Pathfinder Trading System

• 10/16/2017 at 12:12 PM #49546
  guitarrocker

  As I could see from some comments (I have not read all 98 pages yet, maybe I did notsee “the” explanation for it), there seems to be a variation of positions / entries. Is there any forum for following / compareing / commenting the “real trades” of the pathfinder system? So I would not spam this forum…

  “My” HS live closed short (1 position) & opened long (3 positions) @28705,1  /  13:oo pm (Germany, which is CEST).

  

  guitarrocker

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  10/17/2017 at 5:20 PM #49705
  dajvop

  @guitarrocker

  Which HS version are you running?

  

  dajvop

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  10/17/2017 at 8:17 PM #49735
  guitarrocker

  @dajvop: Pathfinder HS 4H V7

   

  Hauptcode : Pathfinder HS 4H V7 //------------------------------------------------------------------------- // Pathfinder Trading System based on ProRealTime 10.3 // Reiner @ www.prorealcode.com // Breakout system triggered by previous daily, weekly and monthly high/low crossings with smart position management // Version 7 - last optimization from 18.07.2017 // Instrument: Hang Seng mini 4H, 5-17:00 CET, 10 points spread, account size 100.000 HKD // V7 release notes: // fix the preloadbars error // fix the maxPositionSizeShort error // fix the erroneous calculation of the short postion size // add dynamic position sizing based on weekly performance // add maximum size per trade monitoring // remove dynamic max position size calculation // optimize all relevant parameters // ProOrder code parameter DEFPARAM CUMULATEORDERS = true // cumulate orders if not turned off DEFPARAM PRELOADBARS = 10000 // define intraday trading window ONCE startTime = 050000 ONCE endTime = 170000 // define instrument signalline with help of multiple smoothed averages ONCE periodFirstMA = 5 ONCE periodSecondMA = 10 ONCE periodThirdMA = 8 // define filter parameter ONCE periodLongMA = 200 ONCE periodShortMA = 25 // size calculation: size = positionSize * trendMultiplier * saisonalPatternMultiplier ONCE positionSize = 1 // default start size ONCE trendMultiplier = 2 // >1 with dynamic position sizing; 1 without ONCE maxPositionSizePerTrade = 6 // maximum size per trade ONCE maxPositionSizeLong = 6 // maximu size for a long position ONCE maxPositionSizeShort = 6 // maximum size for a short position ONCE stopLossLong = 3 // in % ONCE stopLossShort = 1.5 // in % ONCE takeProfitLong = 2.25 // in % ONCE takeProfitShort = 2 // in % ONCE trailingStartLong = 2 // in % ONCE trailingStartShort = 1.5 // in % ONCE trailingStepLong = 0.2 // in % ONCE trailingStepShort = 0.2 // in % ONCE maxCandlesLongWithProfit = 19 // take long profit latest after x candles ONCE maxCandlesShortWithProfit = 10 //10 take short profit latest after x candles ONCE maxCandlesLongWithoutProfit = 25 // limit long loss latest after x candles ONCE maxCandlesShortWithoutProfit = 6 // limit short loss latest after x candles // define saisonal position multiplier for each month 1-15 / 16-31 (>0 - long / <0 - short / 0 no trade) ONCE January1 = 0 //0 ok ONCE January2 = 0 //2 ok ONCE February1 = 3 //1 chance ONCE February2 = 0 //0 ok ONCE March1 = 1 //0 risk(1) ONCE March2 = 2 //1 chance ONCE April1 = 2 //0 risk(2) ONCE April2 = 2 //0 risk(2) ONCE May1 = 1 //0 risk(1) ONCE May2 = 2 //0 risk(2) ONCE June1 = 0 //0 ok ONCE June2 = 0 //1 ok ONCE July1 = 2 //0 risk(3) ONCE July2 = 1 //1 ok ONCE August1 = 1 //0 chance ONCE August2 = 0 //1 ok ONCE September1 = 0 //0 ok ONCE September2 = 0 //0 ok ONCE October1 = 3 //3 ok ONCE October2 = 3 // 0 risk(3) ONCE November1 = 1 //1 ok ONCE November2 = 2 //0 risk(2) ONCE December1 = 0 //0 ok ONCE December2 = 1 //1 chance // dynamic position sizing based on weekly performance 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 - 1) // decrease risk ENDIF profitLastWeek = strategyProfit