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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04/20/2017 at 6:02 PM #32795

ALE

Yes pfelier.
The project has just started. Until December we will look for the best contract optimizations, then we will have to choose the best performing markets, then evaluate the portfolio together and establish risk management rules. There is still a long way to go. If there are other markets that I can optimize in addition to the MIB, I’m ready.

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04/21/2017 at 12:55 AM #32822

dajvop

NQ A1-2 closed with profit at 5447.7 at 1am.

I am moving this weekend but I’m back in “office” on Monday, and look forward to help out then.

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04/21/2017 at 7:48 AM #32833

Pfeiler

Confirm:

18.04.2017

21.04.2017

auto

US Tech 100 Cash (E1 Contract)

5.397,60

5.447,60

0,93%

100,00 €

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04/22/2017 at 8:03 PM #32981

Pfeiler

I had some time and created algos for all the upcoming instruments. Not so happy with the result, but Rainers Roadmap (attachment on the first page) already predicts a period with low gains.

Please have a look in the dropbox .. maybe you can find some better numbers and improve them! 🙂

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04/24/2017 at 8:10 AM #33119

Pfeiler

Japan algo closed with a nice profit:

A1	04.04.2017	24.04.2017	D1	auto	Japan 225 Kassa (1$ Mini Kontrakt)	1	18.991,80	18.945,20	-0,25%	-42,95 €
A1	10.04.2017	24.04.2017	D1	auto	Japan 225 Kassa (1$ Mini Kontrakt)	1	18.778,90	18.945,20	0,89%	152,33 €
A2	17.04.2017	24.04.2017	D1	auto	Japan 225 Kassa (1$ Mini Kontrakt)	1	18.307,20	18.945,20	3,48%	584,41 €

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04/24/2017 at 9:37 AM #33132

Pfeiler

@Patrick: Cudos for staying in the market last week and not get cold feet like I did. You earn every cent by sticking with your algos .. must be a small fortune (4k+?)
Please remind me of this post, next time when I think I can do better than our forged algos and their reliable statistics.

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04/24/2017 at 10:19 AM #33151

wp01

Hi Pfeiler,

I’ve closed a couple of positions last week. The CAC when the result was more or less zero and i had manual one position Nikkei (not your three). I also closed that last week with a small

positive result. This night i closed manual the OMX (+ € 1.733,56). The FTSE closed automaticly this night at 01.00 o’clock (loss € 690,80). I have still have the DOW. These are still open

and came from a potential loss of € 1.475,10 to a potential profit at this moment of € 780,00. But i also have the future may wheat (loss € 285,00), cacao (loss € 310).

So, i’m happy with the results right now but i could not ride it all out. I also found the risks too high. Without Macron winning in France we could have been in a very different situation.

The +4K is not there yet, but could possibly be. The beginning of april started also good.

It is difficult to stay stable and keep quiet when losses piling up. Unfortunately i have seen it too many times last years. Maybe i’m more used to it. Everybody situation is different and everybody

should make choices what feels right with his situation. I’m affraid it will never be easy.

I’ve also thought about your positions last night. I know you should not look back but the mind does unfortunately. It is inevitable.

But i think David has done a much better job. He runs everything and waits until everything closes.

Take it away David:-)

Regards,

Patrick

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04/24/2017 at 11:28 AM #33159

O-jay8

@Pfeiler, thanks again for your effort and the new algos in the dropbox.

I tried some as well and here are my results.

For Sugar your Algo shows almost similar results.

Nifty, I am always alert if we have just a limited amount of data available because the sample is not very reliable.

That is the fact for Coffee arabica as well, as you have only 11 trades, so i would prefer my algo with more trades.

I tried Cacoa as well but your algo is definately better.

Best regards

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04/24/2017 at 11:38 AM #33167

dajvop

@Pfeiler

@Patrick

Yes, I didn’t close anything manually, but I was very tempted! I have never been down that much until now, but this week it seems to be time for payback.

I have only had time to try out Cacao, but couldn’t improve it.

Best regards, David

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04/24/2017 at 5:22 PM #33210

ALE

mib may2

Ale

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04/24/2017 at 6:08 PM #33228

Pfeiler

Thanks ojay, but unfortunately I cant’t trade DFB instruments.
So, for KC and SB we have various min. sizes (see comparison).

I have put em in backup and labeled them with DFB.

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04/24/2017 at 6:14 PM #33229

Pfeiler

Thanks Ale for MIB.
MIB is actually not on the roadmap for this period, but I have added it anyway, since the numbers look ok.
But I am not sure if I am trading it (RW = 6,36).

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04/25/2017 at 6:49 AM #33272

Pfeiler

Platin opened a position:

25.04.2017

auto

Platin ($10 Mini)

966,10

And MIB and SMI closed with an awesome profit (+1842€):

A1	06.04.2017	25.04.2017	D1	auto	Italien 40 Kassa (1EUR Mini Kontrakt)	1	20.155,90	20.700,70	2,70%	544,80 €
A1	11.04.2017	25.04.2017	D1	auto	Schweiz Blue Chip Kassa (2CHF Mini Kontrakt)	3	8.611,70	8.718,50	1,24%	590,37 €
A1	13.04.2017	25.04.2017	D1	auto	Italien 40 Kassa (1EUR Mini Kontrakt)	1	19.993,80	20.700,70	3,54%	706,90 €

First MIB position was in the market for 19! days, but the results show, it is worth waiting.
But this cost me a lot of nerves. (<- pretty sure you can’t say that in english, german guys know what I mean 🙂 )

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04/25/2017 at 8:06 AM #33280

dajvop

@Pfeiler

Now I have tried to improve all your algos without success 🙂

Best regards, David

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04/25/2017 at 8:18 PM #33397

traderfred

Hi,

I’m a little bit lost 🙂

is there remaining algos to improve for the coming month?

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