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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03/28/2017 at 10:55 AM #30100

Mat_CH

confirm and also +3 Switzerland Blue Chip Cash more…total +6…

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maleknf, dajvop

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03/28/2017 at 2:31 PM #30157

O-jay8

@ Dajvop,

Your algo for Gold relates still to March2

But the Dow looks very promising.

Kind regards

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dajvop

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03/28/2017 at 3:07 PM #30164

dajvop

@O-jay8

Yes, I seem to have uploaded the wrong one.

Doesn’t matter though, couldn’t get April1 above 67% win rate.

Best regards, David

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03/28/2017 at 5:38 PM #30172

Pfeiler

Here is GOLD … not awesome, but worth a shot.

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03/29/2017 at 12:42 AM #30187

dajvop

Coffee was rejected for me due to contract minimum size wasn’t met in the code (1.5 contracts).

I am running the system on Coffee Arabica 1€ mini.

Anyone else?

Best regards, David

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Pfeiler

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03/29/2017 at 7:19 AM #30190

maleknf

Morning,

I got filled on the coffee trade.

Regards

Malek

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03/29/2017 at 7:21 AM #30191

dajvop

@maleknf

I want to open it manually. Where are your stop and limit?

Best regards, David

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03/29/2017 at 9:13 AM #30195

Potto

Morning to all.

Coffee was rejected to me also for the same problem.

Maybe we have to chenge something in the Strategy.

@Maleknf

How did you setup the strategy to start correctly?

Regards,

Potto.

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03/29/2017 at 6:14 PM #30230

Pfeiler

I checked the min.size values of our instruments (see attachment) and had to redo the COCOA algo.
I also do not have a 1EUR mini for CAC (I have it in PRT, but not in IG), so I redid it with a 2EUR mini,

I have uploaded a new package “Pathfinder Swing 04 APR1 v03.zip” with the latest changes (CAC, COCOA, GOLD, MIB).

Thanks everyone for testing our algos and your feedback! 🙂

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wp01, dajvop, ALE

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03/30/2017 at 3:15 PM #30362

Jimbob

Hello – I’m just looking at the EU stocks algo for April. Could I confirm that this line is correct?

maxPositionSizeLong = MAX(0, abs(round(maxRisk / (close * stopLossLong / 100) / PointValue) * pipsize))

I just thought the value couldn’t be ‘0’ but I imagine I’m misunderstanding it.

Many Thanks

J.

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03/30/2017 at 3:21 PM #30366

Jimbob

…again with regards to the EU Stocks algo if I run the backtest then I get the same results as the screenshot in the .zip. If I change the position size from 1 to 2 then I get very different results which isn’t what I was expecting. Both screenshots are attached.

Apologies if this is something obvious that I have misunderstood. Perhaps it isn’t as simple as just changing the position size but the minimum trade size on IG in the UK is £2.

Thinking about it, perhaps this is something to do with the multiplier?

Many Thanks

J.

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03/31/2017 at 12:31 AM #30429

dajvop

@Jimbob

That was my mistake when I adjusted the algo for M2A1. I used a template with 0 and forgot to change it.

Set it to 1 to get the same result.

Best regards, David

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Jimbob

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03/31/2017 at 6:56 AM #30437

Pfeiler

US 500 sold this morning with a profit:

M2 24.03.2017 31.03.2017

D1

auto

US 500 Kassa (1E Kontrakt) 12 2.347,00 2.368,50 0,92% 258,00 €

M2 28.03.2017 31.03.2017

D1

auto

US 500 Kassa (1E Kontrakt) 12 2.344,20 2.368,50 1,04% 291,60 €

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dajvop

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03/31/2017 at 7:46 AM #30438

maleknf

Morning All,

Platinum and AEX got rejected this morning, anyone else?

Reason is (This market is only available for closing deals) do not know what that even means.

Regards

Malek

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03/31/2017 at 8:18 AM #30444

traderfred

Hi,

No rejected order this morning for me.

And no open order with the backtest at the moment.

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