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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06/23/2017 at 7:55 AM #38836

dajvop

Happy midsummer everybody!

My take on Silver and ASX for first half of July:

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parvus, wp01

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06/23/2017 at 8:06 AM #38841

dajvop

And Bund and Corn, both with accumulation. Corn July -17 closes on June 29 and the new one hasn’t come up yet as far as I can tell.

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wp01

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06/23/2017 at 8:07 AM #38846

wp01

Someone had a vacation i guess……:-)

Here my ASX.

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dajvop

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06/23/2017 at 8:10 AM #38849

dajvop

Well, parental leave sort of 🙂

Much better drawdown on your ASX.

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06/23/2017 at 8:14 AM #38850

dajvop

And Cacao and China H, also both with accumulation:

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wp01

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06/23/2017 at 8:14 AM #38855

wp01

Nice, congrats.

Attached China and Nifty for July1.

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dajvop

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06/23/2017 at 8:23 AM #38860

dajvop

Thank you!

Copper and Hang Seng:

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wp01

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06/23/2017 at 9:13 AM #38865

wp01

I also did the HS:

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dajvop

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06/23/2017 at 10:07 AM #38874

Despair

You guys always post strategies that take say 25 trades in 20-35 years. What is the purpose of that? Of course it looks nice with 8X% winning trades and so on but this test are not statistically significant by any mean. I can hardly imagine that the results in real trading would be similar to your tests. Besides pretty boring with a strategy that only takes 1-2 trades per year.

Or maybe I’m all wrong and miss the point here. In this case I’d be thankful to be enlightened. 🙂

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06/23/2017 at 12:46 PM #38893

dajvop

@Despair

The swing systems are designed to take a position according to seasonality.

Some years the conditions are not met and no position is taken.

You are more than welcome to contribute your experience and thoughts to help out.

Best regards, David

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wp01

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06/23/2017 at 12:48 PM #38896

dajvop

Nikkei and OMX:

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wp01

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06/23/2017 at 10:01 PM #38930

wp01

My OMX is a bit more conservative.

I’ve noticed David that i’m not really convinced that the line “once maxProfit …..” works well.

For example in your version you have two trades exceeds the 25.000 SEK, but according to the line “once maxProfit”

the maximum should be 25.000 SEK. Maybe when the signal is triggered it will be closed next day? But i think, since this example

has a 24 hours trading, it should be exact 25.000 SEK in my opinion.

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06/23/2017 at 10:32 PM #38933

wp01

IBEX 2EUR contract.

In PRT you’ll also find the 1 EURO contract. This one is not available in IG.

After contacting them they informed me that they will also not add it in IG in the future.

The smallest contract will 2 EURO for the IBEX.

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06/23/2017 at 10:44 PM #38937

wp01

HG Copper.

Your BT is five years longer.

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dajvop

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06/24/2017 at 8:10 AM #38941

dajvop

@Patrick

Yes, I have also thought about that. Maxprofit is exceeded in many different systems.

I have checked a few systems and it seems as it closes the day after the maxprofit is reached.

Regarding your Copper, I changed the spread to 30, but it is still very good 🙂

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