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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01/09/2017 at 10:03 PM #20345

Aloysius

Hi,

Here are the results for SAF (South Africa, mini 10 Zar), quite good but with less than 60 positions. The conversion is about 1 Zar= 0.06€; so the gain is about 60 000€ since 2006, and the drawdown is about 6000€. It is possible to take the Mini 2 Zar to minimize the position.

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01/09/2017 at 10:41 PM #20350

Alco

Sugar made a big rally between 1980-1982.. after that it didnt make a lot of profit.

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01/09/2017 at 11:04 PM #20356

traderfred

I was thinking that the aim was only to improve the strategy for the coming period, not for all the period from 1980 to now. I’m wrong.

I have made CAC, but only january last 2 weeks and february. waiting for the confirmation to add it.

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01/09/2017 at 11:10 PM #20357

Alco

I made some changes. I started backtesting from 1997. Or how do I need to change the strategy for only the coming period?

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01/09/2017 at 11:51 PM #20364
flowsen123
I will try to be more specific and use pfeilers and reiner instruction as basis.

at the beginning you open the template. it will not be running, because the system is not complete, but you can still open it.

if you like you can put in the numbers from reiners excel and start the system. you will get the result that reiner allready created in the excel.

if you want to optimize (be sure to check out the youtube video on how to otimize prorealtime codes) take the numbers reiner gave in the other post as a start

(https://www.prorealcode.com/topic/pathfinder-trading-system/page/33/#post-19123)

ONCE stopLossLong = 6 // in %
ONCE takeProfitLong = 3 // in %

ONCE maxCandlesLongWithProfit = 10 // take long profit latest after x candles
ONCE maxCandlesLongWithoutProfit = 10 // limit long loss latest after x candles

then set all seasonal variables to

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01/10/2017 at 3:27 AM #20373

dajvop

HangSeng v2 done. ASX to follow.

Edit: drawdown 10.27 %.

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01/10/2017 at 3:59 AM #20377

dajvop

And ASX. Drawdown 9.64 %.

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01/10/2017 at 7:42 AM #20383

Elsborgtrading

Dear all. I think when I read Reiners post the idea was not to make an optimization for the whole year, but create a ift-file for every month that your given strategy is in the green profitable indication in the excel spreadsheet. So you need to create and optimize the given instrument for each month, and deside if it’s proffibtable. you see thats where the optimazation task takes a lot of time, not creating the itf file for the whole year. I think thats why Reiner ask for help.

Corret me if I’m wrong?

Cheers Kasper

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Pfeiler

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01/10/2017 at 7:56 AM #20384

ALE

@Kasper

yes, I’m going to make every month..

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01/10/2017 at 8:14 AM #20385

Reiner

Good Morning from a snowy Germany,

How’s it going? Kasper you got it right. Take the OMX for instance, the roadmap shows a potential profitable setup from January until first half of May. So the task is to verify which parameters are the best for this period.

1. take the template and set all parameters from the excel (replace ?)

2. set all seasonal values which aren’t in the scope to 0 (OMX: from M2 to J1)

3. optimize all variables as described here https://www.prorealcode.com/topic/pathfinder-trading-system/page/33/#post-19123

4. don’t forget the two rules: 70% profitable trades and not more then 25% drawdown

Thats it. With a little practice you are ready in half a hour.

Do not worry I will let you not alone and of course we can do it together.

Best, Reiner

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01/10/2017 at 8:17 AM #20386

Elsborgtrading

Thanks Reiner 🙂

I will look at the optimmization tonight.

Cheers Kasper

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01/10/2017 at 8:51 AM #20388

dajvop

So HS for example has 9 profitable seasons according to the swing roadmap, so do I do 9 itf-files, or do I do 1 itf but based on those 9 seasons?

Best regards, David

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01/10/2017 at 10:05 AM #20392

Mark

I think you just do an ITF file for the current season, so one every month not all nine now.

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01/10/2017 at 10:19 AM #20396

Mark

Heres a print out with all the relevant information….

Mark
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01/10/2017 at 10:22 AM #20399

dajvop

Thanks! Will continue tomorrow. Internet slows down really bad when people get off work here in Shanghai…

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