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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08/31/2017 at 1:15 PM #45035

wp01

Oskar,

If you want to add some algo’s for september maybe attached overview helps you to decide.

The best are on the top, the lower you go, the worse the results. Maybe i missed a few. RB and C from today i can remember.

I’m only running a few this time myself.

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ozz87

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08/31/2017 at 1:48 PM #45039

ozz87

wp01: Thanks! I have the mail off, but it worked last time I tried it but was some time ago.

The list helps! I think I’ll be running Crude, STXE, OMX and BUND for sep1. If I add something more it’s AG, but I’m probably already in too much…

One question: I thought accumulation meant the system buys/sells more positions. But if I change the system for Crude to Maxposition=1 I still get the same results, and if I turn it off I get alot worse? I only want 1 position for this system.

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08/31/2017 at 2:13 PM #45043

wp01

I guess you mean Crude the Brent (LCO)? Because the US Crude (CL) has no accumulation.

Yes accumulation means it buys or sells more positions.

It is when following lines are on 1:

1

2

ONCE accumulationModeLong = 0 // 0 – off, 1 – on

ONCE accumulationModeShort = 0 // 0 – off, 1 – on

When an algo is optimized with accumulation on 1, you can not turn it off to get fewer trades. You have to optimize it again with the “mode” on 0.

I use the accumulationmode on 1 when the results are low without using it. Try to pump it up a bit with the mode on 1.

I do not know why you get the same results when the maximum position is 1. I haven’t checked that.

My guess is that when i copied it from Aug2 to Sept1 i didn’t adjust it to zero.

You can always try to optimize it again with 1 position of course or try the VS Crude (CL)

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08/31/2017 at 2:21 PM #45044

ozz87

wp01: Ok, because if I use acc on and maxposition 1 I still get the same good result, which is strange, since the system can only have 1 position up.

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08/31/2017 at 2:27 PM #45046

wp01

Maybe there is no effect in this instrument. Last period it also didn’t accumulate as i can remember.

If you have any doubts i suggest you take an other instrument.

I actually have had enough BT’s for today…:-)

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08/31/2017 at 2:54 PM #45050

ozz87

wp01: Ok. I tried quick myself. Only getting 4 trades with acc off, changing it makes it bad. Maybe i’ll run AG instead… 😉 Don’t really want to use acc with my capital.

Understandable 🙂

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wp01

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08/31/2017 at 4:39 PM #45060

dajvop

If anybody ran RB for Aug2, I hope you didn’t double the pos size like I did…

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09/01/2017 at 6:47 AM #45095

wp01

No i did not trade it. I tried it a couple of months ago but it is really a high roller. The result went really fast the wrong way.

According to the BT the result of RBAug2 is -/-€4.757 after a minus of nearly € 8.600. That is bad. I hope you have a lot of positive

positions to compensate that.

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09/01/2017 at 7:03 AM #45096

dajvop

Yes, the month started very good, but RB took about half my profits. Or the hurricane really.

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09/01/2017 at 7:10 AM #45097

wp01

I ended up in a loss in the last week. Actually it was the whole month kind of not going well.

Since you have a profit over the month it seems that it is an advantage to run everything instead of part of the codes.

Do you keep track of all the positions individually or do you have an overall result? And do you also trade next to the algo’s?

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09/01/2017 at 7:18 AM #45098

dajvop

I keep track week-by-week of each separate algo.

Apart from Pathfinder swing algos I am also running most of (but not all) Pathfinder 4h and sector algos.

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wp01

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09/01/2017 at 7:30 AM #45100

wp01

And it doesn’t freak you out when especially these DD from these sectors are all in a loss?

Because you must facing huge provisional losses in your porto with so many algo’s.

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09/01/2017 at 7:38 AM #45101

dajvop

Yes, the DD puts a lid on my mood rough days. This week it was down -20.000 € a while. But there is no profit without drawdown. The French election and now Hurricane Harvey showed that the algos work even when the market is in turmoil.

Yes, one faces huge losses if all algos would fail at the same time, but I consider that likelihood small.

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09/01/2017 at 7:44 AM #45102

wp01

Oh, i thought it was only my mood that was down when positions are going the wrong direction.

But respect that you can ride it out. I’m not willing to take that risk at this moment. I will see what it brings me in the future.

I activated this one yesterday:

https://www.prorealcode.com/topic/breakout-brent-crudeoil-copy-pasteadjusted/page/4/

Maybe you saw this already earlier. If you find it petty cash 🙂 you can always take the normal instead of the mini…

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09/01/2017 at 8:01 AM #45103

dajvop

No such thing as petty cash 🙂

Many small creeks become a river as we say in Swedish.

My problem now is that I am at the limit of max algos to run. PRT only allows 100 and today I am at 97. This will go down as August closes, but will reach the limit again next period. So far I don’t have to pick which algos to run, but I need to close those that has not opened yet a day early to be able to activate the new ones.

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Pathfinder swing TS

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