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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11/01/2017 at 3:09 PM #51211

wp01

I was also looking at it, but you can only downgrade the positionsize to 0,1 with respect of the minimum positionsize.

Most of the instruments in the sectors have minimum size of 1 or 0,5. Then it has no use to downgrade them to 0,1 because this trade will be rejected.

https://www.prorealcode.com/topic/trading-with-decimal-quantities-possible-on-proorder-live/

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11/01/2017 at 3:25 PM #51213

rejo007

Yes it’s run good, but for sure, it’s not open 0,1 but open the minimum (0,2 or 0,5)

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11/01/2017 at 3:36 PM #51217

wp01

I think i do not understand you completely.

If the minimum positionsize is 1 and i change the backtest to 0,2 or 0,5 i do not think it will open. At least that is how it worked so far.

For example attached FDR. Minimum is 0,5. You can change the positionsize smaller than 0,5. You can also run it in ProOrder but when triggered it will be rejected.

Or do you say something different?

Thanks.

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11/01/2017 at 3:57 PM #51221

rejo007

here screenshot.

i put 0,1 to be sure to have the minimum.

But you can look at the minimum for each sector and put this minimum in the code

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11/01/2017 at 4:12 PM #51227

wp01

Ok. Interesting. Thanks.

Which 31 other instruments are you running at the moment?

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11/01/2017 at 4:19 PM #51229

ozz87

rejo007: Hm when I did put the size under the minimum of the contract it was rejected, but I’ll try on my demo acc.

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11/01/2017 at 4:20 PM #51230

dajvop

Glad to see my codes being used 🙂

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11/01/2017 at 4:25 PM #51232

rejo007

there is a lot of “real test”.

if you want the codes of some strategies, most are on the forum but I can copy paste them.

but in order to don’t pollute this forum, it may be better to open another topic where we could, time to time, share the test progress.

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wp01

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11/01/2017 at 4:26 PM #51237

rejo007

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wp01

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11/01/2017 at 4:29 PM #51240

rejo007

sector are in pause for now because i have had a big DD with manual trade, and I’m waiting for the balance to go up a bit to revive them.

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11/01/2017 at 4:34 PM #51241

rejo007

@ozz87

i have check a second to be sure but the non life insurance are at 0,1 and have open position of 1 (the minimum)

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11/08/2017 at 3:46 PM #51960

dajvop

I noticed that the version of PL I posted on page 113 has the same bug as v3, i.e. if you change the PeriodThirdMA of the previous period you get different results.

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wp01

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11/08/2017 at 3:46 PM #51961

dajvop

AG and AU v3 for Nov2:

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11/08/2017 at 3:51 PM #51966

dajvop

C and CC v3 for Nov2. Take notice that the future for C expires on Nov 29.

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11/08/2017 at 4:10 PM #51971

dajvop

HG and NG (short) v3 for Nov2:

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