ENDIF // calculate daily high/low (include sunday values if available) dailyHigh = DHigh(1) dailyLow = DLow(1) //previousDailyHigh = DHigh(2) // calculate weekly high, weekly low is a poor signal If DayOfWeek < DayOfWeek[1] and lastweekbarindex = 0 then lastWeekBarIndex = BarIndex else if DayOfWeek < DayOfWeek[1] then weeklyHigh = Highest[BarIndex - lastWeekBarIndex](dailyHigh) lastWeekBarIndex = BarIndex ENDIF 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 = OpenDay 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) f4 = signalline < 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 s4 = signalline CROSSES UNDER dailyHigh s5 = 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 numberContracts = MIN(maxPositionSizePerTrade, positionSize * saisonalPatternMultiplier) IF (COUNTOFPOSITION + numberContracts) <= maxPositionSizeLong THEN BUY numberContracts CONTRACT AT MARKET ENDIF ELSIF saisonalPatternMultiplier <> 0 THEN numberContracts = MIN(maxPositionSizePerTrade, positionSize) IF (COUNTOFPOSITION + numberContracts) <= maxPositionSizeLong THEN BUY numberContracts CONTRACT AT MARKET ENDIF ENDIF stopLoss = stopLossLong takeProfit = takeProfitLong ENDIF // short entry with order cumulation IF ((s1 AND f3) OR (s5 AND f1) OR (f4 AND (s4 AND f2)) ) AND NOT alreadyReducedShortPosition THEN // check saisonal booster setup and max position size IF saisonalPatternMultiplier < 0 THEN numberContracts = MIN(maxPositionSizePerTrade, positionSize * ABS(saisonalPatternMultiplier)) IF (ABS(COUNTOFPOSITION) + numberContracts) <= maxPositionSizeShort THEN SELLSHORT numberContracts CONTRACT AT MARKET ENDIF ELSIF saisonalPatternMultiplier <> 0 THEN numberContracts = MIN(maxPositionSizePerTrade, positionSize) IF (ABS(COUNTOFPOSITION) + numberContracts) <= maxPositionSizeShort THEN SELLSHORT numberContracts CONTRACT AT MARKET ENDIF ENDIF stopLoss = stopLossShort takeProfit = takeProfitShort ENDIF // stop and profit management IF LONGONMARKET THEN posProfit = (((close - positionprice) * pointvalue) * countofposition) / pipsize ELSIF SHORTONMARKET THEN posProfit = (((positionprice - close) * pointvalue) * countofposition) / pipsize ENDIF 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 takeProfit = takeProfitLong 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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  Hauptcode : Pathfinder HS 4H V7 //------------------------------------------------------------------------- // Pathfinder Trading System based on ProRealTime 10.3 // Reiner @ www.prorealcode.com // Breakout system triggered by previous daily, weekly and monthly high/low crossings with smart position management // Version 7 - last optimization from 18.07.2017 // Instrument: Hang Seng mini 4H, 5-17:00 CET, 10 points spread, account size 100.000 HKD   // V7 release notes: // fix the preloadbars error // fix the maxPositionSizeShort error // fix the erroneous calculation of the short postion size // add dynamic position sizing based on weekly performance // add maximum size per trade monitoring // remove dynamic max position size calculation // optimize all relevant parameters   // ProOrder code parameter DEFPARAM CUMULATEORDERS = true  // cumulate orders if not turned off DEFPARAM PRELOADBARS = 10000   // define intraday trading window ONCE startTime = 050000 ONCE endTime = 170000   // define instrument signalline with help of multiple smoothed averages ONCE periodFirstMA = 5 ONCE periodSecondMA = 10 ONCE periodThirdMA = 8   // define filter parameter ONCE periodLongMA = 200 ONCE periodShortMA = 25   // size calculation: size = positionSize * trendMultiplier * saisonalPatternMultiplier ONCE positionSize = 1            // default start size ONCE trendMultiplier = 2         // >1 with dynamic position sizing; 1 without ONCE maxPositionSizePerTrade = 6 // maximum size per trade ONCE maxPositionSizeLong = 6     // maximu size for a long