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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01/10/2017 at 2:08 PM #20479

Reiner

Hi Flo,

good job your bots are well balanced. I recommend to sum up the potential profitable setup in J2 and F1 to make life easier. We can reduce the drawdown when we also reduce the J2 position size but this fine tuning. I’ve attached my version based on your work.

Best, Reiner

Reiner
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01/10/2017 at 2:30 PM #20488

Reiner

Hi Pfeiler,

Good job. I didn’t find a really good version and the setup seems to be not very promising. I agree Bund isn’t our favourite.

Best, Reiner

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Pfeiler

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01/10/2017 at 2:40 PM #20489

ALE

Hello,

ALE
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01/10/2017 at 2:55 PM #20498

Reiner

Patrick, you made my day. Perfekt job with US500. I couldn’t make it better. I’ll add your version to the hall of fame (first post).

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wp01

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01/10/2017 at 3:17 PM #20509

traderfred

Hello,

Here is the result for CAC

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01/10/2017 at 3:18 PM #20513

Reiner

Patrick, AEX is also perfect and I will add your work to the Hall of Fame in Febrary.

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wp01

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01/10/2017 at 3:21 PM #20516

Alco

Reiner as requested. The Nasdaq J2F1 version.

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01/10/2017 at 3:28 PM #20521

Alco

Sorry wrong file! This is the good one.

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wp01

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01/10/2017 at 3:39 PM #20524

Alco

Sugar is not great..

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wp01

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01/10/2017 at 3:47 PM #20528

flowsen123

Hello Reiner,

I have an updated version fpr Dax Jan2-Feb1. It took some “convincing” to get this result, so I would rate it with B.

Flo

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01/10/2017 at 4:01 PM #20535

Reiner

Ale, also great job with platinium. I recognize that you have understood the dependency between position size and drawdown. Ignoring Jan2 is a good approach because it’s not a promising setup. I made some small changes and will add the version to the Hall of fame.

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ALE

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01/10/2017 at 4:03 PM #20538

Jesús

Hi guys,

I hope I understood Reiner’s instructions well. I have taken the template and adjusted the value for the second half of January according to the DOW Daily Pathfinder roadmap (value 2).

I have adjusted for the backtest the values corresponding to: PeriodThirdMA, PeriodLongMA, StopLossLong, TakeProfitLong, MaxCandlesLongWithProfit and MaxCandlesLongWithoutProfit.

The result of the Pathfinder_DOW_Daily_Jan2_V2 gives a total of 13 operations since January 2, 1970, 10 positive and 3 negative (76.92%), total earnings 3023.60 euros and total losses 189.80 euros. The drawndawn that gives the backtest is a bit higher than 25%, but the actual loss is very low.
PeriodThirdMA: 7
PeriodLongMA: 70
StopLossLong: 9
TakeProfitLong: 3
MaxCandlesLongWithProfit: 7
MaxCandlesLongWithoutProfit: 15

But if the backtest only takes into account the last 10 years, adjusting the PeriodLongMA to 10 and the MaxCandlesLongWithProfit to 15, the result is much better. Total earnings 3,564.40 euros (81.82%), eleven positions, nin

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01/10/2017 at 4:35 PM #20547

Reiner

traderfred, also great job. You have considered J2 and F2 that is also a possible way and I let it as it is. I made some small changes. One thing was the take profit limit to make it more realistic for the automatic traders. I added it already to hall of fame.

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01/10/2017 at 5:42 PM #20563

Reiner

Alco, also agreat job with Nasdaq. Your robot is really excellent. I wonder if you have seen that F2 is also promising. I add F2 to your robot and made some small adjustments. When it happens it’s a monster setup with almost 100% profitable trades.

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Alco

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01/10/2017 at 5:44 PM #20568

MichiM

Hi

No place for me in the Hall of fame…..the drawdown in SMI is to high. Don’t forget that the SMI mini is CHF 2.00/point. Optimized from October to December

Silver does not produce a useful result.

Maybe Reiner hase an idea.

All the best.

MichiM

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Pathfinder swing TS

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