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.

Viewing 15 posts - 181 through 195 (of 2,005 total)

← 1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 … 130 131 132 133 134 →

01/12/2017 at 11:16 PM #20954

flowsen123

Hey michi,

I checked dax v6 /v6b2 on prorealcode v10.3. it was almost the same, some minor differences. I will upload the results of the backtest.

but I think if you open a new demo account on ig , you will be able to work with the beta version of v10.3

flowsen123
Participant

Topics: 0
Replies: 54
Been thanked: 33 times

01/13/2017 at 8:45 AM #20966

MichiM

Hey Flowsen

Thank you for your message. I think Switzerland will be updated after Germany.

Thanks for the screen.

Michi

MichiM
Participant

Topics: 1
Replies: 79
Been thanked: 36 times

01/13/2017 at 12:46 PM #20992

flowsen123

Hey Reiner,

on the first page you list the “good” setups for each seasonality. is it still the plan to optimize the systems for longer periods (e.g. jan2-mar1) if the results are good and you just put it in the list several times? or do you prefer a separate optimized itf for each seasonality? I hope you get what I am trying to ask 🙂

flowsen123
Participant

Topics: 0
Replies: 54
Been thanked: 33 times

01/13/2017 at 1:49 PM #20999

MichiM

Hi Flowsen

Yes you have to optimized for each seasonality where you find a 3 in the Excelsheet.

Michi

MichiM
Participant

Topics: 1
Replies: 79
Been thanked: 36 times

01/13/2017 at 3:05 PM #21004

MichiM

Hi

Silver is not so easy to test. In the attachment the itf.

One for J1 – F1 January to February

One for M2 May

One for J2 -A2 July to August.

Michi

1 user thanked author for this post.

Reiner

MichiM
Participant

Topics: 1
Replies: 79
Been thanked: 36 times

01/13/2017 at 4:09 PM #21015

Mark

@flowsen

i understand what you’re asking, I think it would be less work to just list them in each month several times. I suppose we just need to list them the clearest way possible. Would the results be much different if you optimised them separately e.g. Jan2, mar1 instead of jan2-mar1 I’m not sure they would so can’t see much reason to do each season separately.

Mark
Participant

Topics: 4
Replies: 103
Been thanked: 17 times

01/14/2017 at 2:37 PM #21052

Reiner

Hi Kasper, in my opinion Gold in March could be a profitable setup. I’ve increased the position size to get a good result.

Reiner
Participant

Topics: 3
Replies: 435
Been thanked: 1095 times

01/14/2017 at 2:56 PM #21057

Reiner

Hi Jesús, the London Wheat future March 17 has a history from 2011. I agree we have not enough historical data to consider it further. May be someone else find a longer history for wheat or corn as well. Both are very related to seasonal behavior.

Reiner
Participant

Topics: 3
Replies: 435
Been thanked: 1095 times

01/14/2017 at 3:18 PM #21062

Reiner

Hi David, your Hang Seng backtest is perfect. I take it as it is and move it to the hall of fame.

1 user thanked author for this post.

dajvop

Reiner
Participant

Topics: 3
Replies: 435
Been thanked: 1095 times

01/14/2017 at 3:30 PM #21063

Pfeiler

@Robin: Thanks for your amazin work with the US Russel 2000. I try to replay your results, but with my Russel instruments I am not able to. I do not have a “US Russel 2000 (DFB)” .. see screenshot. Could you please advice, which instrument exactly you have used?

Besides, I tried to merge all the single programs in one program, that can be run over the whole year. I think this is, what we need for all the other instruments too (can’t really handle 200+ programs for Pathfinder).
What do you think? Does it run with your Russel instrument and return equal results?

Pfeiler
Participant

Topics: 3
Replies: 153
Been thanked: 251 times

01/14/2017 at 3:44 PM #21069

Reiner

David, ASX is also very good. Only one change and welcome to the hall of fame.

1 user thanked author for this post.

dajvop

Reiner
Participant

Topics: 3
Replies: 435
Been thanked: 1095 times

01/14/2017 at 3:56 PM #21072

Robin

Hi Pfeiler,

Thanks for your work. I use the DFB (daily funded bet) as it gives the most past data, it mirrors the futures almost exactly on IG. Below I enclose the results of your compiled code. The results of the compiled code are slightly different to running the individual robots, and this will be due to trades overlapping end/starts of months (we can cross into a stronger period with the previous code running). I did consider that this could be an issue, so perhaps it’s better to join together the months that run consecutively and optimise a longer period. The results of your compiled code still give very strong results. I think it’s possible to run the RUT with a lower sized account, but I made it £25k to be on the safe side. When we have multiple months optimised for each market, I think putting them together in 1 robot is a great idea.

Robin.

1 user thanked author for this post.

Pfeiler

Robin
Participant

Topics: 0
Replies: 26
Been thanked: 17 times

01/14/2017 at 4:05 PM #21077

Reiner

Hi Ale, MIB is very good but I reduces the position size to 1 and move it to the hall of fame. I also tested Feb1 together with Jan2 but it was not better.

1 user thanked author for this post.

ALE

Reiner
Participant

Topics: 3
Replies: 435
Been thanked: 1095 times

01/14/2017 at 4:11 PM #21078

Robin

Pfeiler, these are the results I get on the IG RUT futures using the compiled code, they go back to March 2011. The draw down looks large on paper, but it’s still a low % as the strategy profit has accumulated in the account through the period.

Robin.

1 user thanked author for this post.

Pfeiler

Robin
Participant

Topics: 0
Replies: 26
Been thanked: 17 times

01/14/2017 at 5:40 PM #21095

Reiner

Hi Martin (Brage), I agree Cotton looks very promising. Excellent job and welcome in the hall of fame.

1 user thanked author for this post.

Brage

Reiner
Participant

Topics: 3
Replies: 435
Been thanked: 1095 times
Author

Posts