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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03/08/2017 at 6:36 PM #27802

Pfeiler

Good news: Reiner ist still with us and he greets you all. He sent me some commodity algos for March2, which I will check, to see if they meet our high standards 😉 .

@David: 3 spotless algos, thx

@O-jay8: agree, your PL algo is better

Status:

— done (20):

Natural Gas – Copper – Gold – Palladium – Coffee – Wheat – Platinium – (7)
Bund – ASX – AEX – SMI – CAC – DOW – China – NIFTY – Hang Seng – DAX – Euro Stoxx 50(STXE) – OMX – S&P500 – (13)

– needs refinement:

FTSE – only 3 transactions

— open (please help out!):

SAF (Aloysius)
MIB (ALE)

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Pfeiler
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03/08/2017 at 7:05 PM #27809

ALE

I’ll send all mib’s result but It’s diffucult to work with it

ALE
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03/08/2017 at 7:14 PM #27810

ALE

I’ve some problem with backtest ts this afternoon, have you same problem?

ALE
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03/08/2017 at 7:42 PM #27814

ALE

Hi guys

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Pfeiler

ALE
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03/08/2017 at 11:05 PM #27880

Aloysius

Hi, sorry for the delay, SAF code will come but I have problems with the backtest too; the variables doesn’t work…. I will try tomorrow.

Aloysius
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03/08/2017 at 11:08 PM #27881

ALE

@Aloysius,

I’ve had the same problem this afternoon, with every TS tested, not only with Pathfinder

ALE
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03/09/2017 at 12:08 AM #27892

GraHal

I’ve had problems with backtest also today, a real weird issue which I couldn’t even be bothered to explain to get help on here but maybe it’s similar to what you have experienced?

Backtest orders were triggered up to about half way through the BT period and then the remaining BT period (up to today) there was no orders (but not due to the code).

GraHal

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03/09/2017 at 5:09 AM #27896

dajvop

Ok, here is FTSE. I reduced Mar2 to 2 instead of 3 to reduce the drawdown from 21 % to 15 %.

Best regards, David

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03/09/2017 at 9:20 AM #27921

AleX

I started to try to understand Pathfinder optimization and I found another data for PA, can someone said me if is better or worse from the version posted by Pfeiler?

Shortma=5

Longma=16

stoploss=9

takeprofit=9

Maxcandlewhit=10

maxcandlewithout=15

M2=2

A1=0

A2=2

I think that with this data 144% gain instead 122% and less DD, but I want to understand if I done a good job or I’m in error.

Thanks

AleX
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03/09/2017 at 9:45 AM #27922

ALE

@Alex

could you upload your version here?

ALE
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03/09/2017 at 10:10 AM #27927

AleX

Here my version

The two file is the same, I changed only the name M2A0A2

I dont know how to remove one attached file.

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Pfeiler

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03/09/2017 at 12:58 PM #27940

Pfeiler

I have uploaded packages of the seasonal Algo in a DropBox shared folder.
You can find the link on the topics first page or here: https://www.dropbox.com/sh/lwh60rhgavw8q2v/AABaTnCi489Wb8ue_aqPVeB7a
Please check, if you can download and use the algos. I will update March2 to v2 on saturday as a final package (then I am on holiday for a week).

I also attached a Pathfinder Swing history, which is a summary of my own live trades with Pathfinder Swing. I started with demo (as you always should do in the beginning, read introduction on first page!), missed some trades and closed some trades manually. So your results will be different. But it should give you a glimpse, that PF Swing is indeed profitable and worth the effort.

My result in 2 Months is 4902€ profit, with a 15k€ credit/deposit and a drawdown of approx. 2000€.
Most of the CFD costs were balanced with dividends from the indices (surprisingly).

Total of 17 users thanked author for this post. Here are last 10 listed.

Bandido, sorosuub, MichiM, Jesús, Brage, Robin, traderfred, ALE, AleX, O-jay8

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03/09/2017 at 3:27 PM #27951

manel

@Pfeiler – Many thanks for giving up your valuable time and organising this, much appreciated. I can confirm that the dropbox folder and the files are accessible. Have tested a couple of the files and they work fine.

P.S – I agree, for me the dividend offset of the financing costs is a nice bonus as well 🙂

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03/09/2017 at 8:07 PM #27977

Pfeiler

@Ale, @David: Thx! With your algos we are “feature-complete”.

@Alex: Can you please upload a screenshot of your algo detail view and/or compare it with the attached detailed view. Low DD is FTW.

I checked Reiners algos and they are a little bit better. He optimized more on drawdown than on high gain.
I do not want to overrule the existing algos, I just choose those for the final package with better numbers, which I will trade, and move others to backup. You decide with which you go live.

NG – better DD: 886€ vs 3296€
PA – better DD: 486€ vs 2320€
PL – better Ratio win/loss: 14,26 vs 5,63
W – better DD: 927€ vs 1870€

Further inspection would need:
Coffee – high DD 2295€ and low gain 104% for DD (cant get Reiners algo working probably .. too high DD)
HG – only 28% gain with DD 1316€ ( I have another image Pathfinder-Swing-Copper-Mar2.jpg with better results but no itf?!)
NIFTY – high DD 3240€
SMI – high DD 2588€ with “only” 151% gain

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03/09/2017 at 8:16 PM #27988

Aloysius

Hi, here is the code for SAF. As 1 Zar=0.071€, the drawdown is about 2200€ and the gain 11000€. Maybe not very interesting.

Aloysius
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