Pathfinder swing TS

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

Aloysius
Participant

Veteran

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.

Pathfiinder-SAF-daily-V2.jpg Pathfinder-SAF-daily-v2.itf

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

Alco
Participant

Senior

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

Pathfinder-sugar-daily-V2.itf sugar-pathfinder-daily.png

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

traderfred
Participant

Senior

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.

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

Alco
Participant

Senior

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

sugar-pathfinder-daily-1.png

01/09/2017 at 11:51 PM #20364 quote
flowsen123
Participant

Senior
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 quote

dajvop
Participant

Master

HangSeng v2 done. ASX to follow.

Edit: drawdown 10.27 %.

Pathfinder-HS-daily-V2.itf Pathfinder-HS-daily-v2.jpg

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

dajvop
Participant

Master

And ASX. Drawdown 9.64 %.

Pathfinder-ASX-daily-v2.jpg Pathfinder-ASX-daily-V2.itf

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

Elsborgtrading
Participant

Veteran

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

ALE
Moderator

Master

@Kasper

yes, I’m going to make every month..

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

Reiner
Participant

Veteran

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 quote

Elsborgtrading
Participant

Veteran

Thanks Reiner 🙂

I will look at the optimmization tonight.

Cheers Kasper

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

dajvop
Participant

Master

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

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

Mark
Participant

Senior

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

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

Mark
Participant

Senior

Heres a print out with all the relevant information….

How-to-optimise-pathfinder.pdf

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

dajvop
Participant

Master

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