Pathfinder Trading System

• 12/29/2016 at 10:56 AM #19331
  Hakan76

  Hi,

  May be it is a stupid question but let me ask anyway. I have tested your code for DAX-1 euro contract and even for DAX-5 euro and DAX-25 euoro. Number of trades, winratio and performance (shape of equity curve) differs really. How it can be so for the same period? My first feeling was it had been a curve fitting just for DAX-1 euro but I might be wrong.

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  /Hakan

  

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  12/29/2016 at 11:28 AM #19338
  Hakan76

  Hi Reiner,

  I have tested DOW daily V2 and it seems good but I would like to ask a question about performance criterias. Personally I do allways comparare the system with “buy&hold” outcome. In this case buy&hold should give allmost +1900% in DOW daily where the system generates +455% since 1977 (this comparison can be done for each and every year as well to see performance distribution instead of overall comparison but I did not study in deep for moment). According to the overall comparison system is not so good, am I right or what am I missing?

  Regards,

  /Hakan

  

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  12/29/2016 at 4:40 PM #19368
  Aloysius

  @Hakan,

  Considering the gains, in absolute, since 1979, is not very signifiactive, especially for the ancient years: you can see that in 1979 the Dow level was under 2000, instead of near 20 000 today: the variations were not the same as today, a variation of 1% has 10x more impact today; but the system is the same in the backtest, and that is why the equity curve has this hyperbolic form, but in fact the profit factor may be quite similar.

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  12/29/2016 at 8:26 PM #19384
  Reiner

  Hi Hakan76,

  If I understand you right you expect the same backtest results when you are trading with the same account size (10k in your examples) a DAX 1 Euro-, 5 Euro- or 25 Euro contract.

  I think your expectation is wrong. You have to synchronize at least account size and all position sizes with the contract value. I’m also not sure if all contract sizes have the same quotes.

  Pathfinder DAX 4H is of course optimized for a 1 DAX mini contract but curve fitted – I hope not.

  Best, Reiner

   

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  12/29/2016 at 8:42 PM #19387
  Reiner

  Hej Hakan,

  I think Aloysius gave a good answer to your question. I mainly developed the Pathfinder daily versions for the purpose to find out the best saisonal adjustments. I think it’s more realistic to tweak the backtest for a slightly shorter history for instance the last 15-20 years. Maybe I can encourage you to improve the backtests.

  Best, Reiner

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  12/29/2016 at 8:57 PM #19389
  burghy17 (Andrea)

  Hi Reiner,

  Read in the prevoius posts that Pathfinder also works on Bund Market, but i can’t find the corresponding code;

  May I ask you to post the code ?

  Thank you very much for the attention.

  Best whishes for a wonderful 2017, Andrea

   

  

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  12/29/2016 at 9:28 PM #19391
  mamio

  Hello, let's suppose that I wanto to start autotrading and the TS is already in position. Is there a way to syncronize "by hand" the portfolio? Regards, Massimo

  1 2 3 4

  Hello, let's suppose that I wanto to start autotrading and the TS is already in position. Is there a way to syncronize "by hand" the portfolio? Regards, Massimo

  

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  12/30/2016 at 11:33 AM #19410
  Alco

  Hi Guys,

  I have heng seng running on demo. It opened a position (2) on dec 28. Today it opened another position (2). Already up for around 140 pips. Heng Seng profits are amazing but it has still a high drawdown. It would be great if we could optimize the settings to get a lower drawdown. Probably a great index to add in your portfolio.

  My maximum drawdown with heng seng is around €4000. I’m not able to get a lower drawdown. Maybe its a good idea if we make a V6 version for Hang Seng.

