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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02/02/2017 at 2:01 PM #23594

wp01

@GraHal

In the ASX the first bar of the BT just popped up. (exactly with one day delay). I guess you should also see it now.

Patrick

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02/02/2017 at 2:02 PM #23598

MichiM

@ GraHal

Here we are

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02/02/2017 at 2:14 PM #23606

GraHal

Thank you Patrick and MichiM … mystery solved and also something new learned (24 hour delay on daily backtest) and I’m on track now! 🙂 Yes I can see the entry trigger now on my Platform.

This is a very very interesting Thread / Strategy, huge thank you to Reiner for sharing and also thanks to you guys on the ‘optimising team’.

Best Regards to All
GraHal

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02/03/2017 at 8:45 AM #23732

wp01

@Reiner and others.

Not all commodities are 24 hours per day tradable. For example Coffee trades between 10.15 hours and 19.30 hours CET. Soyabeans on the other hand has two different

tradinghours per day. Attached a print as an example. When you are using automatic trading from IG i think it will be a problem to effect these trades. They will probably be

rejected. So my suggestion is to but these hours in the codes. I see for example in Soyabeans PF_Soybeans_Daily_Jan2-Feb2 that in the BT on 2nd. of February a trade is effected

at 02:00 hours, but if the signal is at 01.00 hours, it will be rejected for an hour and that Coffee maybe not be effected at all.

Regards,

Patrick

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02/03/2017 at 10:17 AM #23748

Reiner

Hi Patrick,

I agree. The best way would be to change the algos from daily to hourly timeframe. With this approach we could better control at what time we trade e.g. if the spreads are acceptable. I’ll check this.

Best, Reiner

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wp01

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02/03/2017 at 10:20 AM #23749

wp01

Thanks Reiner.

You once said that the signal comes at 01.00 a.m.

Is this something you created yourself or is this something that comes with daily charts in PRT?

Patrick

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02/03/2017 at 10:28 AM #23750

Reiner

Patrick, the time is indicated by the daily timeframe. Daily timeframes are all synchronized at 01.00 a.m. local timezone and in my opinion this can’t be changed.

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wp01

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02/03/2017 at 11:52 AM #23764

wp01

I’ve added the trading hours and the minimum amount of contracts to the Roadmap Excel file. Maybe someone find this handy.

It is the commodities that have divergent times and are not quoted 24 hours a day. This causes problems when you

activate these for automatic trading.

The indices do have 24 hours a day quotes but have divergent spreads of course outside the normal trading hours.

This is not an issue for automatic trading, but for example the ASX this week was activated at 14.00 hours CET. The only thing i can think of is that

it is 10 hours time difference, which means that the signal for the ASX was at 00.00 O’clock the next day.

Patrick

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02/05/2017 at 2:58 PM #23985

winnie37

Hi Reiner, and the others,

Another stupid question 😉 Have you ever tried to adapt the pathfinder pattern to short time sessions? Like 15 min positions for example? Of course, performance would not be the same….And seasonality multiplier would be certainly useless….

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02/05/2017 at 4:10 PM #23989

Joachim Nilsson

Winniw37

Look at my post in the original pathfinder thread:

https://www.prorealcode.com/topic/pathfinder-trading-system/page/41/#post-20760

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02/05/2017 at 5:47 PM #23996

ALE

There’s a version of 15 m on the other topic..

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winnie37

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02/05/2017 at 5:51 PM #23998

winnie37

I know there are already a lot of pathfinder pattern available. For my own, i run daily swing and h4 hall of fame.

Would we have some interest in developing a portfolio with several pathfinder system like dax15 min from Joachim, for automatic short term trading, with low drawdown?

what are you thinking about it? Good idea or not? (sorry, i should have posted in the other topic…)

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02/05/2017 at 6:28 PM #24006

Joachim Nilsson

Personally I think it´s good to combine both short and longterm trading systems but it all depends of your portfolio size. I have 11 systems running right now, from 5m to daily.

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02/06/2017 at 7:57 AM #24021

Reiner

Euro Stoxx 50 was closed, SAF and Copper opened each a long position, please find attached the details

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02/06/2017 at 9:21 AM #24043

Pfeiler

Hmm .. I didnt get a close signal for Euro Stoxx 50 in live, but these long signals:

06 Feb 2017 02:46 “EU Stocks 50 Kassa (2EUR)” long 1x @ 3279 @ live system
06 Feb 2017 01:00 “Südafrika 40 Kassa (10ZAR)” long 2x @ 45490 @ live system
06 Feb 2017 01:00 “Hochwertiges Kupfer (1EUR)” long 2x @ 26266 @ live system

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Pathfinder swing TS

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