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PFI - PathForward1

Darwin PFI

[ IMPORTANT EDIT: 03/04/2018 ]
It’s time to update this old topic, in the meanwhile I have changed the trading strategy behind PFI with a new one, more stable and consistent.

Strategy: technical, trend-follow
Execution: fully automated, but parameters are calibrated periodically
Timeframe: H1
Entry rule: technical indicators (the old version was based on pattern recognition)
Exit rule: fixed stops and target profit
Risk management: average risk 1-3% per signal, depends on market behaviour, trailing stop
Portfolio: at the moment 6 forex pairs, but I can change them, depending on my forward analysis, always balancing the overall risk.

The chart could be split into 3 parts:

  • 1st one: pattern recognition, but I hadn’t a fixed number of trades, so this could be a problem for the risk-manager in case of too many signals.
  • 2nd one: pattern recognition plus a money management, and some tests trying to fix the old “timing score” that was penalizing trend following strategies (but with no good results)
  • 3rd one (since June 30th, 2017): finally a radical change of the system, this new one is based on technical indicators instead of patterns, few variables, and a strict risk management. Always a trend-following strategy improved by experiences and years of tests.

You can still see the stabilization of the risk-manager, and above all, an interesting chart since the beginning of the new system.
This is the result:

I will do my best to improve my trading skills.

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Welcome to my community portfolio!

Grande cesco!! :wink:

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Knowing that some make a difference between a Darwin partially based on an imported track-record, and a 100% Darwinex native Darwin, your choice to migrate a track record of ten days seems curious to me.

Do you have an explanation?

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I know the answer so I can speak for my friend.
Migrating those 10 days of trackrecord was usefull to anticipate the release of the darwin and start making experience.

Hi Medialux, no particular reason to migrate.
At the beginning i was trading on another broker since darwinex had another GMT time, and since i use H4 candles, the pattern on darwinex was too much different. Than i found a solution to the GMT delta and i migrate my account.

Thanks @CavaliereVerde , yes, why lose 10 days? :slight_smile:

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The first topic has been updated :slight_smile:

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I’m happy to announce that PFI is now over 70 darwinex-score, after many tests I have already explained in the first post.
Now I have added new sets on M15 timeframe to adjust the OS and CS score.
Those parameters should get better in next weeks without interfering with the Capacity.

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Impressive evolution, congratulations!!

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Thank you so much Ignacio

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Very very good, @forexelate ! :four_leaf_clover:

P.S. : don’t know if it’s just a problem of HTML or what, this link —> PFI works, but first of your post isn’t working for me: check it if you have some minutes!

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:rocket::rocket::rocket::rocket:
:thumbsup: :thumbsup: :thumbsup: :thumbsup:
:sunglasses:

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Just a little update regarding PFI

OS and CS are little better, unfortunately, the capacity decreases from 6 to 4.5 with the new M15 sets.

So the next improvements are focused on increasing Capacity, I need time to work on it, hoping that the community AUM will increase in the meanwhile :slight_smile:

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Hello,
Don’t forget that the IA Capacity is not a reality !
The real investors divergence is important also what’s pair traded ? how many pips is risked and taken ? The trading hours and the volatility ?
Best regards

Yes I know that Capacity is an indicative parameter, so I do not wait to reach 9 million before thinking about how to decrease divergence for larger capital. I will try to add new sets with entry and exit rules outside the ordianary volatility hours.

I don’t think I will change pairs traded nor modifying a minimum pips traded, there is a lot of study behind these parameters and is quite impossibile to change them.

I have evaluated also a different lots management, but I think that Darwinex-IA is efficient enough to manage lots, and probably this way is risky, because backtests could get more difficult, and not reliable.

I’m quite sure that the key is exit and entry during low volatility, since I’m an algo-trader, i have to find a way statistically significant do to that.

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I have not been able to increase the Capacity of PFI.

Entry time and exit time, avoiding high volatility, did not have appreciable results on Capacity, tested them also on PFJ, so I’m quite sure that it’s not the right way.

At the moment I’m trading the best markets for that system.

PFI is similar to PFD but is slower, uses higher timeframes than PFD, sometimes are correlated, sometimes not so much, so I continue studying and trading both.

I’m happy for the Risk Stability parameter that is increased from 8 to 9 :+1:

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Nice job @forexelate at PFD !
180k stacked allocation , congrats my friend! :sunglasses:

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