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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01/18/2017 at 11:20 AM #21543

MichiM

@ flowsen

If you test the system, make only one test until 2014 and then look at the result until today. Optimized programs always show you the blue of the sky.

I’ve seen so many times and lost a lot of money.

Michi

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01/18/2017 at 11:23 AM #21545

Brage

Hi Alco. I can confirm a position in cotton at 7245 in my demo.

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Alco

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01/18/2017 at 11:33 AM #21547

flowsen123

@Michi

interessting concept. so you think of doing e.g. a optimization of soybeans for the time between 1990 and 2014 and then check the results for 2014 till today?

I think I will try this and additional do a complete optimiztation for the whole periode and then check the difference.

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01/18/2017 at 12:07 PM #21549

MichiM

@flowsen

Yes from 2014 untill today or from the beginning until today. The question is what makes the program if it was “not” optimized so the period 2014-2017.

Michi

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01/18/2017 at 1:40 PM #21563

wp01

@Alco, @Brage and others interested.

Cotton tried to go long this night at 03:00 hours for 12 times, but could not effect the trade because of the minimum of 2,5 contracts.

When IG can not buy a position it will throw it out of pro-order and you have to activate it again. But first of course change the minimum contracts.

Regards,

Patrick

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01/18/2017 at 2:20 PM #21570

Reiner

I confirm the cotton signal at 7245 in demo account.

Please be aware that the Pathfinder daily based only on the daily high/low crossover is a “bottom fisher” and not a classic breakout system. The algo needs in an up trend (daily high is above signalline) a correction (daily high move under signalline) to get in. I enclosed an example for soybeans.

@MichiM: you asked in the other thread for a soybeans signal. As mentioned the algo is waiting for a correction and will never buy the tops.

Best, Reiner

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01/18/2017 at 3:25 PM #21579

Alco

@WP

Cotton had no problem in my demo account. No rejection. Just executed with 1€ contract at 03:00 .

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01/18/2017 at 3:35 PM #21581

wp01

@Alco.

Than it looks like there is a difference between demo and live trading…..

Because it was not effected due to less than minimum size of contracts.

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01/18/2017 at 3:53 PM #21587

winnie37

Cotton opened at 7245 too 🙂

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01/19/2017 at 6:23 AM #21645

Elsborgtrading

FTSE swing 1D v2 opened +3 pos @ 7253.3 in live account

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01/19/2017 at 8:27 AM #21649

MichiM

I confirm that open

FTSE swing 1D v2 opened +3 pos @ 7253.3 in live account

and

SMI swing Jan2 V1 opened + 2 pos @ 8333.5 in live account

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01/19/2017 at 5:49 PM #21719

Pfeiler

I just checked Rainers spreadsheet at start of the thread and the numbers from his silver program are a lot better than I thought.
I had an altered version of the daily silver program, with a very bad result.

To compare it now, my program is a little better, but needs a lot of work, and is very curve fitted.
I think, it does not significally beat the more simple one we had already. You decide.

Sorry for the confusion.

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01/19/2017 at 8:04 PM #21747

Elsborgtrading

@Flowsen123 and Michim. If you not already have read this Blog about curve fitting, and back testing in and out of sample, I think you could benefit from reading it. It describe what you wrote about 🙂

Cheers Kasper

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01/19/2017 at 10:46 PM #21775

Elsborgtrading

@Alco and Wp, Demo trades does not take into account the minimum amount of contract, that particular instrument is required to trade with Live account.- this you need to check if changing any positionsize. It also does not take into account your safety limit of your account before you get a margin call. I think I saw the information elsewhere in the thread, but just in case you missed you can find it in the web based IG platform. search for example DAX- the expandable menu tap- next to the chart icon- it has an information entry in the menu. Here you will find what you need to know.

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01/20/2017 at 8:35 AM #21788

Elsborgtrading

Edit to the above post. “Demo trades does not take into account the minimum amount of contract”- well Backtesting does not take this into account, and also the instrument in Demo account differ from Live account, e.g. position sizing.

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