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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06/07/2017 at 9:31 AM #37717

wp01

That is quick. They moved to “spot Platinum mini”. This one has no expiration date…….The code is XPTUSD in PRT. The problem for us is that there is no history in PRT. The first trade

was March 7th. So, not possible to make some BT out of it until we have a couple of years data available. The did not gave an answer on the future question.

I give you the complete Dutch answer from IG. If you copy/paste it in Google translate it should be understandable i think.

De reden dat platina op closings only staat is omdat we zijn overgestapt naar ‘spot platinum’. Dit is een spot contract en dus zonder expiratiedatum, overnight rente aanpassingen worden gemaakt om de positie open te laten. Momenteel is de overnightrente een kost van 0.04 per punt bij shorts en een kost van 0.1 per punt bij long posities.

Bij spot platinum heeft u de keuze uit een 10$ mini en 100$ standaard contract. Let er op dat bij het vroegere 1€ contract de minimum trade 10 contracten was, waardoor u ook op een grootte van minimaal 10€ per punt uitkwam.

De koers van spot platinum komt tot stand net als spot goud en zilver, we krijgen een constante stroom van koop- en verkoopkoersen van een groep (zaken-)banken. We nemen vervolgens de beste koop- en verkoopprijs van deze groep banken en wikkelen hier onze spread omheen.

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06/07/2017 at 9:43 AM #37719

dajvop

Good work Patrick 🙂

Maybe run the new instrument in demo mode for now…

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06/07/2017 at 9:56 AM #37724

wp01

Yes is possible. I also checked if the chart in IG gave more information, but it looks simulair to PRT. That is the problem with a derivative.

They create it themselves. If it is a real index or something there should be more than enough data, but there isn’t.

I think we can stick to the future if they keep offering it. We can use the future for 2 months. Only not the last 3 or 4 weeks because this is a bit tricky.

Because when it takes position in the second week of the expiring month it probably could not settled right. Some positions will hold for more than

15 days and than you have the rollover issue. So i think for example the october future can be used until August 31st. because it expires 23rd. of september.

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06/07/2017 at 9:57 AM #37725

Oskar Bergvall

Going to try run a few of these, just found this thread 🙂 But I wonder, could it be a conflict if I run normal pathfinder at the same time? For example if I have the pathfinder for dow running at the same time as dow Jun2. Maybe best to pause it?

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06/07/2017 at 10:00 AM #37726

dajvop

Patrick, yes I agree. I will run the future for the time being, though not for June2 since it expires on the 23rd.

Welcome Oscar!

I am running Pathfinders 4h and daily simultaneously without problems.

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wp01

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06/07/2017 at 10:03 AM #37727

wp01

Hi Oskar.

No issues with that before. In the past i had open positions in daily and 4H Pathfinders at the same time.

It is even possible to do own trades besides it when you check “forced open” in the order. Sometimes you see longs and shorts of the

same indices/commodities in your porto at the same time.

Bear in mind to keep enough money available when you have a lot positions running and they run against you….

Good look.

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06/07/2017 at 11:15 AM #37737

wp01

I’ve added a couple of sectors in the forumpost Matriciel started.

https://www.prorealcode.com/topic/reiner-daily-pathfinder-strategies/page/2/#post-37732

Most of these sectors have a huge DD but these are acceptable.

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dajvop

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06/07/2017 at 1:51 PM #37749

Oskar Bergvall

wp01: Ok 🙂 it’s demo account so I might use to much but when/if I go live I’ll start with much less.

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06/08/2017 at 3:59 PM #37834

O-jay8

Hello All,

I tried myself on Orange Juice but the BT are looking not that promising unfortunately.

Bests

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06/08/2017 at 4:01 PM #37839

dajvop

I have tried that myself several times, but the high spread makes it difficult.

It would have been nice to make money off orange juice 🙂

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06/10/2017 at 7:31 AM #37928

Oskar Bergvall

Trying to learn to optimize so I can help. Tried with USA500. To much DD because of two bad trades, not sure how to fix that.

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06/10/2017 at 7:58 AM #37931

wp01

Morning Oskar,

At first you have to take the US 500 cash 1EUR contract instead of the 50$ minicontract.

Than the DD looks nicer. Bear in mind that the minimum contractsize is 5. Don’t know if it is suitable for June2 because it is “red” on the roadmap for that

period.

Patrick

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06/10/2017 at 8:22 AM #37936

Oskar Bergvall

wp01 wrote:

Morning Oskar, At first you have to take the US 500 cash 1EUR contract instead of the 50$ minicontract. Than the DD looks nicer. Bear in mind that the minimum contractsize is 5. Don’t know if it is suitable for June2 because it is “red” on the roadmap for that period. Patrick

Morning!

The problem is USA500 Cash and USA500 Cash (50$ mini) are the only available from this country. Of course I can backtest in PRT with 1EUR, but I could never trade with it live.

I didn’t know about the roadmap, could you link it? Good to know what’s worth to optimize 🙂

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06/10/2017 at 8:25 AM #37938

Oskar Bergvall

Never mind the last question. Roadmap was in the first post (duh) 🙂

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06/10/2017 at 8:29 AM #37942

wp01

Are you sure Oskar that you could never trade it? I haven’t David heard about it before. And beside the DFB in England every country should have the instruments.

You shoud enter in the search part in IG: US 500 cash.

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