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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03/02/2017 at 8:07 AM #26891

jaHko

Hello everyone,

Firstly – big thanks to Reiner for sharing his work and to everyone that has since contributed. My friend (Billy) and I have been lurking in the forum shadows for a while now and think it is about time we offer to help out. We have completed most of the instruments for the upcoming season and thought we will share a couple. Note that we are more concerned with limiting the drawdown than making big profits as we have small accounts sizes, hence we sometimes choose slightly lower profits in favor of low DD – ASX being an example (attached). Our season multipliers are set to 1 as a default – again to limit the DD – but also to make comparison easy between different algos for the same instrument. Note this when comparing AEX (attached).

One thing I am unsure about is what version to use – I saw a while ago Reiner posted V2 and I have been using that, however everyone still seems to be using V1 – can someone please clarify?

Let me know your feedback on attached algos (chances are I’ve made a mistake) and if all is good I can post more.
Again – thanks for everyone’s input and look forward to working on this project with everyone!

Cheers

Jaco

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Pfeiler, Nicolas, Bil, Reiner

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03/02/2017 at 9:05 AM #26898

MichiM

Morning

Here ist the SMI.

Cheers

Michael

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Pfeiler, Reiner, wp01

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03/02/2017 at 10:16 AM #26903

GraHal

@Patrick thanks for your last one. Below is what stuck in my mind, posted by Pfeiler here https://www.prorealcode.com/topic/pathfinder-swing-ts/page/35/#post-26612

Below left me thinking what happened to that 8.8 points difference / gap between March and May Corn Contracts? Or is below a typo and it should be 358.55?

27 Feb 2017 20:53:09 “Mais (MAR17)” closed long 1x @ 359.75 @ live system with -490,23€ profit

27 Feb 2017 20:53:09 “Mais (MAY17)” opened long 1x @ 368.55 @ live system

Thanks
GraHal

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03/02/2017 at 10:29 AM #26904

dajvop

@GraHal

My Corn algo had the same, though my loss was 517 €.

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03/02/2017 at 10:52 AM #26906

Reiner

we’ll trade futures only if a suitable mini contract isn’t available or mini contract has no data history. Rollover is something that we should avoid in the future because of losing algo monitoring.

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wp01

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03/02/2017 at 11:01 AM #26907

Reiner

@Patrick

do you mean the PF excel? There is or was a problem with the forum software with uploading excel sheets. Nicolas made a hotfix in the meantime and I’ll try to upload it again.

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03/02/2017 at 11:03 AM #26908

dajvop

@Reiner

Another solution is to set that part of the month preceding the swith to zero.

I.e. trading February 1, but not February 2.

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03/02/2017 at 11:07 AM #26909

wp01

@GraHal,

Differences in futures has to do with the time until the future expires and the market spotprice.

The future is always related to the spotprice and the time till expiration. I’m not the expert, but i thought

it is the opposite of backwardation (contango). Attached a link with an explanation.

Maybe someone knows more about this than i do and can correct me if i’m wrong.

http://www.investopedia.com/terms/b/backwardation.asp

It is not your loss or profit when the future rolls over to the next month. You just have a new situation.

The movement from 8,8 points was also adjusted to the stoploss

and the takeprofit.

Regarding the results; maybe i was not completely clear:

Corn: future March loss -/- € 490,28

Wheat: future March loss -/- € 883,36

Corn: future May profit € 659,37 (rolled by IG and manually closed by me 28/02)

Wheat: future May profit € 588,97 (rolled by IG and manually closed by me 28/02).

All above trades was loss of € 125,30.

I hope it is clear.

Patrick

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03/02/2017 at 11:22 AM #26913

wp01

@Reiner,

It is actually an other forum, sorry moderator..:-) but in your resultoverview this morning it didn’t show a position in the DAX.

And the DAX Pathfinder 1 hour took a position yesterday at 18.00 hours. ( 12.064 ; at all time high….lol…..)

You once said that you also had the DAX hour running. It is not in your demo, so did you stop it and if you did why?

Thanks.

Patrick

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03/02/2017 at 11:39 AM #26915

Reiner

@Patrick

For the track record I let run only all 4H and swing robots in my Pathfinder swing demo account

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wp01

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03/02/2017 at 12:21 PM #26918

wp01

@Reiner,

I’ve tried to make something from Live Cattle and Lean Hogs according to your seasonality.

http://charts.equityclock.com/live-cattle-futures-lc-seasonal-chart

I took for both the april future. In the June future (we need for the upswing there is less trade at the moment)

For Live Cattlte there is also a 1-EURO contract but with less history (06/’14).

For both futures the history goes back to 06/’11.

The normal tradinghours is from 15.30 till 20.05 CET.

Unfortunately my results are not as good as i hoped for. I hope you can improve it.

Best regards,

Patrick

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Reiner

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03/02/2017 at 12:38 PM #26925

Reiner

Hi Jaco and Billy,

Welcome on board.

V1 is still the baseline for the robots. With V2 I have introduced an average down mechanism with a much better performance but also with higher drawdowns.

I’ll check your robots.

Best, Reiner

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jaHko

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03/02/2017 at 2:49 PM #26937

Alco

Hi Guys,

Here I have the results for natural gas.

Alco

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03/02/2017 at 5:07 PM #26960

traderfred

Hello,

Here is the swing CAC for March2..

Not so good, very few trades..

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Reiner

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03/02/2017 at 11:13 PM #27006

Arno

Hi Reiner,
We know that we have a statistical advantage to buy the market with Pathfinder swing TS entry. We known that a downward strategy averaging (inverted pyramid) is effective in this context of high probability of rise. When the p&n is negative following a Pathfinder swing TS entry, it would be interesting to take a second position at a lower price while respecting the pathfinder stops loss. I’m currently manually testing this idea.
What do you think ? It is an alluring idea no ? I don’t know well coded and i would like to know if you have tested this idea or if it’s already integrated to Pathfinder swing TS ?

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