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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03/31/2017 at 8:37 AM #30445

wp01

@Pfeiler,

regarding Soybeans:

The minimum contract size is for the mini 20 and not 0.5 as you say in you Excel sheet.

I think you mixed up Soybeans Meal with the Soybeans, because the Meal version is indead 0,5 contractsize.

I do not get any trades by the way if i change the code to 20. Don’t know what i’m doing wrong.

regards,

Patrick

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03/31/2017 at 8:51 AM #30451

wp01

@Pfeiler,

It looks like there is also a mix up with the Natural Gas.

The Natural Gas May future is 1 contract instead of 2,5 and the Nature Gas 1 EUR is 2,5 instead of 1. Just the other way around

as what is in the Excel sheet.

Maybe you can check this if this is also in the German version of IG.

Patrick

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03/31/2017 at 9:07 AM #30461

Pfeiler

Thanks for your remarks guys!

Here is Soybean algo v2 for a minimum contract size 20. A bit risky, but the min. contract size is quite high.

For natural gas I fixed the comparison spreadsheet pnly, because generally I would like to prefer instruments without a time limit. Easier to handle, despite the min contract size.

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03/31/2017 at 10:53 AM #30481

dajvop

@maleknf

No rejections for me today.

Best regards, David

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04/02/2017 at 7:27 AM #30639

wp01

Hi Pfeiler,

Regarding the US500. In the code you say positionsize 5. For April it says multiply 3, but the maximum positionsizelong=15. As i understand it correctly it can only take one time a position and not

have an accumulation. Did you do that on purpose? Because when i change the maximumcandlelong to 30 the PF improves from 5,64 to 8,24.

Thanks for your reply.

Patrick

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04/02/2017 at 9:06 AM #30652
Reiner
Hi Guys,

I hope you’re all well. I’m glad to see that still so many of you are interested in the Pathfinder trading ideas. Thank you @pfeiler and the others for your faithful support.

The first quarter is over and I wanted to inform you about the Pathfinder results so far. Please find attached the track record of all Pathfinder systems (seven 4H and all swing versions).

Pathfinder systems made 75 trades in the first quarter

the profit of all robots is 10.425 Euro after fees

highest drawdown related to the account size of 100k was 2.440 Euro

best robot is Davids 4H version for the Hang Seng with amazing 47k HKD gain

number of profitable swing trades is currently over 71%

Equity curve is stable and currently at the all time hight. Drawdown seems to be moderate.

The combination of the two Pathfinder approaches (4H breakout and daily buy the correction in an up trend) seems to be a profitable idea so far.

I wish you all good trades.

Best, Reiner

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04/02/2017 at 10:06 AM #30669

Pfeiler

It is great to hear from you, Reiner.
I hope you are ok with it, that I have taken control of PF-Swing and don’t mind that I will continue the idea, for the time being.
Your ideas and your insights are always welcome!

In the attachment you guys can see all my trades with PF Swing in live system so far.
The trades sum up to a year total of 5.137,57 € with a loss of 512,29 € in the month march. The Spot Gold trade really did hurt.

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04/02/2017 at 10:14 AM #30673

Pfeiler

@Patrick: Yes .. you are right. I created a V2 and changed the value to 30.

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04/02/2017 at 11:00 AM #30684

Pfeiler

I have installed successfully all 22 algos for APRIL1 and uploaded a final package “Pathfinder Swing 04 APR1 v04.zip” to dropbox including the changes from the latest remarks (Soybean, US500).
Fishernets are thrown out, lets hope the sea brings us a lot of fish!

Thanks everyone for your contributions. 🙂

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04/02/2017 at 1:23 PM #30704

wp01

Hi Pfeiler,

Jimbob already mentioned it in post 30362 but in the code from the STFX EUR Stocks 50 the maximum candle is “0”.

“maxPositionSizeLong = MAX(0, abs(round(maxRisk / (close * stopLossLong / 100) / PointValue) * pipsize)) “

As far as i could see this was not changed in today’s upload.

I think there will not be many trades when this is zero. If you change it to 15 it is less interesting to trade.

Regards,

Patrick

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04/02/2017 at 1:36 PM #30709

dajvop

Patrick,

That was my mistake to begin with.

If you set it to 1 instead of 0 the results are the same.

Best regards, David

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04/02/2017 at 1:49 PM #30710

wp01

David,

I saw your reply under that post but actually i didn’t understand it.

april1=2, with 1 position. how is it than useful to maxPositionsizeLong=1?

Should it be at least 2 to trigger it and when it is in position it won’t accumulate?

Or do i get it all wrong? Sorry for the misunderstanding.

Thanks.

Patrick

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04/02/2017 at 2:23 PM #30716

dajvop

Patrick,

No misunderstanding.

It seems as though the backtest does not take all variables into consideration at all times.

Yes, I screwed this one up. The results are completely different if the maxposition is set to a higher number.

I know it is last minute, but here is an alternative.

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04/02/2017 at 3:07 PM #30722

wp01

Thanks David.

I’m not sure but i thought the day candles were a day behind. If this is the case than trades on Monday will be from Friday 31st. And that were the March2 algo’s.

Regards,

Patrick

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04/02/2017 at 3:44 PM #30723

dajvop

If of any interest, here is STXE for April1 only.

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wp01

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