Pathfinder Trading System

• 12/12/2016 at 12:24 PM #18316
  dajvop

  @mbaker15

  You need to subtract an hour since Germany is UTC+1.

  Correct would be 080000-200000.

   

  Regards, David

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  dajvop

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  12/12/2016 at 1:06 PM #18323
  Reiner

  Hi guys,

  many new posts over the weekend and some new followers – welcome.

  Pathfinder DAX 4H did a great job and traded like a pro. The behavior of the system is exceptionally good and to be honest I would never had expected that. Pathfinder did the breakout perfectly and made over 700 pips! with 3 contracts :-). I hope everyone understand now how important it is to cumulate and boost high quality signals and give the system enough room for pyramiding.

  The system behavior in the long sideway range from 10.Nov until last week is also impressive. Pathfinder waiting very patiently for the right signals and then enters bravly. Many other algos would had lost money in the sideway range.

  Please don’t think we have found the holy grail. It’s just a simple ruleset with a certain likely to make money. Don’t expect to much the next drawdown phase will some.

  best, Reiner

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  Reiner

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  12/12/2016 at 1:18 PM #18332
  Alco

  I just received a signal for the dow 4h v6b2 long and short.

  Both systems opened a position at 19787.9

  
  @Reiner

  Great to hear the system works better than expected! I’m probably start trading live with the system in januari next year! Thanks again 🙂

  

  Alco

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  12/12/2016 at 1:31 PM #18335
  MichiM

  @ Alco

  I confirm that the “Dow 4h V6B2 short” is long in the market and also CAC 4h V5B2 and Oil.

  @ Reiner great job 🙂

  

  MichiM

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  12/12/2016 at 1:55 PM #18336
  Michael

  Hi Friends of the Pathfinder System,

  especially thanks to Reiner, the Dax Configuration 4H  is  also well performing for the CFD South Afrika 40 Kassa Index (2 ZAR Mini Contract)

  

  Michael

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  12/12/2016 at 2:30 PM #18338
  MichiM

  @Michael

  8tung auf Spread der liegt bei ca. 20 Punkten.

  

  MichiM

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  12/12/2016 at 3:02 PM #18339
  Reiner

  Alco, Petrus, Mark,

  regarding your questions about V6, V6B2 and Also’s idea. As I mentioned in the V6 release note I keep an eye on drawdown in this version. Here are so many people with different account sizes and I want to have a default version that is tradable for everyone. This mean that V6 is less agressive and focused on a low drawdown (but guys the result is always awesome).

  The whole Pathfinder framework is open and transparent and everyone can customize the system to their personal risk. Check the saisonal multiplier and try to find something that fit to your account size.

  @Alco: As I mentioned the code that I provide to you is a “sunny wheather” version because I optimized all 48 variables. I don’t want to judge your idea in the way bad or good but I thing that the code should be also clean that everybody can understand and follow the system. If you want to trade your idea feel free to clone Pathfinder and replace the saisonal multiplier calculation with your idea.

  best, Reiner

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  Reiner

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  12/12/2016 at 4:21 PM #18355
  Reiner

  Hi Kasper,

  that is a good question. Automatic money management isn’t well integrated in Pathfinder or in other words it’s room for improvement :-). I know we talked about this topic several times. Average position size over the last 6 years was around 5-6 contracts and in peak we had only 3 times trading maximal 15 contracts. Most of the guys here trade the system without dynamic position sizing. I integrated the well known formular more in a sense to play around. Let me know if you have a good approach.

  Cheers, Reiner

  

  Reiner

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  12/12/2016 at 4:34 PM #18356
  Reiner

  Hi guys,

  I’m very impressed about the spirit here in the forum and the way you support each other.

  Thanks to all of your support and contributions. Keep it up :-).

  best, Reiner

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  Reiner

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  12/12/2016 at 4:51 PM #18362
  Nicolas

  @Reiner
  Sorry if it has been already discussed, but why do not securing profit of the whole basket @breakeven when you stack new order on the same trend (while pyramiding)? Of course it may results of cutting some profit but it may reduce a lot drawdown too. Just my 2 cents on your “new ideas needed” previous post. We have already done something almost similar in the cfta’s topic, it would need some adaptation though.

  

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  12/12/2016 at 7:01 PM #18380
  Joachim Nilsson

  Reiner! Big thanks to you! You´re a very smart man!

  Have you thought of changing it to work on lets say 15min och 5min? The priceaction on dax for those timeframes are really great. Maybe then you could do more trades and keep the dd smaller? Eh what do I know, you´re the expert! 😀

  

  Joachim Nilsson

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  12/12/2016 at 7:04 PM #18381
  sylvess

  @Choo Jen-Sin

  Set your PRT to “Display all data in this time zone: UTC+08:00 Singapore time and change the code as I have given earlier. If done correctly, Pathfinder would have open a short trade at about 11189 earlier as confirmed by Alco. Mine did open this trade, and also the trade on 6 Dec.

  

  sylvess

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  12/12/2016 at 7:54 PM #18389
  Elsborgtrading

  Hi Reiner.

