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 5:54 PM #20572

flowsen123

Soybeans (Jan2-Feb2) – pretty good performing since ca. 2000

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01/10/2017 at 5:55 PM #20576

Mark

Im going to retry FTSE now and post it

Mark
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01/10/2017 at 6:01 PM #20577

Mark

Im still a little unsure how to use this information in live trading…

run all the algos live?

Run all in demo and enter live market manually?

pick 1 or 2 each month or all of them?

Its a bit of a mind masher

Mark
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01/10/2017 at 6:05 PM #20578

Reiner

Jesús, great job as well. I wonder if you have seen that F1 also could be profitable. I added F2 and make some small changes and your you are right the last years were profitabel. In my opinion only a B rating.

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01/10/2017 at 6:21 PM #20581

Mark

Heres the FTSE Jan2 to check…

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01/10/2017 at 6:27 PM #20586

Reiner

Mark, we’ll rate every setup and only the best come into the hall of fame. I know guys who use the robots for life trading with IG cfds and other use the algos in demo and buy ETFs.

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01/10/2017 at 6:35 PM #20588

Brage

Hi guys

Great work and a nice spirit.

I can also help if I understand the process correctly. Made an attempt on OMX for JAN2 and for JAN2-MAY1. Please give me some feedback if I’m on track:)

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01/10/2017 at 7:39 PM #20593

Alco

Guys, keep in mind we probably have a higher spread if we trade automatic cfd’s with indices. For example, I look at the dax and almost every position is opened at 01:00. So we have a 5 pip spread.

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01/10/2017 at 8:10 PM #20595

Mark

Heres the result for HG Copper for Feb1, looks good, can someone check?

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01/10/2017 at 8:34 PM #20599

Pfeiler

Nikkei / Japan 225 / Jan2

My contribution to the Hall of SHAME:
Only 9.5% profit, only 6 Trades and a drawdown that melts all profits.
It had a lucky hit in 1995, that made a huge profit, but from 1996 it did not generate any money.
Anyhow Nikkei should be a nice instrument to trade, because it is changing a lot. Maybe in a later period.

Don’t trade it in JAN2, we will loose money with it.

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01/10/2017 at 8:42 PM #20604

MichiM

So next step is match better.

SMI just from Nov 1 – Dez 2.

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01/10/2017 at 8:53 PM #20609

Elsborgtrading

Pathfinder-OMX-JAN2-Swing based on template V2.

I decided to optimize for every period so there would be a baseline for comparison. I know that the heatmap displays from Jan2-May1- for now it is Jan2. dd%i aprox 26% but numbers of trades are only 9 since 1997 which means that there is not a trade signal every year. This makes it questionable if there is sufficient data to make a rating or even fit for optimizing within the pathfinder system . But based on the numbers I would say it’s B, and because of the small numbers of trades I find it to be rated a C- not tradeable in jan2.

The account is 20000 because it in SEK and there is a 20 sek/point. that’s like 2 Euro/point- so I changed it for comparison to euros.

Edit: it should actually be a 95000 SEK account- I see this now- This make the profit very limmit. Still not tradeable

Cheers Kasper

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01/10/2017 at 9:10 PM #20614

MichiM

@ Reiner Silver is still running

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01/10/2017 at 9:42 PM #20616

Elsborgtrading

Pathfinder-GOLD-mar1-Swing based on template V2.

Gold swing trade for jan2 is not profitable. Next green heat map is Mar 1, but profit is very limited, however it has some nice statistics dd18% and all other qualifies for pathfinder system. However I trade 3 positions in comparison to heat map where it’s optimized for 1. I could not find any reason to use only 1 position in season Mar 1.

Because of the poor gain I would rate it a C.

Cheers Kasper

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01/10/2017 at 11:17 PM #20620

Jesús

Hi guys,

The Pathfinder Daily V2 in wheat (Chicago and Paris) is not profitable in J2 considering the few historical data that load PRT, since May 13, 2014 there are only three trades.

Reiner, on your roadmap says that the backtest in wheat starts in 2011, but to me, extending the historical maximum, I only load from May 2014. In London wheat if there is data from 2011, but the mini contract are 20 pounds and, moreover, only performs three trades.

In both cases the profit is very low, so I consider that it is not profitable the wheat in J2.

Regards

Jesus

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