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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01/20/2017 at 9:18 AM #21796

MichiM

@ Elsborgtrading

In the last 25 years I’ve seen so much that I don’t believe everything. But the Pathfinder is exceptional.

MichiM

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01/23/2017 at 10:37 AM #22107

Mark

I have attached the trades currently open in DEMO for Jan2 period, doesn’t look too great 🙁

Mark

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01/23/2017 at 11:36 AM #22119

winnie37

this is mine….We have to be patient… Light is straight away 🙂

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01/23/2017 at 3:39 PM #22149

Reiner

Hi Guys,

Pathfinder swing isn’t fast money. As mentioned the algo is a “bottom fisher” and needs a correction and make money by accumulating cheap positions and sell when the correction is over. For crude I didn’t get a signal and the cotton trade ensures a positiv balance over all positions.

Best, Reiner

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Reiner

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01/23/2017 at 4:35 PM #22171

winnie37

yes, we need to be patient 🙂

For crude, i have a position opened too on demo at 00.00 (see picture);

thanks Reiner !

winnie37

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01/24/2017 at 12:55 AM #22217

dajvop

For me, crude tried to open from 23.00 on Sunday, and then opened on Monday 00.00.

Best regards, David

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01/24/2017 at 1:06 AM #22218

dajvop

And now at 1am HS swing opened long live.

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01/24/2017 at 10:07 AM #22224

Reiner

Cotton position was closed at 7482 with gain of 1.100$

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Reiner

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01/24/2017 at 11:02 AM #22229

Reiner

Hi Guys,

you will find enclose all infos concerning Pathfinder Swing idea with all swing trades so far.

Best, Reiner

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Reiner

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01/24/2017 at 11:26 AM #22239

winnie37

Hi Reiner,

same position but on Coton NY (contrat 1€)= + 237€ with a 10k account starting.

Is it a good instrument? Thanks

winnie37

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01/24/2017 at 11:30 AM #22243

winnie37

Reiner,

i see it’s ok wth the same performance (+3%). Thanks

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01/24/2017 at 4:29 PM #22290

ivillalonga

Hello Everyone, (specially Reiner)

Thank you very much for all your work.

I would like to start to operate this system but I need to understand clearly the process.

At the beginning of every month (or half month) we choose the best assets to apply the systems based on the monthly past results. Isn’t it?

In the end, the number of trades for each asset and each system is reduced. Is there maybe a little bit of curvefitting?

The system we applied is in daily timeframe, Then..Is the system for the DAX 4h-V6 also a good system?

Thank you very much in advance,

I will start in February 🙂

Best regards

ivillalonga

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01/24/2017 at 6:35 PM #22340

Reiner

Hola ivillalonga and welcome,

The first post of this topic described the idea. Based on the Pathfinder daily system you’ll find at the first post the best setups for the next period. The robots can run in demo or in life and you can trade whatever fits to your portfolio (cfd, future, ETF, DFB). I personally use it for my ETF accounts but I’ll trade not every signal. Be careful because the status is still experimental und I backtested not all scenarios.

DAX 4H V6 is another system. Please check the related topic for details.

Cheers, Reiner

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ivillalonga

Reiner

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01/24/2017 at 7:01 PM #22346

Reiner

H Guys,

I have improved the underlying Pathfinder daily algo a little bit. The results are very promising and gain is almost double but unfortunately the max drawdown is also a little bit higher. I have added an additional long position (cross over DHigh(2)). Please find details below.

I tried to find a way to reduce it without losing the exceptional performance but I’m not really happy with it. Maybe one of you have a good idea. I’ve attached the DAX version to play around.

dailyHigh = DHigh(1)
dailyLow = DLow(1)
previousDailyHigh = DHigh(2)

dailyHigh = DHigh(1)

dailyLow = DLow(1)

previousDailyHigh = DHigh(2)

// long position conditions
l1 = signalline CROSSES OVER dailyHigh
l2 = signalline CROSSES OVER previousDailyHigh

// exit position conditions
s1 = signalline CROSSES UNDER dailyLow

// long entry with order cumulation
IF (l1 AND f2) OR (l2 AND f2) THEN

// long position conditions

l1 = signalline CROSSES OVER dailyHigh

l2 = signalline CROSSES OVER previousDailyHigh

// exit position conditions

s1 = signalline CROSSES UNDER dailyLow

// long entry with order cumulation

IF (l1 AND f2) OR (l2 AND f2) THEN

Thanks, Reiner

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Reiner

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01/24/2017 at 7:38 PM #22352

Elsborgtrading

Hi Reiner. It’s not that I forgotten about trying to implement the CFTA code in Pathfinder- I’m just not happy about the result. For the moment I’m stuck because the code will limit the Gain, and DD will be bigger. But I have the framework for it. I can try and post it in the other post for 4H Pathfinder if you want? perhaps you or someone else have an idea for what to do.

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