Pathfinder Trading System

• 01/17/2017 at 3:22 PM #21471
  Pere

  @Mark, perhaps you are running a version lower tan V6. I’m running the V6, and do not have, like Alco, any trade since 9th of January (closed on 11th).

  

  Pere

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  01/17/2017 at 3:59 PM #21475
  Reiner

  Hi guys,

  some of you asked me for a parameter setup for large account size (100k) for the Pathfinder DAX 4H V6.

  I strictly recommend to start in life trading with a smaller account size such as 10k. The backtest looks very promising but the project status is still experimental and when you followed the topic discussions there are still some open points such as differences between backtest und life trading results.

  In my opinion a good approach for a 100k account would be to trade the DAX mini 5Euro contract instead of DAX mini 1Euro. Enclosed is a version for an 100k account and DAX mini 5Euro. I can’t recommend to trade Pathfinder with a full DAX 25Euro future.

  Best, Reiner

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  dajvop

  

  Reiner

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  01/17/2017 at 4:00 PM #21479
  MichiM

  Hi

  I see this right that tomorrow the soybeans could go long?

  Michi

  

  MichiM

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  01/17/2017 at 5:09 PM #21488
  MichiM

  For information:

  CAC 40 4h V5B2 is short in live trading.

  Michi

  

  MichiM

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  01/17/2017 at 6:55 PM #21494
  ALE

  Hello REINER hello GUYS

  Good news.. TRAILING STOP OF PATHFINDER WORKS WELL

  I’m testing a modified version of pathfinder since 6.12.2016, I’ve call it Pathfinder DAX 4H V5B2_EASY.  it is not the best like V6, so you can continue to use v6 version, but I want to tell you that this morning it had closed a short position by tailing stop!..
  Please check the attached picture, and the code above  to check the short position of january=1 and the triling stop of v6!!

   

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  sorosuub, Midlanddave, jamesgodfrey80, wp01, Robin, flowsen123, Reiner

  

  ALE

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  01/17/2017 at 7:43 PM #21507
  Alco

  Looking good ALE!

  

  Alco

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  01/17/2017 at 10:29 PM #21516
  Jimbob

  FTSE 4Hr (Long) closed today at 7238.7 for a loss.

  FTSE 4Hr short opened shortly after at 7239.2 and currently running.

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  traderfred

  

  Jimbob

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  01/18/2017 at 12:39 PM #21551
  traderfred

  Hello

  I have same trades in live account for FTSE (Long and then short)

  But if I run the backtest, there is only the short one..The long (with the loss..) is not there..

  

  traderfred

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  01/18/2017 at 1:26 PM #21557
  Alco

  I had a problem yesterday with FTSE v5b2 version.

  It gave a lot of rejected orders. It gave an error -> The minimum order size was 2 for ftse. The orders where rejected at 17:00. System was automatically stopped.

  So I thought the multiplier was 1 for this period. But when I looked back at the code it has 2 or >.

  This was the code I was using.

