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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01/10/2017 at 10:38 AM #20404

Aloysius

OK now I understand that the variables should be adapted only for the period. The results will be interesting, but we will have to be prudent because of the less number of positions in this case: if the backtest begins 10 years before, it means in fact only 10 month backtest; and if it begins in 1979, the old datas might be not relevant because of the prices of instruments that were sometimes extremely different than today. So the variables adapted for the whole year might be more secure… in fact everyone will have to choose.

Aloysius

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01/10/2017 at 10:56 AM #20409

Mark

Can somebody check this for me? FTSE (Jan2)

Im unsure how to create an ITF file so here is the code…

// Pathfinder Trading System based on ProRealTime 10.2
// Breakout system triggered by previous daily high/low crossings with smart position management
// Version 2 - long only
// Instrument: ??? mini 1D, ? points spread, account size 10.000 ?
// Rating ?

// ProOrder code parameter
DEFPARAM CUMULATEORDERS = true  // cumulate orders if not turned off
DEFPARAM PRELOADBARS = 10000

// define instrument signalline with help of multiple smoothed averages
ONCE periodFirstMA = 5
ONCE periodSecondMA = 10
ONCE periodThirdMA = 8

// define filter parameter
ONCE periodLongMA = 11

// define position and money management parameter
Capital = 10000
Risk = 5 // in %
equity = Capital + StrategyProfit
maxRisk = round(equity * Risk / 100)
positionSize = 1

ONCE stopLossLong = 10 // in %
ONCE takeProfitLong = 7 // in %

maxPositionSizeLong = MAX(15,

// Pathfinder Trading System based on ProRealTime 10.2

// Breakout system triggered by previous daily high/low crossings with smart position management

// Version 2 - long only

// Instrument: ??? mini 1D, ? points spread, account size 10.000 ?

// Rating ?

// ProOrder code parameter

DEFPARAM CUMULATEORDERS = true // cumulate orders if not turned off

DEFPARAM PRELOADBARS = 10000

// define instrument signalline with help of multiple smoothed averages

ONCE periodFirstMA = 5

ONCE periodSecondMA = 10

ONCE periodThirdMA = 8

// define filter parameter

ONCE periodLongMA = 11

// define position and money management parameter

Capital = 10000

Risk = 5 // in %

equity = Capital + StrategyProfit

maxRisk = round(equity * Risk / 100)

positionSize = 1

ONCE stopLossLong = 10 // in %

ONCE takeProfitLong = 7 // in %

maxPositionSizeLong = MAX(15,

Mark

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01/10/2017 at 11:00 AM #20412

Alco

But for example, sugar has 6 zero’s from feb – april. So I don’t have to make an itf file for that period?

Are the variables for each month not quite similar as there are 3 months in green in a row? For example US500. It has 6 green boxes from march – may and one in june.

Alco

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01/10/2017 at 11:03 AM #20414

Alco

@mbaker,

You have an export button in the indicator screen. Thats how you make an itf file.

2 users thanked author for this post.

Nicolas,

Mark

Alco

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01/10/2017 at 11:18 AM #20419

Alco

I found out, when you did all the variables. Do it once again! You get better results if you do it twice.

@mbaker

This is my result with ftse jan2

Alco

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01/10/2017 at 11:32 AM #20424

Mark

Ah, so go through your variables and set them, then go through them all again with the new variables. i get it

Mark

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01/10/2017 at 11:40 AM #20425

wp01

Attached US500 for Jan2.

Winning trades: 84%

Drawdown: 6,02%

I hope someone can check the results before using it.

Regards,

Patrick

wp01

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01/10/2017 at 11:42 AM #20429

wp01

Hereby the AEX for Feb2:

Winning trades 77,78%

Drawdown: 7,38%

Regards,

Patrick

wp01

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01/10/2017 at 11:55 AM #20440

Mark

@ALCO

I still don’t get your results

Mark

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01/10/2017 at 12:07 PM #20444

Alco

@Patrick,

I’ve checked them. Looking good!

@mbaker

Have you tried my itf file? I made directly some changes from your file.

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wp01

Alco

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01/10/2017 at 12:09 PM #20445

Mark

@Alco

Ah, you’ve concentrated mainly on least drawdown each variable?

Mark

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01/10/2017 at 12:20 PM #20447

wp01

@Alco

By the way: in your itf file from the ftse there was no spread included of 2 points.

Patrick

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Alco

wp01

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01/10/2017 at 12:21 PM #20448

Alco

@mbaker

Yes, sometimes you have maybe 100-300 more profit with a much higher drawdown. So then I choose for the lowest drawdown and less profit.

Alco

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01/10/2017 at 12:24 PM #20449

Alco

@Patrick

Sorry I forgot to add it. But with only 20 trades taken in more than 30 years it doesn’t matter that much haha

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wp01

Alco

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01/10/2017 at 1:25 PM #20477

Reiner

Hi Guys,

I really like the team spirit here and see the passion you support each other.

Next step is to check your results and make a rating (A-C) of the different setups. I’ll add the robots for the most promising setups for the next period to the first post of this topic so everyone can easyly see the current status of our common project.

Best, Reiner