Pathfinder Trading System

• 10/04/2017 at 8:26 AM #48163
  ozz87

  jebus89: Final? I doubt it, but it’s the latest 🙂 I think many people are running it live.

  

  ozz87

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  10/14/2017 at 10:37 AM #49353
  silotests

  Does anyone know what parameters to change for different account size?

  DAX V7-2

  e.g for a 20k account?

   

  

  silotests

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  10/14/2017 at 11:45 AM #49359
  ozz87

  @Roxxuz: You can see how many contracts the system will buy every month when the conditions are right. Best way to reduce risk/drawdown is to lower the amount of contracts.

  

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  10/14/2017 at 4:57 PM #49373
  silotests

  @ozz87

  Thank you.

  But when I change this:

  ONCE positionSize = 1 // default start size ONCE trendMultiplier = 2 // >1 with dynamic position sizing; 1 without ONCE maxPositionSizePerTrade = 10 // maximum size per trade ONCE maxPositionSizeLong = 10 // maximu size for a long position ONCE maxPositionSizeShort = 10 // maximum size for a short position

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  ONCE positionSize = 1             // default start size ONCE trendMultiplier = 2          // >1 with dynamic position sizing; 1 without ONCE maxPositionSizePerTrade = 10 // maximum size per trade ONCE maxPositionSizeLong = 10     // maximu size for a long position ONCE maxPositionSizeShort = 10    // maximum size for a short position

  to this:

  ONCE positionSize = 2 // default start size ONCE trendMultiplier = 4 // >1 with dynamic position sizing; 1 without ONCE maxPositionSizePerTrade = 20 // maximum size per trade ONCE maxPositionSizeLong = 20 // maximu size for a long position ONCE maxPositionSizeShort = 20 // maximum size for a short position

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  ONCE positionSize = 2             // default start size ONCE trendMultiplier = 4          // >1 with dynamic position sizing; 1 without ONCE maxPositionSizePerTrade = 20 // maximum size per trade ONCE maxPositionSizeLong = 20     // maximu size for a long position ONCE maxPositionSizeShort = 20    // maximum size for a short position

  … then I expect double gain and drawdown in backtest, but I don’t get that.

  Is there some parameter I am missing to use double account size (20k).

  

  silotests

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  10/14/2017 at 5:01 PM #49374
  rejo007

  Why don’t run two time the same strategy ?

  

  rejo007

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  10/15/2017 at 7:28 AM #49386
  reb

  @roxxuz

  I have seen this a few weeks ago

  Here is one proposal

  post #45203 side 96

  

  reb

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  10/15/2017 at 11:18 AM #49396
  silotests

  @reb

  Thank you. I tried your code, but I get an error.

  Undefined variable: MaxPositionSizePerTrade

  I used the latest version (DAX 7-2) and replaced with your code.

  

  silotests

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  10/15/2017 at 1:19 PM #49399
  reb

   

   

  ONCE positionSize = 1 // default start size ONCE trendMultiplier = 2*positionSize // >1 with dynamic position sizing; 1 without ONCE maxPositionSizePerTrade = 10*positionSize // maximum size per trade ONCE maxPositionSizeLong = 10 *positionSize // maximu size for a long position ONCE maxPositionSizeShort = 10 *positionSize // maximum size for a short position

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  ONCE positionSize = 1             // default start size ONCE trendMultiplier = 2*positionSize          // >1 with dynamic position sizing; 1 without ONCE maxPositionSizePerTrade = 10*positionSize // maximum size per trade ONCE maxPositionSizeLong = 10 *positionSize    // maximu size for a long position ONCE maxPositionSizeShort = 10 *positionSize   // maximum size for a short position

  and then

  ONCE profitLastWeek = 0 IF DayOfWeek <> DayOfWeek[1] and DayOfWeek = 1 THEN IF StrategyProfit > profitLastWeek + 1 THEN positionSize = min(trendMultiplier, positionSize + 1) // increase risk ELSE positionSize = max(1*positionSize, positionSize - 1) // decrease risk ENDIF profitLastWeek = strategyProfit ENDIF

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  ONCE profitLastWeek = 0 IF DayOfWeek <> DayOfWeek[1] and DayOfWeek = 1 THEN IF StrategyProfit > profitLastWeek + 1  THEN positionSize = min(trendMultiplier, positionSize + 1) // increase risk ELSE positionSize = max(1*positionSize, positionSize - 1) // decrease risk ENDIF profitLastWeek = strategyProfit ENDIF

  Is that better now ?

  

  reb

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  10/15/2017 at 2:26 PM #49404
  silotests

  @reb

  Thank you.

  I tried backtest with the original code and with your code on DAX V.7-2 with 10000 units.

  Original code has a gain of: 594,25%  and a max drawdown of: 2273€.

  Your code has a gain of: 583,67% and a max drawdown of: 3668€.

   

  

  silotests

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  10/16/2017 at 5:24 AM #49459
  reb

  Yes I have seen yesterday that there was a difference.

  I’ll check why

   

  

  reb

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  10/16/2017 at 10:33 AM #49515
  guitarrocker

  Hi everybody,

   

  first of all I have to say thanks @reiner for sharing the code!

  “My real money” HS went short this morning at 5 am – anyone who can confirm this?

  Short question… where (IF) can I get access to the dropbox? I found the url but I would need the password. Thanks in advance!

  

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  10/16/2017 at 10:36 AM #49519
  dajvop

  @guitarrocker

  I confirm HS -2 positions at 5 am live. Also NIKKEI long with 3 at 9 am.

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  guitarrocker

  

  dajvop

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  10/16/2017 at 10:37 AM #49520
  wp01

  @guitarrocker,

  I can confirm the 5 am  2 short positions this morning on the HS.

  Mmm. just tried the dropbox and no password needed.

  https://www.dropbox.com/sh/mkphx772gvp5a1f/AACk4hcg6GCIuSs4SWVv-hYma?dl=0#

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  guitarrocker

  

  wp01

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  10/16/2017 at 10:39 AM #49521
  wp01

  Ahh, not reading very well. Sorry, you just want to know where to find the Dropbox. Posted the link, but you can find everything on page 1.

  regards,

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  guitarrocker

  

  wp01

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  10/16/2017 at 10:49 AM #49523
  guitarrocker

  Either I was too undercoffeined or I am too stupid :-/ It works without Password.

  Thanks @wp01 & dajvop

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  wp01

  

  guitarrocker

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