  //------------------------------------------------------------------------- // Main code : Pathfinder FTSE 4H V5B2 //------------------------------------------------------------------------- // 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 2 // Instrument: FTSE mini 4H, 9-22 CET, 2 points spread, account size 10.000 Euro // ProOrder code parameter DEFPARAM CUMULATEORDERS = true // cumulate orders if not turned off DEFPARAM PRELOADBARS = 10000 // define intraday trading window ONCE startTime = 90000 ONCE endTime = 210000 // define instrument signalline with help of multiple smoothed averages ONCE periodFirstMA = 5 ONCE periodSecondMA = 10 ONCE periodThirdMA = 7 // define filter parameter ONCE periodLongMA = 230 ONCE periodShortMA = 10 // define position and money management parameter ONCE positionSize = 1 Capital = 10000 Risk = 5 // in % equity = Capital + StrategyProfit maxRisk = round(equity * Risk / 100) ONCE stopLossLong = 4 // in % ONCE stopLossShort = 2.75 // in % ONCE takeProfitLong = 3 // in % ONCE takeProfitShort = 2 // in % maxPositionSizeLong = MAX(15, abs(round(maxRisk / (close * stopLossLong / 100) / PointValue) * pipsize)) maxPositionSizeShort = MAX(5, abs(round(maxRisk / (close * stopLossShort / 100) / PointValue) * pipsize)) ONCE trailingStartLong = 1.75 // in % ONCE trailingStartShort = 0.75 // in % ONCE trailingStepLong = 0.2 // in % ONCE trailingStepShort = 0.3 // in % ONCE maxCandlesLongWithProfit = 40 // take long profit latest after 40 candles ONCE maxCandlesShortWithProfit = 30 // take short profit latest after 30 candles ONCE maxCandlesLongWithoutProfit = 40 // limit long loss latest after 40 candles 30 ONCE maxCandlesShortWithoutProfit = 9 // limit short loss latest after 9 candles // define saisonal position multiplier >0 - long / <0 - short / 0 no trade ONCE January = 3 ONCE February = 3 ONCE March = 2 ONCE April = 2 ONCE May = 2 ONCE June = 2 ONCE July = 2 ONCE August = 3 ONCE September = -2 ONCE October = 2 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) // 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 s2 = 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 without order cumulation IF ( (s1 AND f3) OR (s2 AND f1) ) 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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  //------------------------------------------------------------------------- // Main code : Pathfinder FTSE 4H V5B2 //------------------------------------------------------------------------- // 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 2 // Instrument: FTSE mini 4H, 9-22 CET, 2 points spread, account size 10.000 Euro   // ProOrder code parameter DEFPARAM CUMULATEORDERS = true  // cumulate orders if not turned off DEFPARAM PRELOADBARS = 10000   // define intraday trading window ONCE startTime = 90000 ONCE endTime = 210000   // define instrument signalline with help of multiple smoothed averages ONCE periodFirstMA = 5 ONCE periodSecondMA = 10 ONCE periodThirdMA = 7   // define filter parameter ONCE periodLongMA = 230 ONCE periodShortMA = 10   // define position and money management parameter ONCE positionSize = 1   Capital = 10000 Risk = 5 // in % equity = Capital + StrategyProfit maxRisk = round(equity * Risk / 100)   ONCE stopLossLong = 4 // in % ONCE stopLossShort = 2.75 // in % ONCE takeProfitLong = 3 // in % ONCE takeProfitShort = 2 // in %   maxPositionSizeLong = MAX(15, abs(round(maxRisk / (close * stopLossLong / 100) / PointValue) * pipsize)) maxPositionSizeShort = MAX(5, abs(round(maxRisk / (close * stopLossShort / 100) / PointValue) * pipsize))   ONCE trailingStartLong = 1.75 // in % ONCE trailingStartShort = 0.75 // in % ONCE trailingStepLong = 0.2 // in % ONCE trailingStepShort = 0.3 // in %   ONCE maxCandlesLongWithProfit = 40  // take long profit latest after 40 candles ONCE maxCandlesShortWithProfit = 30  // take short profit latest after 30 candles ONCE maxCandlesLongWithoutProfit = 40  // limit long loss latest after 40 candles 30 ONCE maxCandlesShortWithoutProfit = 9  // limit short loss latest after 9 candles   // define saisonal position multiplier >0 - long / <0 - short / 0 no trade ONCE January = 3 ONCE February = 3 ONCE March = 2 ONCE April = 2 ONCE May = 2 ONCE June = 2 ONCE July = 2 ONCE August = 3 ONCE September = -2 ONCE October = 2 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)   // 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 s2 = 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 without order cumulation IF ( (s1 AND f3) OR (s2 AND f1) ) 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

  Could someone explain why it stopped?

  Thanks,

  Alco

  

  Alco

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  01/18/2017 at 2:30 PM #21575
  mamio

  @Alco

  Use FTSE 100 CASH (-). Don’t use GBL_EUR. It worked for me.

  

  mamio

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  01/18/2017 at 2:47 PM #21577
  Alco

  @mamio

  i used ftse 100 cash €1 mini. So that shouldnt be the problem.

  

  Alco

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  01/18/2017 at 3:32 PM #21580
  wp01

  @Alco.

  I see in your screen at pending orders: 4. Are these related to the FTSE 100?

  Because it looks like it had conflicting orders.

  In this link from PRT you can read when it is automaticly stopped.

  https://tc.md.it-finance.com/IGIndex/conditions_of_execution_of_automatic_trading_systems.phtml?appletkey=0f4645986f0939c64351deb312e24d41707f01cf1289bab993e6d909593396a4&locale=en_GB

  The minimum size is 1 for this contract, so that can not be the problem.

   

  

  wp01

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  01/18/2017 at 3:52 PM #21584
  Alco

  @wp

  No those 4 pending orders are not related to ftse.

  (dutch) Wel raar, wanneer ik de muis op het driehoekje houd staat er dat er minimaal 2 contracten nodig zijn voor deze markt…. Heel vreemd.

  

  Alco

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  01/18/2017 at 4:01 PM #21590
  wp01

  @Alco

  The quickest way how i check what the minimum contractsize is i go in IG tradingplatform to that CFD, i click on it and create an order or ticket and than you see in under “grootte” (also Dutch :-))

  the minimum contracts. I tried to find it on the website from IG, unfortunate without luck.

  When you click all the FTSE 100 you see that they all show one contract. But i see your screen. So that’s weird……

  

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  01/18/2017 at 4:11 PM #21591
  wp01

  @Alco

  But on the picture you show i can not read the last line, but it shows something like canceled 2 @ 7.545 at the same time.

  So it does look like something is conflicting.

  

  wp01

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