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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11/08/2017 at 4:39 PM #51978

dajvop

PA and PA with accumulation v3 for Nov2. Take notice that the future for PA expires on Nov 29.

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11/09/2017 at 3:45 AM #52018

ozz87

Yeah. I’m still here. Not sure what to trade at the moment so I’m just running a few of the ones you made for nov1, none has taken position though.

Optimized FTSE and OMX for nov2.

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11/09/2017 at 8:46 AM #52028

wp01

CAC and STXE Nov2 V3:

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11/09/2017 at 10:35 AM #52068

wp01

MIB and IBEX Nov2 V3. The DD for the MIB is a bit high. Post it anyway so you can decide for yourself.

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11/09/2017 at 11:43 AM #52096

dajvop

Another bug when trying to do more than 1 period in v3:

When changing maxCandlesWith and WithoutProfit then you affect the results of the previous period also.

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11/09/2017 at 11:49 AM #52097

O-jay8

Hi Guys,

Thanks for the contribution again. I still use V2 for now.
I try to upload my algos at the end of the week.

Best regards

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wp01

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11/09/2017 at 11:50 AM #52098

wp01

I suggest we optimize in V3 just the period we need and continue to the next period by set “trade in period = 0”.

When there eventually will be a solution in the future we only have to copy the data to the new version.

Probably some line needs to be added that separates the former periods from the current periods.

Maybe i wake up tomorrow and have the answer…….:-)

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11/09/2017 at 12:13 PM #52107

dajvop

@Patrick unfortunately it is not enough to set Trade in period = 0 you also have to comment out the maxcandle lines on the previous period and probably optimise the PeriodThirdMA of the previous period also. 2 is good, but not optimal. An alternative is to use a modified v3 with only 1 period.

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11/10/2017 at 9:59 AM #52199

wp01

HS Nov2 V3 and HSCHIN Nov2 V3. Both with accumulation.

In the HSCHIN version are in 2011 a couple of zero trades. Probably not correct so the results are a bit less than presented.

Kind regards,

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11/10/2017 at 10:25 AM #52210

dajvop

AEX and NIFTY with a modified version of v3 without scrolling and no other PeriodThirdMA to disturb the results.

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11/10/2017 at 12:38 PM #52224
O-jay8
Hi Guys,

I wanted to compare all the versions. I did it with 4 different ones for Cacao for Nov2

Reiners latest original V3

Dajvops modified one

The one Ozz87 sent yesterday with the FTSE

My V2 version

I used the same paremeters. We have everywhere different results but I have to say all V3 versions are quite close.
The V2 results are worse than the V3 results in the case of Cacao.

I did the same briefly for FTSE Nov2 as well and there the V2 results where better than the all V3. Also for FTSE, the overall results where quite close.
See attached the screenshots.It is very confusing as we all use different versions or modified ones. That doesnt make it easier.
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11/10/2017 at 12:39 PM #52228

O-jay8

Here the other two algos

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11/10/2017 at 12:40 PM #52231

O-jay8

I forgot one screenshot.

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11/10/2017 at 2:13 PM #52249

dajvop

Seems as though AEX.itf didn’t attach:

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11/10/2017 at 2:20 PM #52252

dajvop

@O-jay8

I know. It is a bit confusing and frustrating. We can’t very well try to optimise each instrument for every 4 versions in use to see which one is most favourable. Either we agree on 1 version to use or continue as before and use the version each person favours for optimisation.

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