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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05/04/2017 at 3:15 PM #34526

O-jay8

I tried AEX for May2 as well and had this result.

Winning trade percentage is a bit higher then the previouly posted Algo from Patrick.

Best regards

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05/04/2017 at 6:25 PM #34568

Despair

How are you guys handling the overnight fees when holding positions several days? Or do you use the forward contracts? For the dax this would mean the 5 euro contract but this has much higher spread than CFD.

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05/05/2017 at 8:18 AM #34593

wp01

@Despair,

The normal mini contracts are used for the algo’s of Pathfinder. A picture of the used commodity/indice is also included in the Dropbox.

I think you mean with forward contracts the future contracts?

All trades stay for multiple days/weeks in porto and IG charges overnight fees for long and short posities on daily basis. There is no difference in charges if it is

a normal mini or a future contract. Depending on the amount of algo’s you have running it can be a substantial amount of money every month.

The calculation can be found on the IG website.

These fees are not included in the code and as far as i know it is also not possible to include this. You only have the option “€” per order or a percentage of the order.

There should be an option of a percentage of the outstanding day’s to have a more realistic BT.

Patrick

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05/05/2017 at 8:44 AM #34599

Mat_CH

New position opened +7 NY Sugar No. 11 (EUR1) at 1545

Mat

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05/07/2017 at 4:26 PM #34765

dajvop

I tried the new PF v2 on PA for May2 and got a good result:

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05/07/2017 at 5:21 PM #34773

Pfeiler

Thanks guys, I have updated the dropbox and the comparison sheet. Very good to have a look for other instruments too.
I moved the CC algo with a DFB instrument to backup, because I cant trade it.

I really like the new template, especially the maxprofit parameter, which can bring the trades closer to MFE (Maximum Favorable Excursion).
Tried it with short algos , but definitly will continue with long algos (have a better feeling with optimiziation for long trades).

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05/07/2017 at 8:48 PM #34784

dajvop

I saw that Copper seemed to have a short seasonality in the second half of May, so I gave it a go:

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05/08/2017 at 6:16 PM #34846

Pfeiler

I have added China H-Shares algo. Only few trades, but good numbers.
But still Reiners HS50 short algo definitly performs better than this one.
So I guess I will got short for asia, since both together are contradictive.

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05/08/2017 at 6:47 PM #34850

Pfeiler

According to the seasonal charts, Wheat performs very bad in May2. So here comes a short algo for Wheat in MAY2.
http://www.seasonalcharts.com/classics_weizen.html
Again, only few trades, but every one is a winner.

I also found a bug (or feature) with the new template. Right now, you couldn’t get short with more than one contract.
I don’t think we need a saftey feature like that, so I corrected this line to have more short contracts than one:

SELLSHORT positionSize * ABS(saisonalPatternMultiplier) CONTRACT AT MARKET // NEW CALCULATION HERE

1

SELLSHORT positionSize * ABS(saisonalPatternMultiplier) CONTRACT AT MARKET // NEW CALCULATION HERE

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05/08/2017 at 9:20 PM #34867

dajvop

Corn short.

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05/12/2017 at 8:43 AM #35280

Nico24

HS50 M12J2 swing v2 open 1 short position 1200.3. Do you have the same ?

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05/12/2017 at 8:44 AM #35281

Nico24

25100,3

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05/12/2017 at 8:45 AM #35282

Pfeiler

Confirm:

M1 12.05.2017

D1

auto

Hong Kong HS50 Cash (HKD10) -1 25.100,30

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Nico24

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05/12/2017 at 8:47 AM #35283

dajvop

Yup. Confirm.

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Nico24

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05/12/2017 at 8:48 AM #35284

dajvop

Also DOW long x 1 at 1am.

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