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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03/01/2017 at 11:51 AM #26776

GraHal

Further to me not getting executed on Soyabeams, I’m 95% decision made that I’m going to run all my Systems on Demo Forward Test … it’s too scary all these variations … I’m getting like Nicolas … can’t get to sleep 🙂 (for ‘fear’ 🙂 not mental stimulation as Nicolas!).

On Demo I also can then eyeball the entry / exit point … especially in regard to where the ‘perceived’ Elliott Wave is at the moment of entry / exit. A good thing happened with me re Corn and Wheat! My Systems got rejected (due to min size not 15) so I did manual trades.

As we know Corn and Wheat Auto-System recently exit just in front of a move up if I recall correctly? I made a judgement that the 61.8% retracement (I think it was? no time to check back) would reverse and continue up on the 5th Elliott Wave (if I recall correctly) and so left my manual trades running. Yesterday I exited Corn at a good profit and today Wheat is very near back in the money for me on my manual trade. So out of bad came good! 🙂

I am surprised at the few Auto-Systems on here that attempt to take account of Elliott Waves? I’m not great at complex coding and so I can’t do one sorry.

Just a few thoughts anyway, might spark a a few ideas / comments from others?

Cheers
GraHal

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03/01/2017 at 12:49 PM #26785

wp01

@Reiner,

Attached the AEX for M2A1A2.

DD <10%, winning trades >85%.

There is a higher PF possible but with a higher DD. Maybe you can improve it.

Thanks.

Patrick

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Reiner

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03/01/2017 at 1:36 PM #26796
Reiner
Hi Guys,

a lot of robots are neened for next period

Mar2 (16.03. – 31.03)

Palladium, Natural Gas, Coffee, Wheat, Platinium, Gold, Cooper

AEX, China, NIFTY, DOW, DAX, S&P500, SAF, CAC, ASX, Hang Seng, FTSE, SMI, Euro Stoxx 50, Bund, OMX, MIB

Here the last assignment:

Patrick: SP500, AEX

Flo: DAX

Jesús: DOW, Wheat

ALE: MIB, Platinium

Mark: FTSE, Cooper

Michael: SMI,

traderfred: CAC,

Pfeiler: Bund,

Kasper: OMX, Gold

Arno: Euro STOXX, Palladium

David: HANGSENG, ASX

Alco: Natural Gas

Aloysius: SAF

Brage: Coffee

N.N.: Gasoline, Life Cattle (new instruments)

Please give me a short notice who is still on board. It would be great if you could check your instruments and provide a version until end of next week.

We’ll trade only the best setups.

Thanks, Reiner

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03/01/2017 at 2:13 PM #26802

wp01

@GraHal,

The Corn and Wheat were closed due to expiration of the March futures and at that moment indead in front of the move up.

It is only one setting in IG to roll them over to the next future. You do not have to do it again the next time. Once it is set you’re done.

IG rolled them over in the evening with a discount of 60% on the spread. It went very smoothly and they also put back in the stoploss and the

takeprofit adjusted to the new futurelevels. From my site there was no complain of how they took care of it.

I understand that you think it is a bit scary all these variations. But i think that errors and adjustments eventualy will come to an end. I also

had a couple of issues in the beginning. When you have everything in demo running you won’t see these issues. BT behave sometimes different from the real

trades. And i think you will only find that out in live trading.

Patrick

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03/01/2017 at 2:26 PM #26803

wp01

@Reiner,

Which Life Cattle and do they have a multiplier for M2 and so on….?

Patrick

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03/01/2017 at 4:44 PM #26819

Reiner

@Patrick

the mini instrument with the longest data history, life cattle saisonality starts at end of May

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03/01/2017 at 8:09 PM #26842

Pfeiler

BUND for MAR2 is not so bad. Just a few trades, but always a winner.
Instrument for it is “BUND (EUR 1 Kontrakt)”

Also for MAR1 it performs quite well.
Just in case you need more trades now ;-).

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03/01/2017 at 11:25 PM #26858

GraHal

@Patrick was it my imagination or was there a very wide spread when March rolled over to May on Corn and / or Wheat? I didn’t bother checking in detail as I was on a Daily funded Bet / DFB (that don’t roll over), but I recall thinking maybe its best to do a self-exit March and Entry on May rather than let ‘IG roll you over’?

When you think about it, IG have a captive audience at contract rollover (lambs to the slaughter?) and it could be so easy for them to widen the spread at rollover?? Okay they discount 60%, but 60% of what?? Maybe I’m wrong and the spread at rollover was not excessive??

Cheers
GraHal

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03/02/2017 at 1:24 AM #26864

dajvop

@Patrick

Do your new positions on C/Pa/W show in PRT or IG or both?

Best regards, David

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03/02/2017 at 1:43 AM #26865

dajvop

@Reiner

ASX swing for Mar2 and Apr1. 76 % winning positions and 25 % drawdown.

Best regards, David

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03/02/2017 at 6:18 AM #26877

wp01

@Grahal,

The transfers were effected after closing of the market. Attached you’ll see a copy of the statement of the sell and buy of the Wheat.

The market closes at 20.20 CET and according to the rollover information the price is settled based on the official settlementprice.

I understand that they can manipulate this price, but it didn’t happen.

Please check the timestamps in the attachments. Sell and buy on the exact same time. If you check than the last minutebar of the May future

on February 27th. on 20.19 you do not see any extreme hopping of the price. The buy is at 439,05.

I can not show you the picture of the sell of the March Wheat because that one does not exist anymore, but it was settled the same way at closingprice

after marketclosing.

I give in i also was a bit worried to get slaughtered but my impression is that it didn’t happen.

The spread is just one for Wheat mini $ 25. I’ve showed you the underlaying info. It does not look excessive to me.

Regards,

Patrick

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03/02/2017 at 6:33 AM #26882

wp01

@David,

I closed the PA the last day (Feb.27th.) manually.

C and W new positions were shown both in PRT and in IG. The only thing is that you have to open in PRT the

new future May because the existing future expired. And the new positions were of course not controlled by an

algo. So you need to close them manually whenever you want to.

At the moment IG closed the March future the algo stopped in ProOrder.

Regards,

Patrick

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03/02/2017 at 7:49 AM #26885

Reiner

attached are the current Pathfinder swing positions

sorry for the inconvience regarding the future expiry but I think despite everything nobody lost really money or?

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03/02/2017 at 8:04 AM #26888

wp01

Thank you Reiner.

Not really inconvience but more a learning process. I didn’t lose any money and if i did, that is also part of the proces.

Patrick

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03/02/2017 at 8:06 AM #26889

wp01

Reiner,

I noticed that you do not have the PF hour anymore in your overview.

May i ask why you deleted it?

Thanks.

Patrick

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