Pathfinder Trading System
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- This topic has 1,834 replies, 139 voices, and was last updated 1 year ago by CFD AutoTrading.
Tagged: Pathfinder
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03/09/2017 at 5:25 PM #27959
Nikkei 4H short just closed @ 19,393.5 Live with another 50pt loss.
This now makes it 4 losses in a row. Also it is now the worst month and quarter (so far) going back 7yrs+ of backtesting. The max historic losses in a row is 5 (happened twice). I think this will be a good live forward test of this particular strategy to see if it can recover the losses in the next 2.5mths and if it can break the run of losses, as the probability of a profitable next trade should now theoretically be higher.
03/09/2017 at 6:50 PM #27963Hi manel!
There someting strange about the nikki shorts. I optimised the Pathfinder indicator for nikki and what i can see the conditions are not met for the short positions (the long work well). I cant find why this is hapening!? And its only the nikki shorts. See my earlier posts for Pictures.
03/09/2017 at 7:27 PM #27965Hi Henrik – You may be right, I will take a look to see if there is any obvious issue, perhaps someone else could also review as well.
Also, at the moment, the backtest results show that the shorts only make up around 1% of the total profits for this strategy (but makes up 40% of the trades) i.e the profits are all due to long positions which is very very skewed. Personally I think that these stats look a bit weird. I’m thinking that there may be a case for limiting this strategy to only long positions once our investigation is complete – if we find nothing to correct on the short side.
03/10/2017 at 2:54 AM #2801403/10/2017 at 7:39 AM #2801603/10/2017 at 7:42 AM #2801703/10/2017 at 7:44 AM #2801803/10/2017 at 9:30 AM #2803403/10/2017 at 9:31 AM #2803503/10/2017 at 9:53 AM #2804803/10/2017 at 11:19 AM #28070Hi,
Remember that Reiner optimize Pathfinder for a past period, and now you need to optimize regularly and test with Walk Forward. At my knowledge noone pass Pathfinder with WF ?
I think that for all indexes
1/ Pass the WF test (Work or not)
2/ Optimize every period of the WF test
Bye
03/10/2017 at 2:18 PM #2809603/10/2017 at 4:12 PM #2810803/10/2017 at 4:25 PM #2810903/10/2017 at 4:26 PM #28110 -
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