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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02/23/2017 at 10:41 AM #26118

wp01

Hi Alco,

My idea is that this is the same discussion as i had earlier this week about the Premium and Complete version.

This got a bit out of hand and created in the end more confusion than when it started.

When i got a an account at PRT i got the Premium version sponsored by IG and nothing ever changed for me.

But it seemed that in different countries different versions (not 10.2 or 10.3 ) are available with different history.

My suggestion to you is to call the Dutch representive for PRT Johan van der Meer.

He is very helpful and also set-up for me the account a couple of years ago with IG.

Johan: +31 (0) 76 760 2842

email: johan-vandermeer@prorealtime.com

Let me and others know what the outcome was please.

Patrick

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02/23/2017 at 11:11 AM #26122

GraHal

Hi Patrick

Please accept my apologies … I think it was me ‘muddying the waters’ re your discussion on Premium / Complete versions a few days ago.

Best Regards
GraHal

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wp01

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02/23/2017 at 3:03 PM #26148

Alco

Thanks Patrick,

I didn’t follow all the discussions.

I will contact Johan and hopefully he could upgrade my prt to the premium version.

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02/23/2017 at 4:20 PM #26168

Nicolas

FYI and about optimisation, I’d like to introduce the new Walk Forward analysis tool, now built-in into the platform:

https://www.prorealcode.com/blog/learning/strategy-optimisation-walk-analysis/

I know it will be useful for all people helping here. Because I contributed with PRT to build this new tool, I know its pros and cons but it’s definitely something that we will use in any strategies’ optimisation now.
It’s only available since today for prorealtime software customers, but will come in few weeks for all IG/PRT-CFD ones..

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02/23/2017 at 4:40 PM #26176

Alco

I have had contact with Johan, and it is not possible for clients who already have an IG account. Only way to get the premium version is when you are a client from prt and if you open an new ig account on their website.

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maleknf

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02/23/2017 at 4:43 PM #26179

maleknf

I just managed to open a PRT account via their website with IG while I already have an IG account. All you need to do is use different email address. Very simple guys.

Regards

Malek

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02/23/2017 at 4:48 PM #26180

wp01

Thanks Alco.

Ok, that is indead how it went back than. I was already a PRT customer and later i opened an IG account with the help of Johan.

That is clear than. Hopefully he gave you tips to get one or maybe follow Malek’s instructions.

Patrick

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02/23/2017 at 5:11 PM #26185

wp01

I still can not figure out what the last two abbreviations MAE and MFE in the BT report mean.

I’m pretty sure it is a result of the new tick by tick BT feature, but how it comes to these results?

I understand that when the overall result is positive also a negative MAE or MFE is green, but the performance

is not the result of these both. I also checked Nicolas his video about the tick by tick BT but it wasn’t there. I guess this option was added later.

Anyone?

Thanks.

Patrick

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02/23/2017 at 5:12 PM #26186

wp01

Forgot picture as example…

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02/23/2017 at 5:23 PM #26189

Nicolas

@wp01

Yes it was added later, and it has nothing to deal with tick/tick backtest.

MAE : Max Adverse Excursion

MFE : Max Favorable Excursion

Basically, it means how far in the wrong (MAE) or good (MFE) direction the trade has went during its life.

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02/23/2017 at 5:28 PM #26191

wp01

Thank you Nicolas.

That is clear now.

Patrick

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02/24/2017 at 5:33 PM #26292

Arno

Hi Reiner,
I just call customer support about the rollover on the 2 positions CFD FUTURE : Wheat and Corn (Future March 2017).
Unfortunately, rollover is not managed by ProOrder although it works in backtest.
Only the backtest later will tell us at what level these 2 positions will be closed.
So I decided to close those 2 positions.
How do you deal with this issue ?
Thanks,
Arno

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02/24/2017 at 11:54 PM #26316

Reiner

Hi Arno,

I didn’t consider that the March future is end of trading next week – sorry for the inconveniences. I bought corn, wheat and soybeans ETFs and didn’t trade the futures.

Best, Reiner

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02/25/2017 at 9:40 AM #26323

Reiner

Enclosed you’ll find a Pathfinder swing performance track report from this year. The report shows the result of 7 4H versions (DAX, FTSE, EU STOXX, DOW, HS, NIKKEI, ASX) and all swing robots of my demo account (100k).

This week the equity curve has flattened and we have our first significant drawdown -1.5%.

I have updated the first post with the robots for the next period Mar1. I have added two new indices China and India to diversify the portfolio. Please check the roadmap for the right instrument settings.

Good trades and best regards,

Reiner

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02/25/2017 at 4:23 PM #26351

Arno

Hi Arno, I didn’t consider that the March future is end of trading next week – sorry for the inconveniences. I bought corn, wheat and soybeans ETFs and didn’t trade the futures. Best, Reiner

Hi Reiner,

Sorry i don’t understand.
You manually copy on ETFs the positions taken by Pathfinder-W-F2M12A12-swing-V1.itf and Pathfinder-C-F2M1-swing-V1.itf on CFD FUTURE. But monday evening, these 2 automatic strategies will stop due to the rollover that not managed by ProOrder in live.
How will you know when to close these 2 ETFs positions after the 2 automatic strategies stop ??

Have a nice week end !
Arno

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