Pathfinder Trading System

Reiner · Thu, 22 Sep 2016 19:00:38 +0000

Hi guys, this topic is for all discussions related to the Pathfinder trading system strategies. The system based on four components that work perfectly together. signalline – instrument trend line based on two smoothed averages (Wilder and Time Series) breakout levels – previous daily, weekly and monthly high/lows in combination with fast and slow averages as filters because not every breakout is profitable saisonal behavior – position size will be boost with a multiplier for each month depending on the historical seasonal behavior smart money and position management – grid orders, maximal position size monitoring, superordinate stop loss/take profit, trailing stop and maximum holding periods are used mechanisms The Pathfinder breakout logic works well for many instruments with 24 hour quotes such as DAX, DOW, FTSE, Hang Seng, NIKKEI in 4 hours timeframe. All versions are optimized for an 10k Euro account. 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 guarantee 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 is my private and fully transparent algorithmic trading project exclusively implemented for ProRealTime 10.3. 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. Please find below the last released Pathfinder trading system versions for suitable instruments. Dropbox Link: https://www.dropbox.com/sh/xyymvk6gscxbfbe/AABaOs9_ZExILA18HxKW9kdqa Best, Reiner 04.02.2018 Updated dropbox with new algos V7-FEB-2018 with automatic scaling for ASX, DAX, DOW, FTSE, GOLD, HS, NIKKEI, SAF and STXE (#post-61450) 08.01.2017 Checkout the results from 2017 (#post-56978) || introducing new PF algo category DAX-1H-V8 (#post-57005) || new algos in dropbox DAX-V7-2018 (#post-57521), DOW-V7-2018 (#post-57524) and HS-V7-2018 (#post-57528) 02.08.2017 Updated dropbox with new algos FTSE-V7 and Nikkei-V7 (#post-42223), ASX-V7 (#post-42249) and STXE-V7 (#post-42332) 31.07.2017 Updated dropbox with new algos DAX-V7-2, DOW-V7-2 and HS-V7-2 (#post-41811) 18.07.2017 Release V7 containing error fixes, improvements and new features for DAX-V7 (#post-40798) and DOW-V7 (#post-40880)

This topic has 1,834 replies, 139 voices, and was last updated 1 year ago by CFD AutoTrading.

Tagged: Pathfinder

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10/14/2016 at 7:50 PM #14922

Cosmic1

I agree not my favourite.

Cosmic1
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10/17/2016 at 2:39 AM #14991

dajvop

One thing to remember regarding HangSeng is that the time is always UTC+8, no daylight saving time.

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10/17/2016 at 10:46 AM #15002

Reiner

flowsen123 asked what is the best way to adjust Pathfinder variables for new instruments. I already explained this inquiry a little bit here. Most important variables are periodThirdMA, periodLongMA and periodShortMA. Optimize this three variables with the aim to find a balanced system. I never look for the most profitable setup. Select values if possible where drawdown is under 20% and number of profitable trades are over 70%. Play around with the stop, profit and maxCandle variables they have quite often the same values.

Reiner
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10/17/2016 at 2:17 PM #15034

wp01

Dear Reiner,

Can you please show us the code you use for the DOW and the FTSE? Since all the changes you made in V5.2 for the DAX

I can not figure out all optimezed variables.

Thanks in advance for your help.

Kind regards,

Patrick

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10/17/2016 at 5:25 PM #15048

Brage

Hi Reiner!

Great and interesting work so far and thanks for sharing. Have tried to optimize the three variables the way you have described earlier for the Sweden30Cash and tried different stoplosses, see attached file. Compared to your version with DAX it has a bad gain/loss ratio and a very large drawdown for example. Any ideas on how I can work on it to make it better and get an equity curve that looks more like yours on DAX ?

Thanks!

Brage
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10/17/2016 at 5:26 PM #15049

Brage

Sorry, forgot the attached file

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10/17/2016 at 8:13 PM #15066

Reiner

Hi Brage,

in my experience are instruments with low absolute values such as S&P or the OMX not well suited for Pathfinder. Please find attached a quick OMX test, it’s solid with a fantastic low drawdown (<10%) but with low return as well.

DAX is still my favourite and so far the only underlying I’m currently trading in real mode but FTSE, DOW and Hang Seng looks good as well.

regards

Reiner

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Brage

Reiner
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10/17/2016 at 10:08 PM #15074

Brage

Thanks a lot Reiner!

Looks better than what I managed to get. Especially the low drawdown. If I want to continue testing from your result, what parameter settings did you use? Did some optimizing on a shorter time period (this year) and got better results but I asume that is curvefitting. What’s your opinion on time period for optimizing?

Thanks!

Brage
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10/18/2016 at 8:08 AM #15085

miguel33

Ciao Reiner,

you have the chance to make your code even for MT4?

grazie.

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10/18/2016 at 8:53 AM #15086

Reiner

Salve Miguel,

I’m don’t using MT so far and have no plans to migrate Pathfinder to other platforms. A guy called Wisko is currently working on a MT version of Pathfinder.

@Wisko: How is the status of your Pathfinder MT migration?

My main broker is actually Interactive Brokers. I had the hope that PRT offers an IB ProOrder interface as well. As long this isn’t the case I’m using IG as signal source, my IG account send me a mail when a trade is opened/closed to my Apple push mail adress and then I make the trade manaully on my IB account – do not laugh, I know it’s not perfect but it’s ok for Pathfinders trade frequency.

Tanti saluti

Reiner

Reiner
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10/18/2016 at 8:57 AM #15088

miguel33

ok NP Reiner .thanks. I have friends who work with MT and wanted to try pathfinder.

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10/18/2016 at 9:20 AM #15092

wp01

Reiner,

PRT offers a IB interface as well.

https://trading.prorealtime.com/nl/brokerage/futures-forex-trading

When you open an account, you can activate live trading and then you choose for futures of CFD. If you choose CFD you work with IG, if you choose for futures you work with

IB. The only problem is that Pathfinder is coded for CFD (24hrs a day) and it does not give you the same results when you implement it in PRT 10.3. I can not find out why it gives other results.

It is weird because in futures you can also trade between 08.00 and 22.00 hrs. and that is exactly the same time Pathfinder checks the candles in IG.

With enough trades per month your platform will be free of charge eventually.

regards,

Patrick

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10/18/2016 at 9:33 AM #15094

Reiner

Hi Patrik,

Thanks for this information. I know that PRT has already an PRT interface but to my knowledge there isn’t an IB ProOrder modul in place. May be I’m not up to date – do you use IB with ProOrder?

Thanks, Reiner

Reiner
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10/18/2016 at 9:49 AM #15097

wp01

Hi Reiner,

As far as i know you can trade within the graphics of PRT and your trade will be forwarded (executed) via Interactive Brokers.

When your system is in place you can activate it in ProOrder and everything works automaticly.

When i take a look at the German site you can only activate it via IG and i do not see the IB version.

So, there seems to be a difference in the German site and the Dutch site.

https://trading.prorealtime.com/de/brokerage/futures-forex-aktien-trading

For now i’m only using ProOrder for IG because you can also choose for mini’s. It depends how it developes if i also choose the

IB version. Since this year IB also has mini-DAX futures with multiplier 5 instead of the normal 25.

Patrick

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Reiner

wp01
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10/18/2016 at 11:38 AM #15100

wp01

Reiner,

Attached the results if you load Pathfinder 5.2 in PRT 10.3 with DAX futures.

As you see the profitfactor is just 1,77 with a little bit of drawdown…:-)

Do you have an idea why the outcome is so different from the 5.2 CFD version?

Thanks.

Patrick

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