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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03/07/2017 at 2:47 AM #27493

dajvop

@flowsen123

I am trading most swing algos live.

@pfeiler

I posted the updated HS swing algo on page 36, but here it is again (small typos corrected):

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03/07/2017 at 4:58 AM #27497

dajvop

Anybody running Wheat for Feb2-Apr2? Which instrument do you use?

Best regards, David

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03/07/2017 at 9:12 AM #27500

wp01

Hi David,

Yes i’m running Wheat for F2M1M2A1A2.

This instrument was originally optimized for the March future. That one expired on February 27th.

I moved it to the May future and activated it in ProOrder on the 28th. in the evening. I did not profit from the order you see in

the BT by the end of February. Somehow i was too late or something else happend.

Attached the code i use.

Patrick

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03/07/2017 at 9:26 AM #27503

dajvop

Thank you Patrick.

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03/07/2017 at 9:31 AM #27504

Pfeiler

Live:

F2 22.02.2017 07.03.2017 auto Sojabohnen (EUR1 Kontrakt) 20 1.021,00 1.036,00 1,47%

F2 28.02.2017 07.03.2017 auto Schweden 30 Kassa (20SEK Mini Kontrakt) 3 1.567,41 1.577,08 0,62%

Happy about the 300€ from the Soybean trade, but in between it was over 1000€ in plus. (The other 20 contracts summed up to 0€).
Thinking about manually closing a deal when I see it reaching such highs in the future. Unfortunately you cant code it in pathfinder, since such tops sometimes only happen during the day, am I right?

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03/07/2017 at 9:35 AM #27505

Pfeiler

@dajvop: I wont trade wheat in the future. Only by changing the spread to other values, you get significantly worse results. It looks very fragile to me. Since we have so many trades per period I will concentrate on the more robust instruments.

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03/07/2017 at 9:55 AM #27506

dajvop

@wp01

Isn’t the drawdown quite severe? My PRT shows 74.8%…

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03/07/2017 at 10:08 AM #27507

wp01

David,

I don’t know. Unfortunately i can not see the DD. Whatever i try. This happens a lot but most when the market is closed. Maybe it shows no figure because there is not much trade at the moment.

But i can not imagine that i activate it for live trading with such a DD. When it is above 20% i already have my doubts.

Patrick

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03/07/2017 at 10:25 AM #27511

GraHal

@Pfeiler if you use Positionperf (0) then if gain % of current open position > yourchoice then the position exits anytime 24/7.

More details on link below

https://www.prorealcode.com/documentation/positionperf/

Best
GraHal

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03/07/2017 at 11:00 AM #27513

wp01

David,

I finally have a DD. It is nearly 30% which is too high. Do you have the same figures?

Patrick

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03/07/2017 at 11:05 AM #27516

wp01

@Pfeiler,

Did your soybeans already closed than?

The result you showed was last week during the day. I tried to hedge it, but was to late and it didn’t reached that price anymore unfortunately.

Patrick

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03/07/2017 at 11:08 AM #27517

dajvop

Patrick,

For some reason my positionsize was 2, but after I changed it to 1, I too have over 30 % drawdown.

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wp01

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03/07/2017 at 5:56 PM #27581

Brage

Hi guys

My best on Coffee for M2. Large drawdown.

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03/07/2017 at 6:05 PM #27586

Brage

Here it is on the 1 euro mini. Sorry!

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03/07/2017 at 7:23 PM #27605

Pfeiler

Nifty (2 USD Mini) + China H-Shares (10HKD Mini)

We will definitly have fun with these!

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