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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04/09/2017 at 9:44 AM #31477

Pfeiler

For the next period APRIL2 most algos have already been done, but some instruments need to be implemented:

Status APR2:

— done:

Palladium – Soybean – Cocoa
AEX – DAX – US500 – CAC – NASDAQ – OMX

— open (please help out!):

Cotton CT – Corn C – Platinum PL – Gold – Wheat (with 1EUR contract)
DOW – SAF – NIKKEI

Wheat was already done, but with a contract that expires end of April. I would prefer to have a algo on the 1EUR instrument without a time limit, if we get reasonable results with it at all.
Please have a look at the instrument comparison for the min. size values.

The calculation of the RW value must take the currency into account (thx Arno).
But for the time being I just removed the EURO symbol, please keep in mind RW maybe different, when currency is not EUR.

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04/09/2017 at 2:07 PM #31501

dajvop

My take on GOLD and DOW.

I’m stuck with a laptop the next 2 months, so my screenshots are a bit cropped.

Best regards, David

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04/09/2017 at 3:26 PM #31508

dajvop

I tried Wheat 1€ mini but I get only 1 trade, but there is only data for 2 years as far as I can tell.

I tried CT but the best I got was 34 % drawdown.

Attached are C also.

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04/10/2017 at 8:04 AM #31555

Pfeiler

Japan algo opened one contract this morning (live) @18778.9:

A1 10.04.2017

D1

auto

Japan 225 Kassa (1$ Mini Kontrakt) 1

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dajvop

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04/10/2017 at 8:34 AM #31559

dajvop

PL for Apr2.

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04/10/2017 at 9:13 AM #31566

Potto

Hi guys,

I’d like to help you with the missing algos, also in the future.

I just have to change the month in the strategy or there are other values to be changed?

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04/10/2017 at 9:21 AM #31567

wp01

@Potto,

Please follow the intruction from Reiner in post #19123 on page 33 from the Pathfinder Trading System.

https://www.prorealcode.com/topic/pathfinder-trading-system/page/33/

Good luck.

Patrick

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04/10/2017 at 9:23 AM #31568

dajvop

NIKKEI.

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04/10/2017 at 9:36 AM #31573

wp01

@David,

Don’t know if you have it already but have you already tried the walkforward with one of the BT’s?

https://www.prorealcode.com/blog/learning/strategy-optimisation-walk-analysis/

Patrick

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04/10/2017 at 9:41 AM #31577

dajvop

@Patrick

I tried it on DAX 4h v6 and thought the results were positive.

However, it took forever with my present connection so I haven’t tested any other system. In 2 weeks I’m back in the land of high speed internet (Sweden) 🙂

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04/10/2017 at 9:45 AM #31582

wp01

Regarding the Corn:

This May future expires on the 27th. of April at 20:00 CET. The next future is not available yet but if we are in a position at that time

don’t forget to activate “rollovers” in IG before the May expires.

Patrick

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04/10/2017 at 10:43 AM #31588

Potto

@wp01

thank you very much, I’ll follow the instruction and try to modify one.

Potto

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04/10/2017 at 6:16 PM #31651

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Here is SAF … only a few trades, but I couldnt squeeze more out of it.

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04/10/2017 at 6:19 PM #31655

Nicolas

wp01 wrote:

Don’t know if you have it already but have you already tried the walkforward with one of the BT’s?

FYI, 3 different ways to use the walk forward module: https://www.prorealcode.com/topic/how-to-use-prt-walk-foward-test/#post-31329

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04/10/2017 at 6:25 PM #31656

wp01

Thank you Nicolas.

Actually i was already struggeling with it and did not really understand what i was doing.

Patrick

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