  // Pathfinder Trading System based on ProRealTime 10.2 // Breakout system triggered by previous daily, weekly and monthly high/low crossings with smart position management // Version 5 Beta 3 // Instrument: Hang Seng mini 4H, 2:15-16:00 CET, 10 points spread, account size 100.000 HKD // ProOrder code parameter DEFPARAM CUMULATEORDERS = true // cumulate orders if not turned off DEFPARAM PRELOADBARS = 10000 // define intraday trading window ONCE startTime = 22500 ONCE endTime = 170000 // define instrument signalline with help of multiple smoothed averages ONCE periodFirstMA = 5 ONCE periodSecondMA = 10 ONCE periodThirdMA = 8 // define filter parameter ONCE periodLongMA = 380 ONCE periodShortMA = 25 // define position and money management parameter ONCE positionSize = 1 Capital = 10000 Risk = 5 // in % equity = Capital + StrategyProfit maxRisk = round(equity * Risk / 100) ONCE stopLossLong = 3.25 // in % ONCE stopLossShort = 2 // in % ONCE takeProfitLong = 2.25 // in % ONCE takeProfitShort = 2.25 // in % maxPositionSizeLong = MAX(6, abs(round(maxRisk / (close * stopLossLong / 100) / PointValue) * pipsize)) maxPositionSizeShort = MAX(6, abs(round(maxRisk / (close * stopLossShort / 100) / PointValue) * pipsize)) ONCE trailingStartLong = 1.75 // in % ONCE trailingStartShort = 1 // in % ONCE trailingStepLong = 0.2 // in % ONCE trailingStepShort = 0.2 // in % ONCE maxCandlesLongWithProfit = 20 // take long profit latest after 20 candles ONCE maxCandlesShortWithProfit = 13 // take short profit latest after 13 candles ONCE maxCandlesLongWithoutProfit = 25 // limit long loss latest after 25 candles ONCE maxCandlesShortWithoutProfit = 6 // limit short loss latest after 6 candles // define saisonal position multiplier >0 - long / <0 - short / 0 no trade ONCE January = 1 ONCE February = 1 ONCE March = 1 ONCE April = 3 ONCE May = 1 ONCE June = 1 ONCE July = 3 ONCE August = -1 ONCE September = -2 ONCE October = 1 ONCE November = 3 ONCE December = 2 // calculate daily high/low (include sunday values if available) dailyHigh = DHigh(1) dailyLow = DLow(1) // calculate weekly high/low If DayOfWeek < DayOfWeek[1] then weeklyHigh = Highest[BarIndex - lastWeekBarIndex](dailyHigh) lastWeekBarIndex = BarIndex ENDIF // calculate monthly high/low If Month <> Month[1] then monthlyHigh = Highest[BarIndex - lastMonthBarIndex](dailyHigh) monthlyLow = Lowest[BarIndex - lastMonthBarIndex](dailyLow) lastMonthBarIndex = BarIndex ENDIF // calculate instrument signalline with multiple smoothed averages firstMA = WilderAverage[periodFirstMA](close) secondMA = TimeSeriesAverage[periodSecondMA](firstMA) signalline = TimeSeriesAverage[periodThirdMA](secondMA) // save position before trading window is open If Time < startTime then startPositionLong = COUNTOFLONGSHARES startPositionShort = COUNTOFSHORTSHARES EndIF // trade only in defined trading window IF Time >= startTime AND Time <= endTime THEN // set saisonal pattern IF CurrentMonth = 1 THEN saisonalPatternMultiplier = January ELSIF CurrentMonth = 2 THEN saisonalPatternMultiplier = February ELSIF CurrentMonth = 3 THEN saisonalPatternMultiplier = March ELSIF CurrentMonth = 4 THEN saisonalPatternMultiplier = April ELSIF CurrentMonth = 5 THEN saisonalPatternMultiplier = May ELSIF CurrentMonth = 6 THEN saisonalPatternMultiplier = June ELSIF CurrentMonth = 7 THEN saisonalPatternMultiplier = July ELSIF CurrentMonth = 8 THEN saisonalPatternMultiplier = August ELSIF CurrentMonth = 9 THEN saisonalPatternMultiplier = September ELSIF CurrentMonth = 10 THEN saisonalPatternMultiplier = October ELSIF CurrentMonth = 11 THEN saisonalPatternMultiplier = November ELSIF CurrentMonth = 12 THEN saisonalPatternMultiplier = December ENDIF // define trading filters // 1. use fast and slow averages as filter because not every breakout is profitable f1 = close > Average[periodLongMA](close) f2 = close < Average[periodLongMA](close) f3 = close > Average[periodShortMA](close) f4 = signalline < Average[periodshortMA](close) // 2. check if position already reduced in trading window as additonal filter criteria alreadyReducedLongPosition = COUNTOFLONGSHARES < startPositionLong alreadyReducedShortPosition = COUNTOFSHORTSHARES < startPositionShort // long position conditions l1 = signalline CROSSES OVER monthlyHigh l2 = signalline CROSSES OVER weeklyHigh l3 = signalline CROSSES OVER dailyHigh l4 = signalline CROSSES OVER monthlyLow // short position conditions s1 = signalline CROSSES UNDER monthlyHigh s4 = signalline CROSSES UNDER dailyHigh s5 = signalline CROSSES UNDER dailyLow // long entry with order cumulation IF ( (l1 OR l4 OR l2 OR (l3 AND f2) ) AND NOT alreadyReducedLongPosition) THEN // check saisonal booster setup and max position size IF saisonalPatternMultiplier > 0 THEN IF (COUNTOFPOSITION + (positionSize * saisonalPatternMultiplier)) <= maxPositionSizeLong THEN BUY positionSize * saisonalPatternMultiplier CONTRACT AT MARKET ENDIF ELSIF saisonalPatternMultiplier <> 0 THEN IF (COUNTOFPOSITION + positionSize) <= maxPositionSizeLong THEN BUY positionSize CONTRACT AT MARKET ENDIF ENDIF stopLoss = stopLossLong takeProfit = takeProfitLong ENDIF // short entry with order cumulation IF ((s1 AND f3) OR (s5 AND f1) OR (f4 AND (s4 AND f2)) ) AND NOT alreadyReducedShortPosition THEN // check saisonal booster setup and max position size IF saisonalPatternMultiplier < 0 THEN IF (COUNTOFPOSITION + (positionSize * ABS(saisonalPatternMultiplier))) <= maxPositionSizeShort THEN SELLSHORT positionSize * ABS(saisonalPatternMultiplier) CONTRACT AT MARKET ENDIF ELSIF saisonalPatternMultiplier <> 0 THEN IF (COUNTOFPOSITION + positionSize) <= maxPositionSizeLong THEN SELLSHORT positionSize CONTRACT AT MARKET ENDIF ENDIF stopLoss = stopLossShort takeProfit = takeProfitShort ENDIF // stop and profit management IF LONGONMARKET THEN posProfit = (((close - positionprice) * pointvalue) * countofposition) / pipsize ELSIF SHORTONMARKET THEN posProfit = (((positionprice - close) * pointvalue) * countofposition) / pipsize ENDIF m1 = posProfit > 0 AND (BarIndex - TradeIndex) >= maxCandlesLongWithProfit m2 = posProfit > 0 AND (BarIndex - TradeIndex) >= maxCandlesShortWithProfit m3 = posProfit < 0 AND (BarIndex - TradeIndex) >= maxCandlesLongWithoutProfit m4 = posProfit < 0 AND (BarIndex - TradeIndex) >= maxCandlesShortWithoutProfit // take profit after max candles IF LONGONMARKET AND (m1 OR m3) THEN SELL AT MARKET ENDIF IF SHORTONMARKET AND (m2 OR m4) THEN EXITSHORT AT MARKET ENDIF // trailing stop function trailingStartLongInPoints = tradeprice(1) * trailingStartLong / 100 trailingStartShortInPoints = tradeprice(1) * trailingStartShort / 100 trailingStepLongInPoints = tradeprice(1) * trailingStepLong / 100 trailingStepShortInPoints = tradeprice(1) * trailingStepShort / 100 // reset the stoploss value IF NOT ONMARKET THEN newSL = 0 ENDIF // manage long positions IF LONGONMARKET THEN // first move (breakeven) IF newSL = 0 AND close - tradeprice(1) >= trailingStartLongInPoints * pipsize THEN newSL = tradeprice(1) + trailingStepLongInPoints * pipsize ENDIF // next moves IF newSL > 0 AND close - newSL >= trailingStepLongInPoints * pipsize THEN newSL = newSL + trailingStepLongInPoints * pipsize ENDIF ENDIF // manage short positions IF SHORTONMARKET THEN // first move (breakeven) IF newSL = 0 AND tradeprice(1) - close >= trailingStartShortInPoints * pipsize THEN newSL = tradeprice(1) - trailingStepShortInPoints * pipsize ENDIF // next moves IF newSL > 0 AND newSL - close >= trailingStepShortInPoints * pipsize THEN newSL = newSL - trailingStepShortInPoints * pipsize ENDIF ENDIF // stop order to exit the positions IF newSL > 0 THEN SELL AT newSL STOP EXITSHORT AT newSL STOP ENDIF // superordinate stop and take profit SET STOP %LOSS stopLoss SET TARGET %PROFIT takeProfit ENDIF

