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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01/14/2017 at 5:53 PM #21104

Reiner

Hi traderfred, Crude looks very promising. Very good job and welcome in the hall of fame.

Reiner
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01/14/2017 at 6:34 PM #21112

Reiner

Hi Guys,

For time reasons I focused on all backtests for the next period Jan2 (16-31) and have verified your work and moved the best backtests (Rating A) to the hall of fame. Thanks again for your support and I hope it gave you a little fun. I guess some of you have dealt with instruments that they never have traded so far.

The next step is to discuss how to manage the bunch of backtests. I have seen that Pfeiler already work on this task for Robin’s Russell 2000 backtests. I would prefer to have only one or two robots for each instrument. Suggestions are welcome.

We had only one signal for the first period and the silver robot delivered (at least in life mode) a profitable trade. I will create a spreadsheet and list all the signals/trades because and that is the good thing of this idea the signals repeat every year with a high probability. We have 13 promising setups for the next period. We will see.

Good trades and Best,

Reiner

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Pere, Jesús, wp01, ALE, dajvop, Brage, Pfeiler, irioton, Robin, Elsborgtrading

Reiner
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01/15/2017 at 7:46 AM #21149

ALE

@Reiner
Hello
There is 2 versions of Cotton on the first page. Please let us know which version we could mantein

Thanks
Ale

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Bilko3001

ALE
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01/15/2017 at 6:44 PM #21190

Reiner

Ale, I have deleted all old versions.

Reiner
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01/15/2017 at 8:38 PM #21206

ALE

Thank you!

ALE
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01/15/2017 at 9:14 PM #21211

winnie37

Thanks for this huge work i follow with big interest…

winnie37
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01/16/2017 at 1:53 PM #21311
winnie37
now running in demo:

pathfinder hall of fame daily swing trading

pathfinder H4 (ftse, dow, dax, hs)

good choice to start experience?
winnie37
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01/17/2017 at 7:51 AM #21400

ALE

@winnie37
yes 🙂

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01/17/2017 at 9:10 PM #21509

Pfeiler

Based on Robins work on the US Russel (and of course Rainers PF), I have created a PF Daily program for Silver fot the whole year, that incorporates the seasonal pattern configuration for each period.
It delivers a better result than the “Pathfinder Daily V2 Silver” program I had before, but there is still room for improvement (e.g. low % Winning Trades).

But this should be just a initial start, to have a single program for every instrument.
I hope Rainer has time to check, if this is sth we can work with and improve the numbers for every season which is coming.

I have also tracked all details in an online excel sheet, and will continue to do so, hopefully with results, you guys will work out:
https://docs.google.com/spreadsheets/d/1pBoKX44kX_GSzHNc0CgueKdZAuWBCnauoK_bh8ht6j8/edit?usp=sharing

(FY = Full Year)

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01/17/2017 at 10:58 PM #21517

flowsen123

Hey Pfeiler,

really nice work. thank you!

how did you optimize the program? each seasonality one by one? and then put it in the complete system? or did you optimize it in the complete system?

and in your excel sheet, the max drawdown in may is 15,9%, but in the complete years it is smaller. any idea why this is the case?

I am looking forward to try this for other instruments.

flowsen123
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01/18/2017 at 8:49 AM #21521

Pfeiler

@flowsen: Great, that you want to give it a try.

I started, by removing the seasonal patterns for Feb-Dez, so that only Jan is left. Then I optimised the numbers for Jan (J1+J2), transfered em to the spreadsheet, and continued to Feb by increasing the number from 1 to 2 (If CURRENTMONTH = 2), then “rinse and repeat”. It really didn’t work out to optimize for every period, I optimized for every month. I also skipped the months, where Rainer already came to the conclusion, that there is no gain (see spreadsheet on the first page). But this is a new code, maybe worth to check again. If you have hammered out all the numbers, reincoporate them in the code with seasonal patterns for Jan-Dez.

To avoid multiple work .. which instrument do you want to have a look at?

@MichiM: Didn’t want to steal your Silver optimization away. I just read that you had it optimized for the whole year, but then couldnt find the PRT files. So I started from scratch, but maybe you can check the numbers from my program with yours. I hope, we came to the same conclusions. 😉

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01/18/2017 at 9:03 AM #21523

Pfeiler

@flowsen: drawdown: I tried to get useful numbers for May, but DD was to high (15,9%) so I set the seasonalMultiplier to zero (see right column SEASONAL MULTIPLIER RESULT).

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01/18/2017 at 9:18 AM #21524

MichiM

Guten Morgen Pfeiler

Good Job. I had some problems to attach the fils on friday. But you don’t want to see them……..your version is much better.

Compliments.

Michi

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01/18/2017 at 9:47 AM #21534

Alco

Cotton opened a position at 7251 this night. Could someone confirm this?

Alco
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01/18/2017 at 10:40 AM #21538

flowsen123

@ Pfeiler. I will start with Soybeans and Dax, since I allreay did some optimization for that and they look really promising.

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