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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09/11/2017 at 4:18 PM #45952

ozz87

wp01: I see 🙂 Still good to have that list when deciding what to run.

Next period will be hard to decide since I try to run only a few systems and with max 500eu dd….few of those for sep2.

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09/12/2017 at 1:46 PM #46019

wp01

@O-jay8,

Thanks for your codes.

I noticed for the HS that positionsize is 0,5. I assume that is correct when trading DFB in GB?

The DD is just the same as ozz87 version (HKD 8.010), with the difference that his version is short and positionsize 1. Same DD must be a coincidence.

Even the 0,5 positionsize should now be working in the non-dfb area since decimal quantities is possible in ProOrder. I haven’t tried it yet.

https://www.prorealcode.com/topic/trading-with-decimal-quantities-possible-on-proorder-live/

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09/12/2017 at 1:49 PM #46022

wp01

Uhh…decimal works of course when it is above the minimum size. In the case of the HS it should be >1 positions when living in a non DFB area.

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09/12/2017 at 2:53 PM #46032

wp01

So far for September 2:

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ozz87, O-jay8, dajvop

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09/12/2017 at 3:18 PM #46035

O-jay8

Hi Wp01,

Its correct, For DFB the min size for HS is 0.5. The same for Nikkei with 0.5.
There are some differences as we noticed earlier already. Copper is 0.5 in DFB as well.

Corn Wheat Soybeans are min size 15 and if I recall correctly it was 20 for CFD in Euro.

If I take your algos, I adjust my positionsize down accordingly.

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09/12/2017 at 3:22 PM #46036

O-jay8

Here my algos for the commodities
Cotton, Coffee, Copper, Crude Oil

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09/12/2017 at 3:24 PM #46041

O-jay8

Soybeans and Lumber but I wont trade it.

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09/12/2017 at 4:02 PM #46049

ozz87

wp01: Great work with that list. It really helps. Maybe i’ll dare to add HS, Bund and 1 more, depending on the current positions.

On my “big contract” 50k demo account Dax closed a trade for more than 10k EU… 🙂 To bad I wasn’t running it live (small version ofc).

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09/12/2017 at 4:42 PM #46051

dajvop

I ran your DAX algo in mini and it is so far 20 % of my profit this month 🙂

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09/12/2017 at 7:34 PM #46060

wp01

How do you do it David? I’m looking at losses for this month. Just like lost month actually. At the moment i have two positive positions in my account and that

is 6 contracts DAX 4H and one position US Basket because i went long outside the algo’s 3x 5 contracts.

Your finance costs must also be massive per month. Mine is already between € 200 and € 400 per month.

Or do you calculate realized and unrealized separate?

Kind regards,

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09/12/2017 at 8:09 PM #46061

wp01

SAF Sep2 short:

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09/12/2017 at 8:38 PM #46066

dajvop

@Patrick, yes I only count realised losses/profits. Most realised profits and losses this month are from August algos still. Though half of my profits this month so far are from the Support algos. The rest from the Swing algos.

The financial costs are closer to 200 € each day. All those interests for all those positions really add up.

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wp01

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09/13/2017 at 5:59 AM #46073

ozz87

By financial costs, do you mean the spread and nightly expenses from IG?

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09/13/2017 at 6:01 AM #46074

dajvop

I mean the overnight costs.

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09/13/2017 at 6:17 AM #46075

ozz87

Dajvop: Ok! You are IGs cash cow 😉

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