  Okay so dynamic position sizing is due to accumulate orders=true, so no actually MM is present. It should be fairly easy to implement however the one at this forums is not working, and I don’t know why. It never opens op any trade if I implement it.

  Then we have Grizzly‘s MM code. 3 strike in a row I believe he calls it. It works, however I think it’s a bit risky to add positions before an actually gain- but it works very well in the backtest.

  Then there is the slave way- not beautiful code in any way but it’s working. I also did not test how much one actually risk with either one of the MM strategies. I can see Pathfinder v6 risk 5% i general- which I believe is perhaps a bit high for my risk profile- however with the pathfinder results both in backtest and live demo trading I think i’m willing to risk 5% 😀 We just need to make sure we’re not raising the risk with any MM strategy.

  //=====================================MONEY MGT Grizzly way============================================= MaxPositionA = 250 Ratio=1 Equity = (Strategyprofit+100000) Risk = min(round(Ratio*Equity/100000)*1,MaxPositionA) Losses = positionperf(1)<0 and positionperf(2)<0 and positionperf(3)<0 streak = positionperf(1)>0 and positionperf(2)>0 and positionperf(3)>0 Streak2= positionperf(1)>0 and positionperf(2)>0 and positionperf(3)>0 and positionperf(4)>0 if losses then PositionSize = max(abs(round(max(3+risk-2,risk-2))),2) elsif not losses then PositionSize = max(abs(round(max(3+risk,risk))),2) endif if streak then PositionSize = max(abs(round(max(5+risk,risk))),2) endif if streak2 then PositionSize = max(abs(round(max(7+risk,risk))),2) Endif //=====================================the slave way- feel free to add more detailed steps ONCE positionSize = 1 reinvest =1 if reinvest then if equity<>10000 then positionSize=1 if equity >20000 then positionSize=2 if equity >30000 then positionSize=3 if equity >40000 then positionSize=4 if equity >50000 then positionSize=5 if equity >60000 then positionSize=6 if equity >70000 then positionSize=7 if equity >80000 then positionSize=8 if equity >90000 then positionSize=9 if equity >100000 then positionSize=10 if equity >200000 then positionSize=20 if equity >300000 then positionSize=30 if equity >400000 then positionSize=40 if equity >500000 then positionSize=50 if equity >600000 then positionSize=60 if equity >700000 then positionSize=70 if equity >800000 then positionSize=80 if equity >900000 then positionSize=90 if equity >1000000 then positionSize=100 endif endif endif endif endif endif endif endif endif endif endif endif endif endif endif endif endif endif endif else positionSize=1 Endif

  1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 29 30 31 32 33 34 35 36 37 38 39 40 41 42 43 44 45 46 47 48 49 50 51 52 53 54 55 56 57 58 59 60 61 62 63 64 65 66 67 68 69 70 71 72 73 74 75 76 77 78 79 80 81 82 83 84 85 86 87 88 89 90

  //=====================================MONEY MGT Grizzly way============================================= MaxPositionA = 250 Ratio=1 Equity = (Strategyprofit+100000) Risk = min(round(Ratio*Equity/100000)*1,MaxPositionA)   Losses = positionperf(1)<0 and positionperf(2)<0 and positionperf(3)<0 streak = positionperf(1)>0 and positionperf(2)>0 and positionperf(3)>0 Streak2= positionperf(1)>0 and positionperf(2)>0 and positionperf(3)>0 and positionperf(4)>0   if losses then PositionSize  = max(abs(round(max(3+risk-2,risk-2))),2) elsif not losses then PositionSize  = max(abs(round(max(3+risk,risk))),2) endif   if streak then PositionSize  = max(abs(round(max(5+risk,risk))),2) endif   if streak2 then PositionSize  = max(abs(round(max(7+risk,risk))),2) Endif       //=====================================the slave way- feel free to add more detailed steps ONCE positionSize = 1 reinvest =1 if reinvest then if equity<>10000 then positionSize=1 if equity >20000 then positionSize=2 if equity >30000 then positionSize=3 if equity >40000 then positionSize=4 if equity >50000 then positionSize=5 if equity >60000 then positionSize=6 if equity >70000 then positionSize=7 if equity >80000 then positionSize=8 if equity >90000 then positionSize=9 if equity >100000 then positionSize=10 if equity >200000 then positionSize=20 if equity >300000 then positionSize=30 if equity >400000 then positionSize=40 if equity >500000 then positionSize=50 if equity >600000 then positionSize=60 if equity >700000 then positionSize=70 if equity >800000 then positionSize=80 if equity >900000 then positionSize=90 if equity >1000000 then positionSize=100 endif endif endif endif endif endif endif endif endif endif endif endif endif endif endif endif endif endif endif else positionSize=1 Endif

   

  

  Elsborgtrading

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  12/12/2016 at 8:04 PM #18393
  Elsborgtrading

  Also can anyone confirm that Pathfinder DAX v6 opened op at short @11188.3? it’s not showing up in the backtest here @20:00

  Cheers Kasper

  

  Elsborgtrading

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  12/12/2016 at 8:17 PM #18398
  MichiM

  Hi Kasper

  I can confirm a short position will open @ 11189.3 on Dax V6.

  Cheers

  Michi

  

  MichiM

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