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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03/13/2017 at 11:31 AM #28382

wp01

@David,

I also have the same with the EU Stocks 50. The EUR1 is available in PRT but not anymore in IG.

Only the EUR2 is in IG available.

When you have the time can you please verify for me in Sweden?

Thank you.

Patrick

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03/13/2017 at 11:42 AM #28383

dajvop

@Patrick

Sorry, my bad. Yes, in IG both CAC 1€ mini and EU Stocks 50 1€ are gone.

Both are still available in PRT.

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03/13/2017 at 11:45 AM #28385

wp01

Ok, thanks David.

I think we can determine that they are not tradable via ProOrder.

Patrick

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03/13/2017 at 2:49 PM #28406

dajvop

@Patrick

I’ve sent the question on to my contact at IG.

Best regards, David

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Pfeiler, wp01

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03/13/2017 at 2:51 PM #28407

dajvop

ASX closed at 2pm at 5768.1 after gain from 5708.9.

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03/13/2017 at 2:59 PM #28409

manel

Can confirm the China H closing @ 10,066.3 with a 82.9 pt loss. Slightly unfortunate timing as the position would now have been in a 136pt gain as of now.

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03/13/2017 at 6:05 PM #28429

Pfeiler

CAC algo has a very low drawdown .. shouldnt be a problem to trade with CAC EUR2. EUROSTOXX EUR2 will be definitly riskier.

Me actually, I cant change and adapt to EUR2 since I am in holidays without a PC. Will miss those two, since I am very bullish for indices the next 4 weeks.

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03/13/2017 at 6:09 PM #28433

O-jay8

@Pfeiler: I tried a full algo for HG Cooper respectively to your algo, you did post a while ago. (Silver if I recall correctly)

There is a problem for consecutive seasons: i.e. if an entry occurs in end of march but the trade runs into april, the algo is considering the parameters of april to exit the trade and not the parameters for the second half of march anymore.

To avoid this, I just made two full year algos where 2 seasons in a row do not appear. There must be another solution, so if somebody has an idea, please share.

A bigger problem is the difference between the full year algo and the individual algo for a month. Especially for Feb1 in this case. I do not understand why the full year algo has often a few more trades than the individual algo for the month. Does somebody has an idea for that?

BTW: I left September out because I didnt get any good results, but if somebody does, please share.

Attached are the two full year algos.

Kind regards

Oliver

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03/13/2017 at 6:39 PM #28442

GraHal

Hi O-jay8 if an entry occurs in end of march but the trade runs into april … you have the option to leave the trade running until it closes by the same System (Mar2) under which the trade opened?

I agree, the Mar2 System Entry and Exit variables are optimised for Mar2 and in April it’s not Mar2 period … I guess that is what you are saying?

Solution would be to monitor any / all Daily Swings after end of respective periods and if in profit then manual close? Exception would be if the market structure looks to favour increasing profits then keep position open. Same goes for losing trades?

Just a few thoughts
GraHal

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03/14/2017 at 9:42 AM #28479

Mark

Hi everyone,

What are your thoughts on running only the commodities live? Do you think this could work or does it need a pool of commodities and indices to hedge?

Appreciate any thoughts,

Mark

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03/14/2017 at 9:49 AM #28480

GraHal

@ O-jay8 you say … I do not understand why the full year algo has often a few more trades than the individual algo for the month … if your variables are optimised for different periods (12 months compared to 2 weeks / 4 weeks?) then one would expect there to be differences in the number of trades executed between a 12 month System and 1 month System.

Or am I misunderstanding what you are saying / asking?

Cheers
GraHal

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03/14/2017 at 10:29 AM #28485

O-jay8

@ Grahal, To compare the full year algo with an individual algo for a season, I have put all other not relevant seasonal multis to zero. Otherwise it would indeed make no sense to compare it.

For example I only want to compare the first two weeks of February (Feb1). So I put all seasonal multis to Zero except FEb1 and use the same parameters for the individual algo for the month. And in this comparison, I do not get the exact same results, which surprises me to be honest.

Kind regards

Oliver

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03/14/2017 at 11:18 AM #28492

GraHal

Hi Oliver

I agree, it is surprising.

Put the two sets of codes on the link below (left side & right side) press compare and see if any difference? Only takes 2 mins / as fast as you can copy and paste.

Let us know how you get on please?

https://www.diffchecker.com/

Cheers
GraHal

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03/14/2017 at 11:35 AM #28495

GraHal

If this Thread would like to log trades in the same way as we are doing on the ‘Reiner 4H System’ then please feel free using the link below.

It is accessible to anyone with the link (no need for google account or gmail) so please bookmark and use if you wish.

I will back-up daily.

https://docs.google.com/spreadsheets/d/1s7bZYr0s5Cnoxc18LA16S92amxz4zPvIkAzblHlPlp4/edit?usp=sharing

Best
GraHal

PS Attached the ‘4H Trade Log’ so you can see the format and results.

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03/14/2017 at 2:30 PM #28521

Eric

about the CAC lotsize

its still 1 contract but 2 EURO per point

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Pathfinder swing TS

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