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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11/22/2017 at 2:08 PM #53617

dajvop

RB and S:

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11/22/2017 at 2:15 PM #53622

dajvop

Argh! Just remembered that I forgot to add my signature at the end… Sorry!

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11/22/2017 at 2:35 PM #53624

wp01

Thanks David for all the postings.

Did you see the NQ? That is weird. Starting balance and end balance are both €10K.

Regards,

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ozz87

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11/22/2017 at 2:40 PM #53625

dajvop

Seems to be a bug. When I load it again it’s correct.

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11/22/2017 at 2:57 PM #53627

dajvop

@ozz87 good work!

Note that the minimum position size for S is 20, not 15.

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11/22/2017 at 9:27 PM #53654

ozz87

Dajvop: Ah ok. Copied one I suppose was wrong then 🙂

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11/24/2017 at 9:43 AM #53800

wp01

Bund Dec1 V2:

@dajvop,

I’ve tried to use your modified V3 version for the Bund but couldn’t get decent results. If you want to can you please give it a try when you have the time?

Thanks.

Best regards,

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11/24/2017 at 10:23 AM #53810

wp01

An alternative version for the ASX Dec1:

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11/24/2017 at 11:07 AM #53824

wp01

Oats Dec1 V2 on the new March ’18 future.

Not many trades. Results will also not blown you away.

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11/24/2017 at 12:14 PM #53843

dajvop

@Patrick I tried the same numbers for v3mod as your version. The difference is the trade in 2013. Don’t know why that won’t close as your version.

Edit: Just realised that we get the same results if I add the sell command “IF longonmarket and (s1 AND f1)… etc”

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11/27/2017 at 11:31 AM #54110

O-jay8

Hello Guys, I am back.

Thanks for the hard work again. I try to catch up and hope I can post my algos before the end of the month.

Best regards

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11/27/2017 at 6:05 PM #54161

O-jay8

Here my indices so far.
AEX and ASX

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11/27/2017 at 6:06 PM #54166

O-jay8

Cac and STXE

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11/27/2017 at 6:08 PM #54171

O-jay8

FTSE and Hangseng

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11/27/2017 at 6:11 PM #54177

O-jay8

Nasdaq and SMI

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