Pathfinder swing TS

Reiner · Sun, 01 Jan 2017 12:18:50 +0000

In this topic I’d like to publish all Pathfinder swing trading algorithms. The swing trading robots based on the Pathfinder daily code and are adapted to the monthly saisonality introduced with the original Pathfinder Trading System. Each month was separated in two parts (day 1 – 15 and 16 – 31) and the saisonal behavior was determined. The idea is to check twice a month for which instruments Pathfinder swing TS find a promising setup based on historical tests. Pathfinder swing robots running in demo account will deliver the trade signal or can trade automaticly in life account as well. Please find attached the Pathfinder swing roadmap for almost 30 instruments. I will attach the robots for the most promising setups on this post for the current/next period. Pathfinder strategies offer a statistical advantage but are of course not a holy grail and there is no guarantee to make money with it. The systems are optimized for historical data and historical gains are not a garantee to be successful in the future. I strictly recommend to adjust the position sizes to your personal account size and try first in demo mode. The results in life trading will differ from the backtest results. I also recommend to start in life trading with a small account size. Anyone can use the programs for free and at their own risk. Pathfinder swing is my privat and fully transparent algorithmic trading project exclusively implemented for ProRealTime 10.2. The status is experimental and I don’t trade all the systems presented here. I would also like to thank all members who have helped to improve the system with their contributions. Download-Link for all periods and the instruments comparison sheet: https://www.dropbox.com/sh/lwh60rhgavw8q2v/AABaTnCi489Wb8ue_aqPVeB7a https://docs.google.com/spreadsheets/d/1KbP6YUG22jFavjx_V2XcAv1wuu0XFpw9K5vSyL_6sHg/edit?usp=sharing You wan’t to help? A lot of work needs to be done for every period, so have a look at this message for a brief introduction: https://www.prorealcode.com/topic/pathfinder-trading-system/page/33/#post-19123 Status: MAY2 (16.05 – 31.05.) link Algos have been created and uploaded to the dropbox, please have a look. (link) MAY1 (01.05 – 15.05.) link Algos have been created and uploaded to the dropbox, please have a look. (link) Period April2 is over, time for a sum-up for the month April. Have a look at this post . Reiner is back with great enhancements for the PF Swing algo. (link) APRIL2 (16.04 – 30.04.) link Season is over. It was bumpy ride due to upcoming elections in France and UK. APRIL1 (01.04 – 15.04.) link All instruments for APRIL1 have been reviewed, a final package has been uploaded to dropbox share and a comparison image has been attached. (link) Here you can find the results for the month March: link March2 (16.03. – 31.03) link All instruments for MARCH2 have been reviewed and a final package with the most promising algos have been uploaded to dropbox share.

This topic has 2,004 replies, 6 voices, and was last updated 1 year ago by Gianluca.

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01/11/2017 at 1:22 AM #20632

dajvop

Ok, here we go. HS Jan2-Feb1. Drawdown 15.76 %.

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01/11/2017 at 2:03 AM #20636

dajvop

And ASX for Feb1-Feb2. Drawdown 22.04 %.

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Reiner

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01/11/2017 at 7:04 AM #20646

Alco

Hi dajvop,

The % of drawdown you gave is not correct. HS is over 50% and asx Almost 40%. % of drawdown is based on start capital.

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01/11/2017 at 7:25 AM #20647

dajvop

@Alco

You are correct. I will fix it.

Best regards, David

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01/11/2017 at 7:54 AM #20649

dajvop

HS again, I can’t make it better than this. 18.38 % drawdown.

Best regards, David

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01/11/2017 at 8:17 AM #20653

dajvop

And ASX with 20.15 % drawdown.

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01/11/2017 at 8:36 AM #20657

ALE

CIAO
Here Italian MIB – Jan2-V1 ,( minimum dd% for V1 is 8,3% if positionsize=1) , I look for a v2 with more trades
Thanks Guys

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01/11/2017 at 10:14 AM #20669

MichiM

Ciao Ragazzi

In the attachment the Silver mini with 5.00$ per point. 76.92% Gain with 15.3% Drawdown. Testtime from 1982 – 2017 Jul2, Aug2.

Cheers

MichiM

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01/11/2017 at 10:27 AM #20675

Reiner

Hi Brage, I have added you. Could you please verify coffee and cotton.

https://www.prorealcode.com/topic/pathfinder-swing-ts/page/4/#post-20278

Reiner
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01/11/2017 at 11:34 AM #20687

Reiner

Hi Alco, Thanks for your sugar backtest. I agree it’s a poor backtest and nothing we should be considered further.

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Alco

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01/11/2017 at 12:41 PM #20694

Reiner

Hi Flo,

your new DAX backtest is really good. The only remark I have is that the reason for the lower drawdown is the higher stop loss and take profit. I would prefer more realistic values.

I would judge it as A.

Best, Reiner

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flowsen123

Reiner
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01/11/2017 at 1:06 PM #20698

Reiner

Hi MichiM, I’ve tested the SMI for J2 and results are good. 91% profitable trades is exceptional good. Only disadvantage is the “heavy” 2 CHF contract size that makes it a little bit difficult to find a low drawdown. I will add this version to the hall of fame :-).

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01/11/2017 at 1:26 PM #20705

Reiner

Hi Flo, Soybeans is perfectly made. One small change and welcome in the hall of fame because Soybeans is a saisonal beast.

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01/11/2017 at 1:52 PM #20711

wp01

@Reiner,Flo,

Soybeans is a minimum of 20 contracts (mini). Positionsize says 4 and the multiplier is 3.

So i don’t think this one will be executed in automatic trading.

regards,

Patrick

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01/11/2017 at 1:53 PM #20712

Reiner

Hi Mark, well done. I have added Feb1 to your robot and made some small changes. Very profitable setup and welcome in the hall of fame.

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Mark

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