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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05/11/2018 at 8:25 AM #70180

dajvop

@O-jay8, full period optimized.

dajvop
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05/15/2018 at 11:41 AM #70474

O-jay8

Hi Dajvop,
I do feel really uncomfortable with full period optimization and that is exactly what Despair is constantly preaching that they are very likely fantasy profits and too good to be true.

I took your FTSE FY Swing Algo and tried with OOS. But only long entries.

Out of sample from Nov 2010 onwards. Does look not too bad IMO.

Best regards

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dajvop

O-jay8
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11/28/2018 at 10:35 AM #85892

Gianluca

Gianluca wrote:

FtseMibCash, The problem of this TS is the MFEvsMAe, the TS have big potential loss, anyone know how we could fix this issues?

i hope you guys used that system, this year 4 trade with 100% of gain.

Gianluca
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11/28/2018 at 10:46 AM #85895

dajvop

If you remove that time limit you’ll see that it didn’t perform very well 2001 and 2008, which for me isn’t good enough.

dajvop
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11/28/2018 at 10:58 AM #85899

Gianluca

dajvop wrote:

If you remove that time limit you’ll see that it didn’t perform very well 2001 and 2008, which for me isn’t good enough.

2001-2008 is out of history for me, in the FTSEMIB is like 50years ago, and in these year of experiments on varius trading system i see that is useless to optimize a system on too many years.
In the 2007 the FtseMib was near 40.000 point, since the 2009 the market is between 10.000 and 24.000, wich for me are the value that you have to consider, untill it will break at least 27.000 (dunnow if ever will happen).

Gianluca
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12/10/2018 at 10:26 PM #86716

Gianluca

Hello Everyone, the Dax Versione should been open a trade on this friday, as showed in the backtest, but my real algo didn’t. Was the same for you?

Gianluca
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12/11/2018 at 9:47 AM #86748

dajvop

@gianluca, sorry I can’t help you. I am not running that version.

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12/11/2018 at 10:00 PM #86900

pippo999

Ciao Gianluca, could you share some results of your real algo ?

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12/11/2018 at 10:04 PM #86904

Gianluca

pippo999 wrote:

Ciao Gianluca, could you share some results of your real algo ?

wich one? this on dax didn’t opened anything since 2 months, that was the reason of my post.

Gianluca
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12/12/2018 at 6:10 AM #86912

pippo999

The best one 😉 the one that you can suggest….

thanks.

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12/12/2018 at 8:58 AM #86916

Gianluca

All are good, depend on your account and capacity to face the drawdowns that with a daily sistem are high. For now in me last year experience the best one is the FtseMib. 4 winning trade on 4 total this year. I did a modify on the multiplier to lower the risk that for me was too high 8i have a very small account). Here is the code with less multiplier.

Gianluca
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12/12/2018 at 11:19 AM #86939

pippo999

Thanks Gianluca. The same here, I use also a small account.

Do you use also some strategy for the EUR/USD or other Indices ?

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12/12/2018 at 11:38 AM #86941

Gianluca

all the pathfinder system are awesome! for other strategies opena new discussion, there is a nice post where you can find them

https://www.prorealcode.com/topic/one-year-after/

Gianluca
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12/12/2018 at 1:03 PM #86947

GraHal

Link above didn’t work for me, it gave 404 Not Found.

Maybe the link below will work? It would be good to get the One year After Thread going again?

GraHal wrote:

So is anybody running any of the Systems from this Thread in Real Time in Demo or Live?

OR better still the link below as it does get you into the Thread onto Page 4

https://www.prorealcode.com/topic/one-year-after/page/4/#post-72800

@Nicolas what is going on please? None of the above links work or is it just for me they are not working … is somebody trying to tell me something!? 🙂

EDIT / PS

If you copy and paste my last link above into your browser address bar then you WILL get into the One Year After Thread.

GraHal
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12/12/2018 at 2:30 PM #86952

Nicolas

Sorry GraHal, I don’t know what cause this link problem, I’ll try to find out..

Nicolas
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Pathfinder swing TS

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