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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05/15/2017 at 8:41 AM #35538

Pfeiler

NY Sugar closed at 09:30:

M1 05.05.2017 15.05.2017

D1

auto

NY Zucker Nr. 11 (EUR1 Kontrakt) 7 1.545,00 1.559,80 0,96% 103,60 €

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05/15/2017 at 12:23 PM #35579

Mat_CH

For the open positions +1.5 Coffee Arabica (1EUR) and -1 Hong Kong HS50 Cash (10 HKD) anyone could tell me what are tha limits and stops?

Thanks

Mat

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05/15/2017 at 8:48 PM #35634

dajvop

@Mat_CH

I am not running either, but for KC the stop is at -8.5 % and limit +5.5 % and for HS it is -5.5 % and +2 %.

Best regards, David

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05/16/2017 at 7:26 AM #35661

Pfeiler

Gold closed with a loss:

APR-2

28.04.2017 16.05.2017

D1

auto

Spot Gold (E1 Contract) 10 1.264,50 1.231,10 -2,64% -334,00 €

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05/16/2017 at 7:28 AM #35662

Mat_CH

I confirm gold closed with loss

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Pfeiler

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05/16/2017 at 5:08 PM #35727

O-jay8

@ Pfeiler, As you mentioned, you cant trade the algos created for spread betting (DFB). Can you not just take the respective parameters and insert them in an new algo?
The results should be the same if I am not mistaken or is there another problem?

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05/16/2017 at 5:29 PM #35730

Pfeiler

Good advice! I did a quick check with the smallest AEX instrument I could choose, but even by changing the positionSize from 20 to 1, I couldn’t reproduce the numbers as they are with a DFB.
Since AEX shows only a small performance in MAY-2 on the roadmap, I haven’t invested more time in it.

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05/17/2017 at 10:10 AM #35796

O-jay8

IF longonmarket and (s1 AND f1) THEN SELL AT MARKET ENDIF

1
2
3

IF longonmarket and (s1 AND f1) THEN
SELL AT MARKET
ENDIF

Hi Guys,

As for the new version from Reiner. First of all a big thanks again for Reiners great and generous contribution once again.

But, if you deactivate the accumulation mode, the results for Long trades are not the same compared to the previous version.

Mainly due to the missing condition that the algo should exit long when a short condition is met.
best regards

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dajvop

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05/17/2017 at 10:37 AM #35803

dajvop

The results are not the same even so.

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05/17/2017 at 10:44 AM #35805

O-jay8

I know, that is strange. Do you have a clue why?
For long trades, are you using the new version or do you stick to the old one, which we used for a while now?

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05/17/2017 at 10:53 AM #35806

dajvop

I found a difference that makes a difference:

V1: currentDayOfTheMonth = Day

V2: currentDayOfTheMonth = Date – ((CurrentYear * 10000) + CurrentMonth * 100)

I have been toying around with V2 on old versions, but since I had different results and usually higher drawdowns I have so far stuck to V1 for long trades.

Best regards, David

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05/17/2017 at 2:23 PM #35844

dajvop

My take on DAX June1 with V2:

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05/18/2017 at 1:36 PM #35988

O-jay8

I tried some short algos for Coffee and Platinium for Jun1

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05/18/2017 at 2:36 PM #35994

wp01

@O-jay8.

Just a question: a German flag and you live in England? Because these are for spreadbetting (DFB).

If you load it in non-DFB commodities it gives much higher DD.

Thanks.

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05/18/2017 at 3:09 PM #35998

O-jay8

@WP01

correct I live in England that is why DFB is more favourable because of tax reasons.

Best regards

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Pathfinder swing TS

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