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 - 811 through 825 (of 2,005 total)

← 1 2 3 4 5 … 45 46 47 48 49 50 51 52 53 54 55 56 57 58 59 60 61 62 63 64 65 … 130 131 132 133 134 →

04/03/2017 at 4:22 PM #30842

wp01

@David.

I probably missed somewhere the updated version along the way because i have only V1.

Thanks.

Patrick

wp01

Participant

Topics: 0

Replies: 610

Been thanked: 404 times

04/03/2017 at 4:54 PM #30843

Arno

Hi Pfeiler,
Thank you very much for your great work !
Just a thing, drawdowns are not always in €. I converted to today’s rate (see attached file) with this website :
http://www.xe.com/en/currencyconverter/
Maybe add an extra column with the drawdown converted in Euros. RW must be recalculated.

Regards,
Arno

1 user thanked author for this post.

Pfeiler

Arno

Participant

Topics: 9

Replies: 45

Been thanked: 8 times

04/06/2017 at 2:44 AM #31174

dajvop

MIB long x1 since 1am at 20155.9.

CAC rejected due to wrong index chosen I guess. Don’t know which one to choose though. “AccountID does not have permission for Epic + Locale combination”

dajvop

Participant

Topics: 3

Replies: 598

Been thanked: 501 times

04/06/2017 at 6:08 AM #31175

wp01

@David,

For the CAC you should take the EUR2 mini (ticker PXI)

Mine is not trickered last night. Also not a rejection.

Patrick

1 user thanked author for this post.

dajvop

wp01

Participant

Topics: 0

Replies: 610

Been thanked: 404 times

04/06/2017 at 7:32 AM #31184

maleknf

Morning All,

4 robots went long this morning:

1- MIB

2- STXE

3- SPTRD

4- OMX

See details in attachment

Regards

Malek

maleknf

Participant

Topics: 0

Replies: 48

Been thanked: 9 times

04/06/2017 at 7:33 AM #31185

maleknf

Sorry attachment is in this post 🙂

Regards

Malek

maleknf

Participant

Topics: 0

Replies: 48

Been thanked: 9 times

04/06/2017 at 9:50 AM #31213

dajvop

@Patrick

Yours did not trigger last night?

Are you running A12M1 V2?

dajvop

Participant

Topics: 3

Replies: 598

Been thanked: 501 times

04/06/2017 at 9:56 AM #31214

wp01

Hi David,

No trigger with the CAC last night on my side. Maybe others run it to and can update their position.

Attached the version.

Patrick

wp01

Participant

Topics: 0

Replies: 610

Been thanked: 404 times

04/07/2017 at 2:57 AM #31312

dajvop

Well, a day afterwards the backtest shows no open position on CAC. Strange why mine triggered yesterday…

dajvop

Participant

Topics: 3

Replies: 598

Been thanked: 501 times

04/07/2017 at 10:10 AM #31333

wp01

@David,

If you restart the template mutiple times it problably shows up again.

I have had this several times. For instance with Soybeans this morning. The BT did not show a positions but it took position the day before yesterday.

After two times reloading the BT it was there again. My idea is that too many BT’s is too havy for the program. It crashes from

time to time or there are issues on the serversite of PRT. Last Tuesday and Wednesday it was not workable on a normal basis with PRT.

It hanged, showed wrong information and pops up automaticly all detailreports after reloading a template. And yesterday everything was fine again. I did

no changes at all. It is scary and unacceptable.

Patrick

wp01

Participant

Topics: 0

Replies: 610

Been thanked: 404 times

04/07/2017 at 10:56 AM #31343

dajvop

@Patrick

Tried to run it a few times, but still no trigger.

dajvop

Participant

Topics: 3

Replies: 598

Been thanked: 501 times

04/07/2017 at 11:59 AM #31361

wp01

@David,

You said you had the error or rejection on the EUR1 contract for the CAC.

If i load the CAC EUR1 i also do not have a trade in the BT. Assuming we have the BT loaded (V2).

wp01

Participant

Topics: 0

Replies: 610

Been thanked: 404 times

04/07/2017 at 12:30 PM #31362

dajvop

I have tried all France indices now and none triggers v2. So, still a mystery.

dajvop

Participant

Topics: 3

Replies: 598

Been thanked: 501 times

04/07/2017 at 12:39 PM #31364

wp01

Than i’m also out of options unfortunately….

You can always contact IG and ask them what caused “AccountID does not have permission for Epic + Locale combination”

1 user thanked author for this post.

dajvop

wp01

Participant

Topics: 0

Replies: 610

Been thanked: 404 times

04/07/2017 at 2:23 PM #31380

Pfeiler

I have been away with a bad internet reception.
PF opened a lot of positions this week:

A1	04.04.2017	D1	auto	Japan 225 Kassa (1$ Mini Kontrakt)	1	18.991,80
A1	04.04.2017	D1	auto	FTSE 100 Kassa (1E Kontrakt)	3	7.307,90
A1	04.04.2017	D1	auto	FTSE 100 Kassa (1E Kontrakt)	3	7.307,90
A1	05.04.2017	D1	auto	Sojabohnen (EUR1 Kontrakt)	20	943,00
A1	06.04.2017	D1	auto	EU Stocks 50 Kassa (2EUR Mini Kontrakt)	3	3.456,40
A1	06.04.2017	D1	auto	Schweden 30 Kassa	3	1.547,55
A1	06.04.2017	D1	auto	Italien 40 Kassa (1EUR Mini Kontrakt)	1	20.155,90
A1	06.04.2017	D1	auto	US 500 Kassa (1E Kontrakt)	15	2.350,00

FTSE is doubled because I had by mistake the algo from last period still running.

With all the war news (Syria, North Korea) it surprisingly doesn’t look too bad for the long positions for now (see attachment).

1 user thanked author for this post.

wp01

Pfeiler

Participant

Topics: 3

Replies: 153

Been thanked: 251 times

Author

Posts

Viewing 15 posts - 811 through 825 (of 2,005 total)

← 1 2 3 4 5 … 45 46 47 48 49 50 51 52 53 54 55 56 57 58 59 60 61 62 63 64 65 … 130 131 132 133 134 →

Find exclusive trading pro-tools on