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  // Pathfinder Trading System based on ProRealTime 10.2 // Breakout system triggered by previous daily, weekly and monthly high/low crossings with smart position management // Version 5 Beta 3 // Instrument: Hang Seng mini 4H, 2:15-16:00 CET, 10 points spread, account size 100.000 HKD   // ProOrder code parameter DEFPARAM CUMULATEORDERS = true  // cumulate orders if not turned off DEFPARAM PRELOADBARS = 10000   // define intraday trading window ONCE startTime = 22500 ONCE endTime = 170000   // define instrument signalline with help of multiple smoothed averages ONCE periodFirstMA = 5 ONCE periodSecondMA = 10 ONCE periodThirdMA = 8   // define filter parameter ONCE periodLongMA = 380 ONCE periodShortMA = 25   // define position and money management parameter ONCE positionSize = 1   Capital = 10000 Risk = 5 // in % equity = Capital + StrategyProfit maxRisk = round(equity * Risk / 100)   ONCE stopLossLong = 3.25 // in % ONCE stopLossShort = 2 // in % ONCE takeProfitLong = 2.25 // in % ONCE takeProfitShort = 2.25 // in %   maxPositionSizeLong = MAX(6, abs(round(maxRisk / (close * stopLossLong / 100) / PointValue) * pipsize)) maxPositionSizeShort = MAX(6, abs(round(maxRisk / (close * stopLossShort / 100) / PointValue) * pipsize))   ONCE trailingStartLong = 1.75 // in % ONCE trailingStartShort = 1 // in % ONCE trailingStepLong = 0.2 // in % ONCE trailingStepShort = 0.2 // in %   ONCE maxCandlesLongWithProfit = 20  // take long profit latest after 20 candles ONCE maxCandlesShortWithProfit = 13  // take short profit latest after 13 candles ONCE maxCandlesLongWithoutProfit = 25  // limit long loss latest after 25 candles ONCE maxCandlesShortWithoutProfit = 6  // limit short loss latest after 6 candles   // define saisonal position multiplier >0 - long / <0 - short / 0 no trade ONCE January = 1 ONCE February = 1 ONCE March = 1 ONCE April = 3 ONCE May = 1 ONCE June = 1 ONCE July = 3 ONCE August = -1 ONCE September = -2 ONCE October = 1 ONCE November = 3 ONCE December = 2   // calculate daily high/low (include sunday values if available) dailyHigh = DHigh(1) dailyLow = DLow(1)   // calculate weekly high/low If DayOfWeek < DayOfWeek[1] then weeklyHigh = Highest[BarIndex - lastWeekBarIndex](dailyHigh) lastWeekBarIndex = BarIndex ENDIF   // calculate monthly high/low If Month <> Month[1] then monthlyHigh = Highest[BarIndex - lastMonthBarIndex](dailyHigh) monthlyLow = Lowest[BarIndex - lastMonthBarIndex](dailyLow) lastMonthBarIndex = BarIndex ENDIF   // calculate instrument signalline with multiple smoothed averages firstMA = WilderAverage[periodFirstMA](close) secondMA = TimeSeriesAverage[periodSecondMA](firstMA) signalline = TimeSeriesAverage[periodThirdMA](secondMA)   // save position before trading window is open If Time < startTime then startPositionLong = COUNTOFLONGSHARES startPositionShort = COUNTOFSHORTSHARES EndIF   // trade only in defined trading window IF Time >= startTime AND Time <= endTime THEN   // set saisonal pattern IF CurrentMonth = 1 THEN saisonalPatternMultiplier = January ELSIF CurrentMonth = 2 THEN saisonalPatternMultiplier = February ELSIF CurrentMonth = 3 THEN saisonalPatternMultiplier = March ELSIF CurrentMonth = 4 THEN saisonalPatternMultiplier = April ELSIF CurrentMonth = 5 THEN saisonalPatternMultiplier = May ELSIF CurrentMonth = 6 THEN saisonalPatternMultiplier = June ELSIF CurrentMonth = 7 THEN saisonalPatternMultiplier = July ELSIF CurrentMonth = 8 THEN saisonalPatternMultiplier = August ELSIF CurrentMonth = 9 THEN saisonalPatternMultiplier = September ELSIF CurrentMonth = 10 THEN saisonalPatternMultiplier = October ELSIF CurrentMonth = 11 THEN saisonalPatternMultiplier = November ELSIF CurrentMonth = 12 THEN saisonalPatternMultiplier = December ENDIF   // define trading filters // 1. use fast and slow averages as filter because not every breakout is profitable f1 = close > Average[periodLongMA](close) f2 = close < Average[periodLongMA](close) f3 = close > Average[periodShortMA](close) f4 = signalline < Average[periodshortMA](close)   // 2. check if position already reduced in trading window as additonal filter criteria alreadyReducedLongPosition = COUNTOFLONGSHARES  < startPositionLong alreadyReducedShortPosition = COUNTOFSHORTSHARES < startPositionShort   // long position conditions l1 = signalline CROSSES OVER monthlyHigh l2 = signalline CROSSES OVER weeklyHigh l3 = signalline CROSSES OVER dailyHigh l4 = signalline CROSSES OVER monthlyLow   // short position conditions s1 = signalline CROSSES UNDER monthlyHigh s4 = signalline CROSSES UNDER dailyHigh s5 = signalline CROSSES UNDER dailyLow   // long entry with order cumulation IF ( (l1 OR l4 OR l2 OR (l3 AND f2) ) AND NOT alreadyReducedLongPosition) THEN   // check saisonal booster setup and max position size IF saisonalPatternMultiplier > 0 THEN IF (COUNTOFPOSITION + (positionSize * saisonalPatternMultiplier)) <= maxPositionSizeLong THEN BUY positionSize * saisonalPatternMultiplier CONTRACT AT MARKET ENDIF ELSIF saisonalPatternMultiplier <> 0 THEN IF (COUNTOFPOSITION + positionSize) <= maxPositionSizeLong THEN BUY positionSize CONTRACT AT MARKET ENDIF ENDIF   stopLoss = stopLossLong takeProfit = takeProfitLong   ENDIF   // short entry with order cumulation IF ((s1 AND f3) OR (s5 AND f1) OR (f4 AND (s4 AND f2)) ) AND NOT alreadyReducedShortPosition THEN   // check saisonal booster setup and max position size IF saisonalPatternMultiplier < 0 THEN IF (COUNTOFPOSITION + (positionSize * ABS(saisonalPatternMultiplier))) <= maxPositionSizeShort THEN SELLSHORT positionSize * ABS(saisonalPatternMultiplier) CONTRACT AT MARKET ENDIF ELSIF saisonalPatternMultiplier <> 0 THEN IF (COUNTOFPOSITION + positionSize) <= maxPositionSizeLong THEN SELLSHORT positionSize CONTRACT AT MARKET ENDIF ENDIF   stopLoss = stopLossShort takeProfit = takeProfitShort   ENDIF   // stop and profit management IF LONGONMARKET THEN posProfit = (((close - positionprice) * pointvalue) * countofposition) / pipsize ELSIF SHORTONMARKET THEN posProfit = (((positionprice - close) * pointvalue) * countofposition) / pipsize ENDIF   m1 = posProfit > 0 AND (BarIndex - TradeIndex) >= maxCandlesLongWithProfit m2 = posProfit > 0 AND (BarIndex - TradeIndex) >= maxCandlesShortWithProfit m3 = posProfit < 0 AND (BarIndex - TradeIndex) >= maxCandlesLongWithoutProfit m4 = posProfit < 0 AND (BarIndex - TradeIndex) >= maxCandlesShortWithoutProfit   // take profit after max candles IF LONGONMARKET AND (m1 OR m3) THEN SELL AT MARKET ENDIF IF SHORTONMARKET AND (m2 OR m4) THEN EXITSHORT AT MARKET ENDIF   // trailing stop function trailingStartLongInPoints = tradeprice(1) * trailingStartLong / 100 trailingStartShortInPoints = tradeprice(1) * trailingStartShort / 100 trailingStepLongInPoints = tradeprice(1) * trailingStepLong / 100 trailingStepShortInPoints = tradeprice(1) * trailingStepShort / 100   // reset the stoploss value IF NOT ONMARKET THEN newSL = 0 ENDIF   // manage long positions IF LONGONMARKET THEN // first move (breakeven) IF newSL = 0 AND close - tradeprice(1) >= trailingStartLongInPoints * pipsize THEN newSL = tradeprice(1) + trailingStepLongInPoints * pipsize ENDIF // next moves IF newSL > 0 AND close - newSL >= trailingStepLongInPoints * pipsize THEN newSL = newSL + trailingStepLongInPoints * pipsize ENDIF ENDIF   // manage short positions IF SHORTONMARKET THEN // first move (breakeven) IF newSL = 0 AND tradeprice(1) - close >= trailingStartShortInPoints * pipsize THEN newSL = tradeprice(1) - trailingStepShortInPoints * pipsize ENDIF // next moves IF newSL > 0 AND newSL - close >= trailingStepShortInPoints * pipsize THEN newSL = newSL - trailingStepShortInPoints * pipsize ENDIF ENDIF   // stop order to exit the positions IF newSL > 0 THEN SELL AT newSL STOP EXITSHORT AT newSL STOP ENDIF   // superordinate stop and take profit SET STOP %LOSS stopLoss SET TARGET %PROFIT takeProfit   ENDIF

