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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03/19/2017 at 7:31 PM #29081

Pfeiler

Sorry for the confusion with Natural Gas instrument.
IG removed the “Natural Gas 1 EUR” which our algo was optimized to. But PRT offered a “Natural Gas 2,50 Mini MAY-17” which we do not have in IG Markets. *sigh*

So I just checked the “Natural Gas 2,50 Mini APR-17” which we have in PRT and in IG, but the numbers are not so good (see attachment).
I have a max DD of 1929,50$ which, for me, is too much, so I will cancel the NG algo for this period.

I really hope to see it back in APRIL1, if we can use a NG derivate that is more reliable.

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Nicolas

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03/19/2017 at 10:11 PM #29099

Pfeiler

@David, Maleknf:
About the remark of the EU Stocks 50 Cash (STFX, STXE) .. I see a worse result when I change the maxPos value from 0 to 15.
I see that the value 0 does not really support the maxPos calculation, but with the better result with 0 than 15 I think it should stay as it is?
Do you guys object?

see attachment:
left with 15, right (original) with 0

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03/20/2017 at 3:49 AM #29109

dajvop

@Pfeiler

With maxposition set to 1 you get the same result as 0.

Best regards, David

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03/20/2017 at 9:08 AM #29113

Pfeiler

Here a small recap of what has happened for me in March so far.

Gold really was a big hit on the budget. With 20 contracts definitly a too high risk for this period.
As you can see in the roadmap, M1 is a weak period and what we have seen confirms it.

Haven’t had a deal in March2 so far, since NG didn’t trigger for me.

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AleX, winnie37

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03/20/2017 at 9:12 AM #29117

dajvop

We’ll see how Wheat fairs…

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03/20/2017 at 10:48 AM #29141

Alco

Hi Pfeiler,

I don’t see IG has removed NG 1€ mini. Still available for me. Don’t know if more people have the same problem?

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03/20/2017 at 11:14 AM #29147

dajvop

I still have NG 1€ in IG and PRT, though you buy 2.5 contracts.

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03/20/2017 at 11:34 AM #29149

Pfeiler

@Alco: And backtest also look s good again. Thanks for the hint.

I just started the original algo “Pathfinder-NG M2A1 swing V2.itf” for trading with “Erdgas (EUR1 Kontrakt)”.

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AleX, Alco, maleknf

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03/20/2017 at 11:43 AM #29152

maleknf

@pfeiler,

Thanks for the information regarding the NG Algo. I do not seem to find the original one, so can you please share the code to update my ProOrder

Regards

Malek

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03/20/2017 at 11:51 AM #29153

Pfeiler

@maleknf: you can find it in the package “Pathfinder Swing 03 MAR2 v02.ZIP” via DropBox link (first page)

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maleknf

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03/20/2017 at 12:02 PM #29154

wp01

@Pfeiler, alco,

That is just the issue. The BT you show is for 1 EUR contract and the minimum to buy is 2.5 contract. If you adjust the positionsize to 2.5 the BT doesn’t look as good

anymore. You posted it also just before your holiday.

Patrick

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03/20/2017 at 12:11 PM #29156

Pfeiler

@wp01: Argh .. yes, now I remember. Thanks for reminding.
We had this in this post already: https://www.prorealcode.com/topic/pathfinder-swing-ts/page/45/#post-28202

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wp01

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03/21/2017 at 7:49 PM #29349

Pfeiler

Next period APRIL1 looks very promising for Pathfinder Swing. I have updated the roadmap on the first page and as you can see, the indexes have their strongest performance in the year.

Luckily most of the algos have already be done in MARCH2, so we just need these for APRIL1:

Commodities
Natural Gas – Soybean – Cocoa – Gold

Indexes
CAC – NASDAQ – BUND (FGBL) – MIB – NIKKEI

I will look at these as soon as possible, but I hope you guys can help out. 🙂

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03/21/2017 at 8:22 PM #29356

Pfeiler

Starting with the algo for BUND. Gain is quite low for 879€ DD.
I am pretty sure other algos will perform better.

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03/22/2017 at 1:26 PM #29443

traderfred

Hi, I will make CAC before the end of the week.

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