position ONCE maxPositionSizeShort = 6    // maximum size for a short position   ONCE stopLossLong = 3 // in % ONCE stopLossShort = 1.5 // in % ONCE takeProfitLong = 2.25 // in % ONCE takeProfitShort = 2 // in %   ONCE trailingStartLong = 2 // in % ONCE trailingStartShort = 1.5 // in % ONCE trailingStepLong = 0.2 // in % ONCE trailingStepShort = 0.2 // in %   ONCE maxCandlesLongWithProfit = 19 // take long profit latest after x candles ONCE maxCandlesShortWithProfit = 10 //10 take short profit latest after x candles ONCE maxCandlesLongWithoutProfit = 25 // limit long loss latest after x candles ONCE maxCandlesShortWithoutProfit = 6 // limit short loss latest after x candles   // define saisonal position multiplier for each month 1-15 / 16-31 (>0 - long / <0 - short / 0 no trade) ONCE January1 = 0 //0 ok ONCE January2 = 0 //2 ok ONCE February1 = 3 //1 chance ONCE February2 = 0 //0 ok ONCE March1 = 1 //0 risk(1) ONCE March2 = 2 //1 chance ONCE April1 = 2 //0 risk(2) ONCE April2 = 2 //0 risk(2) ONCE May1 = 1 //0 risk(1) ONCE May2 = 2 //0 risk(2) ONCE June1 = 0 //0 ok ONCE June2 = 0 //1 ok ONCE July1 = 2 //0 risk(3) ONCE July2 = 1 //1 ok ONCE August1 = 1 //0 chance ONCE August2 = 0 //1 ok ONCE September1 = 0 //0 ok ONCE September2 = 0 //0 ok ONCE October1 = 3 //3 ok ONCE October2 = 3 // 0 risk(3) ONCE November1 = 1 //1 ok ONCE November2 = 2 //0 risk(2) ONCE December1 = 0 //0 ok ONCE December2 = 1 //1 chance   // dynamic position sizing based on weekly performance 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 - 1) // decrease risk ENDIF profitLastWeek = strategyProfit ENDIF   // calculate daily high/low (include sunday values if available) dailyHigh = DHigh(1) dailyLow = DLow(1) //previousDailyHigh = DHigh(2)   // calculate weekly high, weekly low is a poor signal If DayOfWeek < DayOfWeek[1] and lastweekbarindex = 0 then lastWeekBarIndex = BarIndex else if DayOfWeek < DayOfWeek[1] then weeklyHigh = Highest[BarIndex - lastWeekBarIndex](dailyHigh) lastWeekBarIndex = BarIndex ENDIF 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 = OpenDay 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) f4 = signalline < 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 s4 = signalline CROSSES UNDER dailyHigh s5 = 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 numberContracts = MIN(maxPositionSizePerTrade, positionSize * saisonalPatternMultiplier) IF (COUNTOFPOSITION + numberContracts) <= maxPositionSizeLong THEN BUY numberContracts CONTRACT AT MARKET ENDIF ELSIF saisonalPatternMultiplier <> 0 THEN numberContracts = MIN(maxPositionSizePerTrade, positionSize) IF (COUNTOFPOSITION + numberContracts) <= maxPositionSizeLong THEN BUY numberContracts CONTRACT AT MARKET ENDIF ENDIF   stopLoss = stopLossLong takeProfit = takeProfitLong   ENDIF   // short entry with order cumulation IF ((s1 AND f3) OR (s5 AND f1) OR (f4 AND (s4 AND f2)) ) AND NOT alreadyReducedShortPosition THEN   // check saisonal booster setup and max position size IF saisonalPatternMultiplier < 0 THEN numberContracts = MIN(maxPositionSizePerTrade, positionSize * ABS(saisonalPatternMultiplier)) IF (ABS(COUNTOFPOSITION) + numberContracts) <= maxPositionSizeShort THEN SELLSHORT numberContracts CONTRACT AT MARKET ENDIF ELSIF saisonalPatternMultiplier <> 0 THEN numberContracts = MIN(maxPositionSizePerTrade, positionSize) IF (ABS(COUNTOFPOSITION) + numberContracts) <= maxPositionSizeShort THEN SELLSHORT numberContracts CONTRACT AT MARKET ENDIF ENDIF   stopLoss = stopLossShort takeProfit = takeProfitShort   ENDIF   // stop and profit management IF LONGONMARKET THEN posProfit = (((close - positionprice) * pointvalue) * countofposition) / pipsize ELSIF SHORTONMARKET THEN posProfit = (((positionprice - close) * pointvalue) * countofposition) / pipsize ENDIF 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 takeProfit = takeProfitLong 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

