/onepointvaluebasket)*pipsize endif //floating profit floatingprofit = (((close-positionprice)*pointvalue)*countofposition)/pipsize //actual trade gains MAfloatingprofit = average[20](floatingprofit) BBfloatingprofit = MAfloatingprofit - std[20](MAfloatingprofit)*2 //floating profit risk reward check if rr>0 and floatingprofit>moneyrisk*rr then RRreached=1 endif //stoploss trigger when risk reward ratio is not met already if onmarket and RRreached=0 then EXITSHORT AT positionprice-mindistancetoclose STOP endif //stoploss trigger when risj reward ratio has been reached if onmarket and RRreached=1 then if floatingprofit crosses under BBfloatingprofit then EXITSHORT AT MARKET endif EXITSHORT AT positionprice-mindistancetoclose STOP endif //resetting the risk reward reached variable if not onmarket then RRreached = 0 endif

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  defparam preloadbars = 10000 once RRreached = 0   //parameters accountbalance = 10000 //account balance in money at strategy start riskpercent = 1 //whole account risk in percent% amount = 1 //lot amount to open each trade rr = 2 //risk reward ratio (set to 0 disable this function)   //money management liveaccountbalance = accountbalance+strategyprofit moneyrisk = (liveaccountbalance*(riskpercent/100)) if onmarket then onepointvaluebasket = pointvalue*countofposition mindistancetoclose =(moneyrisk/onepointvaluebasket)*pipsize endif //floating profit floatingprofit = (((close-positionprice)*pointvalue)*countofposition)/pipsize //actual trade gains MAfloatingprofit = average[20](floatingprofit) BBfloatingprofit = MAfloatingprofit - std[20](MAfloatingprofit)*2   //floating profit risk reward check if rr>0 and floatingprofit>moneyrisk*rr then RRreached=1 endif     //stoploss trigger when risk reward ratio is not met already if onmarket and RRreached=0 then EXITSHORT AT positionprice-mindistancetoclose STOP endif   //stoploss trigger when risj reward ratio has been reached if onmarket and RRreached=1 then if floatingprofit crosses under BBfloatingprofit then EXITSHORT AT MARKET endif EXITSHORT AT positionprice-mindistancetoclose STOP endif   //resetting the risk reward reached variable if not onmarket then RRreached = 0 endif

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  cfta

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  01/25/2017 at 3:40 PM #22438
  Elsborgtrading

  Hi. In addition to the orginal CFTA code, I have combined it into pathfinder. I removed the original SL code, and replaced it with the BBExit function. It only has one move. When RR is reached it will go into the BBExit function. As I wrote before it is not as profitable as the original code, so there is definitely something to work with. Please note that I have renamed some of the original Pathfinder’s variables so it was easier to merge into the CFTA code.

  // 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 7b1 Pathfinder BBExit // 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 ONCE RRreached = 0 accountbalance = 10000 //account balance in money at strategy start riskpercent = 5 // in % liveaccountbalance = accountbalance + StrategyProfit moneyrisk = round(liveaccountbalance * riskpercent / 100) rr = 0.088//x1//0.25 //risk reward ratio (set to 0 disable this function and run orginal pathfinder V6 cod) //money management liveaccountbalance = accountbalance+strategyprofit moneyrisk = (liveaccountbalance*(riskpercent/100)) if onmarket then onepointvaluebasket = pointvalue*countofposition mindistancetoclose =(moneyrisk/onepointvaluebasket)*pipsize endif //floating profit floatingprofit = (((close-positionprice)*pointvalue)*countofposition)/pipsize //actual trade gains MAfloatingprofit = average[20](floatingprofit) BBfloatingprofit = MAfloatingprofit - std[20](MAfloatingprofit)*2 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(moneyrisk / (close * stopLossLong / 100) / PointValue) * pipsize)) maxPositionSizeShort = MAX(15, abs(round(moneyrisk / (close * stopLossShort / 100) / PointValue) * pipsize)) 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 = 1 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 = 1 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 if rr>0 and floatingprofit>moneyrisk*rr then RRreached=1 Endif // 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 // superordinate stop and take profit SET STOP %LOSS stopLoss SET TARGET %PROFIT takeProfit //stoploss trigger when risk reward ratio has been reached if onmarket and RRreached=1 then if floatingprofit crosses under BBfloatingprofit then SELL AT MARKET EXITSHORT AT MARKET endif SELL AT positionprice-mindistancetoclose STOP EXITSHORT AT positionprice-mindistancetoclose STOP endif //resetting the risk reward reached variable if not onmarket then RRreached = 0 endif ENDIF //graph posProfit COLOURED(0,0,255) AS "posProfit" //graph breakeven COLOURED(255,0,0) AS "breakeven"//Aqua Graph RRreached COLOURED(0,0,255) AS "RRReached"

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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 7b1 Pathfinder BBExit // 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 ONCE RRreached = 0   accountbalance = 10000 //account balance in money at strategy start riskpercent = 5 // in % liveaccountbalance = accountbalance + StrategyProfit moneyrisk = round(liveaccountbalance * riskpercent / 100)   rr = 0.088//x1//0.25 //risk reward ratio (set to 0 disable this function and run orginal pathfinder V6 cod)   //money management liveaccountbalance = accountbalance+strategyprofit moneyrisk = (liveaccountbalance*(riskpercent/100)) if onmarket then onepointvaluebasket = pointvalue*countofposition mindistancetoclose =(moneyrisk/onepointvaluebasket)*pipsize endif   //floating profit floatingprofit = (((close-positionprice)*pointvalue)*countofposition)/pipsize //actual trade gains MAfloatingprofit = average[20](floatingprofit) BBfloatingprofit = MAfloatingprofit - std[20](MAfloatingprofit)*2   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(moneyrisk / (close * stopLossLong / 100) / PointValue) * pipsize)) maxPositionSizeShort = MAX(15, abs(round(moneyrisk / (close * stopLossShort / 100) / PointValue) * pipsize))       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 = 1 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 = 1 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   if rr>0 and floatingprofit>moneyrisk*rr then RRreached=1 Endif   // 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       // superordinate stop and take profit SET STOP %LOSS stopLoss SET TARGET %PROFIT takeProfit   //stoploss trigger when risk reward ratio has been reached if onmarket and RRreached=1 then if floatingprofit crosses under BBfloatingprofit then SELL AT MARKET EXITSHORT AT MARKET endif SELL AT positionprice-mindistancetoclose STOP EXITSHORT AT positionprice-mindistancetoclose STOP endif   //resetting the risk reward reached variable if not onmarket then RRreached = 0 endif   ENDIF   //graph posProfit COLOURED(0,0,255) AS "posProfit" //graph breakeven COLOURED(255,0,0) AS "breakeven"//Aqua Graph RRreached COLOURED(0,0,255) AS "RRReached"

   

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  Elsborgtrading

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  01/25/2017 at 3:42 PM #22439
  Jesús

  Hi guys,
  The Pathfinder DOW 4H V.6 has opened a long position today 01/25/2017 at 1:00 p.m., someone can confirm.

  

  Jesús

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  01/25/2017 at 3:48 PM #22441
  wp01

  @Jesus

  Yes i can confirm the long position in the DOW 4H V6 today 25th. of January at 1:00 p.m.

  Regards,

  Patrick

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  Jesús

  

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  01/25/2017 at 4:04 PM #22442
  dajvop

  And OMX v6, also at 1pm.

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  Jesús

  

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