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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02/28/2017 at 1:14 AM #26622

dajvop

Corn closed with a loss and then opened a new position according to the autoroll thing.

Palladium closed with a profit and then did the same thing.

Best regards, David

Edit: I can add that neither shows in PRT, only in IG.

dajvop

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02/28/2017 at 2:20 AM #26623

manel

Soybeans just opened a further long position (the third in total) @ 1,023. This execution is confirmed in both Live and Demo IG Spreadbet.

manel

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02/28/2017 at 8:03 AM #26625

Reiner

Hi Guys,

I didn’t get a further signal for Soybean but the algo has bought 2 Euro Stoxx contracts at 3319.

In my opinion the Soybean position is a little bit to high for the default 10K account size. You have now a risk of 60 Euro per point. I have to admit that all grains are to aggressiv if further positions were accumulated.

I will reduce the default algos to the half of the position size and please keep an eye on Soybeans.

Best, Reiner

Reiner

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02/28/2017 at 9:31 AM #26634

dajvop

HS swing for M2A1.

Best regards, David

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Reiner

dajvop

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02/28/2017 at 9:48 AM #26640

GraHal

@Manel No Soyabeans trade executed for me again today. We need to bottom this out between us as to what is the difference between yours and mine as we are both Spreadbetting?

You mentioned you were trading Soyabeans DFB Index? How you know its an Index? Might you be trading Soy bean (no A) Index?

Anyway seeing is believing so here’s my System and proof of no Rejection of Soyabeans DFB.

Cheers
GraHal

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02/28/2017 at 4:00 PM #26698

Reiner

update Pathfinder swing positions, grains recover, indices are trendles

Reiner

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02/28/2017 at 4:28 PM #26704

Reiner

Currently Corn and Wheat have no algo monitoring because of the future rollover. I have closed both positions manually. The algo would have closed both positions tonight.

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wp01

Reiner

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02/28/2017 at 4:37 PM #26705

Arno

I confirm in live (CFD IG account) & demo (CFD PRT account), Soybeans 60 contracts long :
– Feb 22 at 2am > 20 contracts long @1035
– Feb 24 at 2am > 20 contracts long @1021
– Feb 28 at 2am > 20 contracts long @1023

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dajvop

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02/28/2017 at 4:46 PM #26706

Reiner

Guys,

as mentioned I have reduced the position size for Corn and Wheat and have started the attached robots with the related May futures.

Best, Reiner

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William,

Pfeiler,

wp01,

manel

Reiner

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02/28/2017 at 4:54 PM #26710

Reiner

@Arno:

as I mentioned before the position is to high for an 10k account and I’ll also reduce the size to half for the next round. You have a nice profit – keep an eye on it :-).

Reiner

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02/28/2017 at 5:04 PM #26715

manel

Hi Grahal – sorry, I didn’t mean index, the Soyabeans DFB I have run the strategy on is exactly the same as yours shown above in the chart. I can’t see an obvious reason as to what would cause the difference as we’re both on exactly the same live platform, it’s really strange. The obvious q’s like cancellations/rejections, min/max position in the code is set correctly, max orders per day etc seem to have been addressed. I’ve had a look at the code again as well but can’t spot anything there either – assuming you have the positionsize set to 15 (minimum) and maxpositionsizelong = max (15,….) and Once February2=1

The mystery continues…..

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02/28/2017 at 5:17 PM #26718

manel

Reiner – quick question. Does the maxcandleslongwithprofit count take into account the candle of the day the position is taken ? This means in the above trade of the first Soyabean position taken on Feb 22, it would close it on Wed night/Thurs morning @ 1/2am (6 full candles) if still in profit ?

Also I presume it counts the Sunday daily candle (if there is one for the instrument, even if it’s usually only an hour long) ?

Many thanks.

manel

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02/28/2017 at 8:34 PM #26740

Reiner

@manel

Max candle check refers always to the opening of the last position, you can check easily when you GRAPH numberCandles

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manel

Reiner

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02/28/2017 at 8:49 PM #26741

GraHal

@Manel here’s the code (you mention above) that I’m using …

positionSize = 20

maxPositionSizeLong = MAX(60, abs(round(maxRisk / (close * stopLossLong / 100) / PointValue) * pipsize))

ONCE January2 = 1
ONCE February1 = 1
ONCE February2 = 1
ONCE March1 = 0

positionSize = 20

maxPositionSizeLong = MAX(60, abs(round(maxRisk / (close * stopLossLong / 100) / PointValue) * pipsize))

ONCE January2 = 1

ONCE February1 = 1

ONCE February2 = 1

ONCE March1 = 0

I have my Platform timezone set to GMT (see attached) … I assume you do also?

Are you direct with IG (not via PRT?)

Thanks
GraHal

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03/01/2017 at 2:35 AM #26752

manel

@ GraHal – I have exactly the same settings and code as you. Yes, I have a direct account with IG. Running out of ideas here…..really bizarre.

I think it may be time to hand this over to the support desk and they have to investigate what’s going on. It makes no sense as the code execution should be a binary outcome – it should work for all or no one. It could be because not all accounts are run on the same servers (which I know is the case) and somehow something didn’t work on one of them that yours was on. We’re just speculating now though.

We should keep an eye on occurrences of this though and people should highlight on here when this happens again as the more frequent the issue the more serious they are likely to take it.

manel

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