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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04/14/2017 at 9:31 AM #32019

dajvop

I just noticed that minimum on CT is 20 contracts. Or is my system need of a restart?

Edit: nevermind, a restart fixed it.

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04/14/2017 at 9:35 AM #32020

wp01

You have to take the NewYork Cotton 1 EUR contract David.

That is minimum of 2,5 contracts.

As attached.

Patrick

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dajvop

wp01

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04/14/2017 at 9:41 AM #32023

dajvop

CC A1-2 algo only has trades for April1 in the code. April2 is set to 0.

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04/14/2017 at 10:09 AM #32024

dajvop

Tried April2 with CC, but win ratio is only 62 %.

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Pfeiler

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04/14/2017 at 12:03 PM #32030

Pfeiler

In backup are just old screenshots of DOW and GOLD.

I rearranged the dropbox ZIP files to folders. It is easier for me synchronize and better for you, too see which algos have changed (by sorting via “last change”).
You can still download a whole package by clicking on the options field of the folder (see screenshot -> “Herunterladen”).

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dajvop

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04/17/2017 at 7:38 AM #32265

Pfeiler

Unfortunately losses are piling up, but we start the new period with a nice profit:

05.04.2017

17.04.2017

auto

Sojabohnen (EUR1 Kontrakt)

943,00

964,00

2,23%

420,00 €

And two new openings:

A2	17.04.2017		D1	auto	Japan 225 Kassa (1$ Mini Kontrakt)	1	18.307,20
A2	17.04.2017		D1	auto	Frankreich 40 (2EUR)	1	5.055,20

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Henrik,

wp01

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04/18/2017 at 7:47 AM #32378

Pfeiler

US 500 sold with a small loss:

06.04.2017

18.04.2017

auto

US 500 Kassa (1E Kontrakt)

2.350,00

2.348,10

-0,08%

-28,50 €

And Nasdaq openend:

18.04.2017

auto

US Tech 100 Cash (E1 Contract)

5.397,60

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dajvop

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04/18/2017 at 8:16 AM #32379

wp01

Morning Pfeiler,

The DOW apr2 also took a postion.

See attachment.

Patrick

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04/18/2017 at 7:21 PM #32505

Pfeiler

I closed some positions manually because of the massive losses that amounted today. Its just too much risk for me to be in the market with so much underlying.
I wanted to get rid especially of FTSE und CAC because I think this will get worse. But generally, I am a good contra indicator.

period	date buy	date sell	timeframe	trigger open/close	instrument	size	buy	sell	perf in %	gain / loss
M2	24.03.2017	18.04.2017	D1	auto/manually	FTSE 100 Kassa (1E Kontrakt)	2	7.335,30	7.132,90	-2,76%	-404,80 €
A1	04.04.2017	18.04.2017	D1	auto/manually	FTSE 100 Kassa (1E Kontrakt)	3	7.307,90	7.132,90	-2,39%	-525,00 €
A1	04.04.2017	18.04.2017	D1	auto/manually	FTSE 100 Kassa (1E Kontrakt)	3	7.307,90	7.125,10	-2,50%	-548,40 €
A1	06.04.2017	18.04.2017	D1	auto/manually	Schweden 30 Kassa	3	1.547,55	1.553,05	0,36%	170,94 €
A1	06.04.2017	18.04.2017	D1	auto/manually	US 500 Kassa (1E Kontrakt)	15	2.350,00	2.348,10	-0,08%	-28,50 €
A1	13.04.2017	18.04.2017	D1	auto/manually	Frankreich 40 (2EUR)	2	5.096,70	4.977,30	-2,34%	-477,60 €
A2	17.04.2017	18.04.2017	D1	auto/manually	Frankreich 40 (2EUR)	1	5.055,20	4.977,30	-1,54%	-155,80 €

This means 1969€ loss. Bad day for PF Swing. 🙁
I give those algos also a pause until next period.

@Patrick: DOW didn’t trigger for me, because I got an error that my chosen instrument could not be traded in my market. There is a better one indeed. My mistake.

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04/18/2017 at 7:41 PM #32509

wp01

Thanks Pfiler.

You should be happy the DOW did not trigger today..:-)

I haven’t closed anything. Certainly a bad day for PF swing. And that with the knowledge that yesterday evening the overall position was positive.

The hardest thing for me is when positions show a huge profit, see it slip away and even see it go negative. For example the OMX lost already €1K of its profit.

The FTSE showed a nice profit last week around €500,00 and now it shows a loss around €1K.

I’m using PF because it works better for me than when i trade without it. It is clear: when you’re a good trader you do not need an algo at all.

At this moments it is easy to fall in old habits and that is just what i do not want. I keep the faith and think that it works in the long run.

Just some thoughts because i know a lot of people downloaded the codes, post nothing on this forum and run these algo’s and having a hard time

right now because of the preliminary results at this moment.

Patrick

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maleknf,

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wp01

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04/18/2017 at 8:00 PM #32510

Eric

probably a bumpy ride ahead with the french election in focus

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04/19/2017 at 1:02 PM #32585

Mat_CH

Yesterday, i have close also some positions manually, i have touch -5.500 of loss and it is to much for me.

Today is better for now but tomorrow….

Now i have:

Japan 225

France 40

Italy 40

FTSE

Wall street

We will see…

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04/19/2017 at 2:37 PM #32613

GraHal

If anybody would like to log Trades (central data source to help with queries etc) then feel free, link below.

Anybody can edit, you don’t need a login or your own google drive.

https://docs.google.com/spreadsheets/d/1s7bZYr0s5Cnoxc18LA16S92amxz4zPvIkAzblHlPlp4/edit?usp=sharing

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04/20/2017 at 1:20 PM #32754

Pfeiler

New York Kakao algo closed the position:

12.04.2017

20.04.2017

auto

New York Kakao (EUR1 Kontrakt)

1.973,00

1.794,00

-9,07%

-537,00 €

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dajvop

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04/20/2017 at 5:38 PM #32792

Pfeiler

The market demanded some of our hard earned profits back. Tough thing, but I want em back! 🙂
A good reason to start early for period MAY1 and create good algos, to enhance our chances, that those lost profits find their way back.

I hope you guys are still onboard and help out.
These instruments need some care .. see attachment or link here .

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traderfred,

wp01

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