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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10/12/2017 at 4:22 PM #49162

wp01

@Eric,

The results you show look nice but the period is too short. If you change the period to 2009 it doesn’t look so flashy.

In the beginning somewhere a year ago Reiner posted already a PF DAX 1H. Attached that version.

I tried to get it better, but no luck yet.

Maybe someone else can.

Thanks.

Best regards,

wp01
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10/12/2017 at 5:50 PM #49171

dajvop

ASX and CAC v3:

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10/12/2017 at 5:55 PM #49177

dajvop

CN-H v2 with acc and DAX v3:

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10/12/2017 at 5:59 PM #49182

dajvop

DOW v2 and DOW v3 with accumulation:

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10/12/2017 at 6:09 PM #49187

dajvop

LB v2 and LC (short) v2, both with accumulation:

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10/13/2017 at 5:48 AM #49224

wp01

Nifty Okt2 (with acc.) and Nikkei Okt2.

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10/13/2017 at 10:29 AM #49248

dajvop

BUND and OMX v3:

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10/13/2017 at 11:08 AM #49255

dajvop

FTSE and STXE v3:

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10/13/2017 at 11:19 AM #49264

wp01

Nice job David. Thanks.

wp01
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10/13/2017 at 12:26 PM #49270

O-jay8

Hi Guys,

seems the V2 creates better backtests which is why I prefer to stick with those for now and would run V3 only in Demo.
But if I notice correctly you want to start directly with V3 and maybe just run V2 in Demo?

Anyway, here my results for Bund, Cac, Dow, Dax

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10/13/2017 at 12:28 PM #49276

O-jay8

FTSE, HS, STXE, Nasdaq

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10/13/2017 at 12:30 PM #49281

O-jay8

OMX, US 500

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10/13/2017 at 12:43 PM #49287

wp01

Don’t know what causes the difference in results between V2 and V3.

I indeed wanted to move on with V3. I understood that David runs them both or the one that is available.

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10/14/2017 at 3:55 PM #49371

dajvop

@wp01 and O-jay8

If you remove validMaxCandles then you get very similar results to v2. I think the last difference between the codes is in which order the lines are calculated, but that is only a theory and I haven’t verified it yet.

I will start to optimise each instrument with v3, but if it isn’t favourable I will try with v2.

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10/16/2017 at 8:11 AM #49484

wp01

@dajvop,

Just a thought but you say when you remove validMaxCandles in V3 you get similar results as with V2.

But i think V3 needs that line because the V3 release notes of 24-09-2017 says:

// save maximum candle settings in the case of period change

But if you only optimize one period and you move to the next period with an open position it doesn’t know how to handle it

because the next period in V3 is or at zero or the lines are removed. So when it has an open position and doesn’t know how to handle.

And this looks like prevented with:

// save maximum candle settings in the case of period change
If ONMARKET AND (currentDayOfTheMonth = 1 OR currentDayOfTheMonth = midOfMonth + 1) THEN
validMaxCandlesWithProfit = maxCandlesWithProfit
validMaxCandlesWithoutProfit = maxCandlesWithoutProfit
ENDIF

With V2 you do not have this problem at all because you only optimize one period. There are no other periods in the code.

Maybe i speak nonsence. It is just a thought.

Kind regards,

wp01
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