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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06/28/2017 at 1:44 PM #39299

wp01

Ah, now i see what you mean. I already posted the OMX. Sorry forgot that.

I thought your question quite difficult, but it was actually easy 🙂

No, there was no difference with the one on page 73.

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06/28/2017 at 1:58 PM #39301

wp01

SAF:

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06/28/2017 at 2:10 PM #39304

wp01

The corn september future has been added to the IG platform.

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06/29/2017 at 8:38 AM #39349

wp01

USD Basket:

Looks nice, but with only two trades in the past 7 years not very reliable.

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06/29/2017 at 10:24 AM #39358

wp01

I also checked Soyabeans Jul1. Following the roadmap it should be long, but the results are not ok.

My shortversion looks like a rollercoaster and not recommended. The R/W is 7,34 and that is not so good.

I also looked into the O-jay8 short version. That one looks better, but is optimized with a minimum of 15 contracts.

I assume O-jay8 checked that(?) and that is probably the minimum for traders in the UK who uses DFB. On the European mainland

we can not use that. For the non-DFB world is the minimum 20 contracts.

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06/29/2017 at 11:04 AM #39368

O-jay8

Hi Yes indeed, in the UK the minimum size for Soybeans is 15.

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06/30/2017 at 1:48 PM #39494

parvus

Had a go at PL, thoughts?

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07/01/2017 at 8:15 AM #39528

wp01

Hi parvus,

Thank you for your optimization of the Platinum EUR1 contract. Unfortunately the EUR1 contract does not exist anymore. You can find it in PRT, but not in IG

anymore. They replaced it with Spot Platinum mini (10 oz.). Unfortunately you can also not use that one because of the lack of enough history in the charts.

For the mini Platinum you should take the october ’97 future. This one expires september 22nd. so more than 2 months left.

Besides that, you made a long optimization. Nothing wrong with that of course when the results are fine, but the roadmap shows for July 1 and the following 5 months

a short (roadmap on page one), so i’m not very optimistic about a long version. If you want to try the Pl future, you can check O-Jay8’s version on page 74/75.

Thanks.

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07/03/2017 at 9:06 AM #39639

wp01

I noticed that when you optimize or import an itf file of any instrument it un-checks the “earliest date displayed” and selects a date in august 2010. If you want to

change that to “earliest date displayed” it un-checks the tick-by-tick mode. It looks like PRT did an update because i did not noticed it last week. It seems that the tick-by-tick mode is not applicable

anymore before 2010. Maybe this data wasn’t already there yet without noticing. Be aware of the different results with the different dates. Maybe it is already posted somewhere else in this forum.

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07/03/2017 at 9:43 AM #39652

Nicolas

That’s right, now the backtester automatically start the backtest at the Date where the tick history is present when you have checked the tick-by-tick mode.

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07/03/2017 at 9:50 AM #39654

wp01

Thank you for the confirmation Nicolas.

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07/03/2017 at 10:24 PM #39732

Oskar Bergvall

@wp01: Thanks for the guide. I gave it a go on DAX for july2 to practice. The bad trades looks very bad though, not sure how to make it better and safer.

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07/04/2017 at 10:02 AM #39764

wp01

@Oskar,

I also did the optimization and mine isn’t any better. Sometimes the results are crappy and there is nothing you can do about it.

The picture you showed is also without “tick by tick mode”. Actualy you should check that. It will change the setting to 2010 until now. The results are

even worse than. See my post above here on this page.

But did you also checked the results from Jul1? How i came to that result?

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07/04/2017 at 12:06 PM #39775

Oskar Bergvall

@wp01: Ok. You wrote that it’s good to have a high win-percent after the first two optimizations. I didn’t so I guess it was doomed with that one. Is it good to try with short instead maybe? Roadmap shows to buy though (not sure why but shorting isn’t on the roadmap?).

I suppose tick by tick mode don’t work before 2010 then. But to optimize we should have more history right? To optimize any system with only a few years and a few trades can’t be good. My guess is that tick by tick never worked before 2010 but the update fixed it so prt won’t continue to show error.

Will check the results for jul1 tonight, forgot that one. Thanks for your help 🙂

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07/04/2017 at 12:39 PM #39780

wp01

Sure you try a short one if you want to. Short isn’t on the roadmap because the overview is created early this year by Reiner. Pathfinder was a long-only swing strategy at that time. The adapted shortversion

was posted by him somewhere in May. But if one optimization isn’t working, i leave it and try something else. There are around 30+ commodities and indices.

The tick-by-tick seems not be working before 2010. With no other optimization i get results before 2010. It is better to have more history, but when it is not there, it is not there. Without tick-by-tick it is more

unreliable.

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