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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06/10/2017 at 8:46 AM #37949

wp01

If i do a quick test on the US500 cash 50$ mini i get the following result.

I reduced the positionsize to 1 (yours was 4×2). I also took 0.4 spread. But this is between tradinghours, not when it opens at 01.00 hours in the morning. Than the spread is 0.6.

https://www.ig.com/nl/cv-indices

The DD is now reduced to 15%.

wp01
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06/10/2017 at 9:11 AM #37953

Oskar Bergvall

wp01 wrote:

If i do a quick test on the US500 cash 50$ mini i get the following result. I reduced the positionsize to 1 (yours was 4×2). I also took 0.4 spread. But this is between tradinghours, not when it opens at 01.00 hours in the morning. Than the spread is 0.6. https://www.ig.com/nl/cv-indices The DD is now reduced to 15%.

Yes, it looks more safe 🙂 The NL page have more details than the SE (which only shows spread at “ordinary hours”).

I tried changing positions size but I forgot to change it in the seasonal section, so I learned something there.

Anyway, yours is more safe because of other changes also. Seems the values aren’t the same as I tried. I’ll try again later with one that looks better on the roadmap 🙂

I don’t think the 1EUR is available here though, tried to look for it again. I can find it in PRT but I think it will be rejected if I try it.

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06/10/2017 at 9:21 AM #37955

wp01

Yes when it is in PRT but not in IG than it wil be rejected.

You can ask them to add it in the list of IG. Done that a couple of times and in most cases they did unless there was an other instrument that replaced it.

You can mail them: kundservice@ig.com

Maybe David can helpout. I’ve had several automated trades in the US 500 1 euro contract in the past without any problems.

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Oskar Bergvall

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06/10/2017 at 9:34 AM #37956

Eric

Oskar

Cash – Eurokontrakt

https://www.ig.com/se/kontraktsinformation-aktieindex

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06/10/2017 at 9:36 AM #37957

dajvop

I am running us500 1eur. I am not at my computer so I can not be more detailed until Monday.

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06/10/2017 at 10:00 AM #37958

Oskar Bergvall

@Eric: Tack!

@dajvop: Ok, I still can’t find it. But it could be that IG don’t list it and the 1EUR actually works fine.

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06/10/2017 at 10:20 AM #37959

Eric

Oskar

If you look in IGs platform (puredeal) you find it in Index > index mini > SP500

a tip, this is how i do it

first i look up in IGs platform the contract i am interested in (to see information about size and other things like trade hours )

and then i add it to watchlist and save, and then when in prorealtime just open watchlist

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06/10/2017 at 10:35 AM #37960

Oskar Bergvall

Eric wrote:

Oskar If you look in IGs platform (puredeal) you find it in Index > index mini > SP500 a tip, this is how i do it first i look up in IGs platform the contract i am interested in (to see information about size and other things like trade hours ) and then i add it to watchlist and save, and then when in prorealtime just open watchlist

I found it now… It doesn’t show up on the demo account, only on live.

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06/10/2017 at 10:56 AM #37962

Oskar Bergvall

In fact, alot of the contracts are only available on live account. Spain35 and Bund are other examples.

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06/13/2017 at 12:00 PM #38215

O-jay8

Hi,

The algos for Coffee and Copper opened a position in Demo but not Live in my case.

I know this issue got discussed already but I could not find an precise answer. Can someone explain how it is possbile? Is it due to slippage?

Best regards

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06/13/2017 at 1:47 PM #38222

dajvop

@O-jay8

I am not running either so I can’t help you unfortunately.

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06/14/2017 at 11:21 AM #38271

O-jay8

Hi,

But does this issue happened to anyone yet? Open a position in Demo and not in live or vice versa?

Kind regards

O-jay8
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06/14/2017 at 11:27 AM #38272

O-jay8

Which position are currently open for you in live?

I have:

FTSE -2 (accumulation mode is activated)
Sugar +1
Gold -10
Silver-3

Can somebody confirm?

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06/14/2017 at 1:37 PM #38283

dajvop

I have:

AG -2

AU -20

CAC -6

FTSE -4

SB +5

CT +2.5

All mine versions posted here.

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06/18/2017 at 6:44 PM #38561

traderfred

wp01 wrote:

@traderfred, Are you working on the DAX as suggested?

Sorry wp01, I was not available last days, and I did not see this post..

I made a walk forward, but it was not for the swing version. The result was pretty good, but not so good as for DJ and HS..

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