   

  

  guitarrocker

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  10/17/2017 at 9:20 PM #49739
  dajvop

  @guitarrocker

  Same version that I am running.

  I had the 2 short position close and 6 open long yesterday at 1 pm. Have you changed anything if only 1 short closed and 3 long opened?

  

  dajvop

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  10/17/2017 at 9:57 PM #49746
  guitarrocker

  @dajvop: Nope. That is what I meant with #49546. Maybe because the Account is my “regular” trading Account and the free money is <10k?

  

  guitarrocker

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  10/18/2017 at 6:43 AM #49761
  dajvop

  Then I don’t know.

  

  dajvop

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  10/18/2017 at 5:18 PM #49858
  reb

  Hi guys

  @guitarroker

  have you used this strat for a long time ?

  oI had the same issue before, I think it is due to  :

  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 – 1) // decrease risk

  ENDIF

  profitLastWeek = strategyProfit

  ENDIF

  you cannot benefit from the increase risk option because of a lack of strategyprofit

  

  reb

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  10/19/2017 at 4:25 PM #49977
  guitarrocker

  @reb: I think you are right. I tried it only on demo. Seems to be the point. Thank you!

  

  guitarrocker

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  10/23/2017 at 8:25 AM #50275
  guitarrocker

  Should have waited one more week 😉 HS long (3) closed and HS short (2) opened at 28283.4 (5 o’clock).

  DOW long (3) opened at 23345,1 (9 o ‘clock)

  

  guitarrocker

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  10/24/2017 at 8:26 AM #50355
  guitarrocker

  HS short closed @28101.2 (9 am) no new position opened.

  Dow long still active.

  

  guitarrocker

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  10/26/2017 at 12:58 PM #50603
  guitarrocker

  HS 6 Long @28177,9 (yesterday 17h)
  Dow 3 Long closed @23349,2 (today 9h)

  

  guitarrocker

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  10/26/2017 at 4:23 PM #50629
  raphaelopilski

  hey guys. great work.

  one question: I run all the backtests, on everyone 2017 is not really good. Is it like this or do I make a mistake?

  

  raphaelopilski

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  10/29/2017 at 7:50 PM #50848
  guitarrocker

  @raphaelopilski: If you ask for a comparison backtest / realdepot, I cannot answer. I, myself am running “live” only for days…

  

  guitarrocker

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  10/30/2017 at 7:54 AM #50872
  raphaelopilski

  yes, I made a backtest. 4 hours and 100.000 units. everything looks good, but 2017 is quite bad.

  How do you run it? Only for days? How does it work?

  

  raphaelopilski

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  11/05/2017 at 7:47 PM #51576
  guitarrocker

  @raphaelopilski: Not fully sure, what you mesn. EVERY strategy hss bad & good periods. It is important that in the long run the figures are green.

  I run it some 2 & 1/2 weeks now. Some are negative (HS), some positive (Dow). But as Statistics is an asshole, the number of incidents (N) is too little in my case to give a qualified answer.

  

  guitarrocker

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