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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09/16/2017 at 7:19 AM #46333

wp01

You’ve been busy Oskar. Thanks for your postings.

Regards,

wp01

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09/16/2017 at 11:08 AM #46346

ozz87

wp01: Yes, my job is basically to look at monitors, alot of spare time 🙂 Will take a look at commodities tonight.

ozz87

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09/16/2017 at 11:24 AM #46348

wp01

I was already wondering what you do up all night. Now i understand.

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ozz87

wp01

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09/16/2017 at 6:14 PM #46357

ozz87

HG long

AU long

Pretty good results for being red on the roadmap

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wp01

ozz87

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09/16/2017 at 9:27 PM #46367

ozz87

SB long – Strangely many contracts on this one…..?

PL long

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wp01

ozz87

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09/16/2017 at 10:09 PM #46373

ozz87

CC long

C long – few trades

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09/17/2017 at 1:07 AM #46378

ozz87

Drawdown for CC in my last post: 606 EU. PRT bug…

Soy long- high dd

KC long – high dd

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09/17/2017 at 1:39 AM #46383

ozz87

NG long – high DD

Got bad results or to few trades on CL, W, CT and PA.

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09/17/2017 at 10:41 AM #46392

Reiner

Hey guys,

Hope you’re all well. I’ve seen that this thread is still very active. Unfortunately to create every 2 weeks all the robots is a lot of and sometimes annoying work. An alternative approach could be to build yearly robots based on the current Pathfinder swing template. Here is an example for Palladium.

Best, Reiner

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09/17/2017 at 2:41 PM #46411

ozz87

Reiner: Very interesting 🙂 It would of course save alot of work. But will it be as good? Since all the parameters are optimized for only 2 weeks instead of several years?

It would be nice with a code including all optimizations for each period in the same code, but I don’t know if that’s even possible.

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09/17/2017 at 5:09 PM #46418

Reiner

Hi Oscar,

It’s possible to combine all shorterm versions in one robot. Enclosed is a sample for soybean 1 Euro mini.

Best, Reiner

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09/17/2017 at 5:27 PM #46422

Despair

Hi Reiner,

Don’t you do any OOS-Testing with your systems? All your systems seem to be optimized over the whole data (and produce in this way of course a great looking equity curve). Have you ever tried for example optimizing (here for the soybean example) on the data 1976-2006 and then test on the remaining data.?

Despair

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09/17/2017 at 5:35 PM #46423

ozz87

Reiner: That’s exactly what I was looking for! Then we can take the values of the previous swings and put in one code. Awesome! 🙂 I’ll do some testing later. Is it possible to add Maxprofit? 🙂

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09/17/2017 at 6:30 PM #46427

ozz87

Reiner: I downloaded the DAX swings we have so far to put in one code, but for some reason short doesn’t work with the code.

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09/18/2017 at 8:35 PM #46536

Andyswede

saisonalPatternMultiplier = January2
periodThirdMA = 2
<strong>periodLongMA = 7</strong>
stopLossLong = 6
takeProfitLong = 8
maxCandlesLongWithProfit = 4
maxCandlesLongWithoutProfit = 8
ENDIF
ELSIF CurrentMonth = 2 THEN
IF currentDayOfTheMonth <= midOfMonth THEN
saisonalPatternMultiplier = February1
periodThirdMA = 2
<strong>periodLongMA = 21</strong>
stopLossLong = 6.5
takeProfitLong = 5.5
maxCandlesLongWithProfit = 7
maxCandlesLongWithoutProfit = 9

saisonalPatternMultiplier = January2

periodThirdMA = 2

<strong>periodLongMA = 7</strong>

stopLossLong = 6

takeProfitLong = 8

maxCandlesLongWithProfit = 4

maxCandlesLongWithoutProfit = 8

ENDIF

ELSIF CurrentMonth = 2 THEN

IF currentDayOfTheMonth <= midOfMonth THEN

saisonalPatternMultiplier = February1

periodThirdMA = 2

<strong>periodLongMA = 21</strong>

stopLossLong = 6.5

takeProfitLong = 5.5

maxCandlesLongWithProfit = 7

maxCandlesLongWithoutProfit = 9

Hi Reiner and thanks for all good codes! One question: Isn`t PRT reading the code that comes first, at first? In this case, if I want to trade for February 1, the long MA is 21, but the long MA for January 2 is read instead? which is 7 in this case.

I get different results when I // “Comment” away all the other periods except one.

Best regards, Andy

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