   

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  12/30/2016 at 2:09 PM #19433
  MichaelE

  Hi Reiner,

  i get with the DOW 4H V6 a huge drawdown Jan/Feb 2016. It`s different to your backtest. Do you know why?  I used the 24h chart of ig, too. Thanks for your help!!

  Greets

  Michael

   

  

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  12/30/2016 at 2:30 PM #19439
  pranik

  Set PRELOADBARS to 1000 instead of 10000. May depends on which instrument you backtests.

  Wallstreet cash (2 contract) have this problems. Wallstreet cash (1 EUR contract) dont’t.

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  12/30/2016 at 2:47 PM #19441
  MichaelE

  Thanks Pranik,

  now it works. 🙂

  

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  12/31/2016 at 5:22 PM #19508
  MichiM

  Hallo

  I tried to rebuild the SMI according to Reiners taste. More than 80% Profit and less than 25% Drawdown.

  Milk the swiss cow.

  All the best for 2017

  MichiM

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  01/01/2017 at 5:10 PM #19574
  Reiner

  Hi guys,

  With start 2017 I’m going to manage one of my ETF account with a bunch of Pathfinder daily swing robots and for this reason I have opened a new topic for the Pathfinder swing trading system idea here  https://www.prorealcode.com/topic/pathfinder-swing-ts/

  This topic remains for all general Pathfinder questions and especially for the “flagship” DAX 4H. All swing trade related questions please ask in the new topic.

  Best, Reiner

   

   

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  01/03/2017 at 9:57 AM #19668
  wp01

  @Reiner,

  Beest wishes for 2017.

  It seems that DAX4HV6 opened a short yesterday at 13:00 hours @ 11.578,30 (according to BT) but was not pushed as a real trade in IG.

  This is actually the first time this happened with V6. Former trades went well.

  I don’t think i am the only one with this issue. Do you have any idea what went wrong?

  Thanks.

  Best regards,

  Patrick

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  01/03/2017 at 10:17 AM #19672
  Hakan76

  Hi,

  I am not sure if it possible but I feel that it is a litte hard to find different versions of Pathfinder in the forum, anyone have a recommendation about how can I find them easly and recognize old ones versus new?

  Regards.

  /Hakan

  

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