Pathfinder Trading System

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  • 12/07/2017 at 11:20 AM #54961
    dajvop

    @guitarrocker

    Mine (live) opened 3 positions, though the backtest says 6.

    2 users thanked author for this post.
    avatar JohnScher, avatar guitarrocker
    12/07/2017 at 11:21 AM #54962
    wp01

    @guitarrocker,

    I’m not running it live but have you checked in Proorder if it is still running?

    Or is it stopped and do you see it with a yellow triangle below?

    I’m asking because the  SAF 4H also stopped this week out of nowhere. There wasn’t even a position taken.

    Got a “not enough candles” error. Never had this error before. I activate it again and no problem so far.

    Regards,

    1 user thanked author for this post.
    avatar guitarrocker
    12/07/2017 at 12:32 PM #54971
    guitarrocker

    @dajvop: thx! I had this with the HSI – do you have it running a long(er) time? reb gave me a hint: https://www.prorealcode.com/topic/pathfinder-trading-system/#post-49858 – maybe it’s the same with your ftse?

    @wp01: proorder says it’s running.

    Misterioso…

    12/07/2017 at 1:02 PM #54980
    dajvop

    Now FTSE increased to 6 positions.

    12/31/2017 at 6:34 PM #56978
    Reiner

    Hi guys,

    2017 is over and it’s time to review honestly Pathfinder results.  The attached statistics based on the last V7 robots. All available Pathfinder V7 robots run continuously since 01.08. in demo mode. 2017 was a fantastic year for some stock markets as Hangseng +35%, DOW +25% or FTSE, Nikkei, SAF with around +20% profit.

    Did Pathfinder also have such good results or is it only a highly optimized nice backtest?

    I think that

    • basically Pathfinder delivers positive results and the breakout algorithm works for most of the traded indices
    • the system needs bullish markets to perform well
    • Pathfinder does not work in ranging markets or markets with low volatility as probably all trading robots
    • the continuation of the backtest results is not to be expected in life trading

     

    Pathfinder has some weaknesses as:

    • buy to late or sell to early
    • not aggressive enough in very bullish phases
    • less trades in bearish setups
    • Positions that were in profit are sold at a loss

     

    At the moment I was working on a new version to improve Pathfinder’s weaknesses. It is still a long journey.

    many greetings,

    Reiner

     

    Total of 11 users thanked author for this post. Here are last 10 listed.
    avatar Pfeiler, avatar manel, avatar verdi55, avatar reb, avatar wp01, avatar dajvop, avatar GraHal, avatar Yannick, avatar Jesús, avatar BC
    01/01/2018 at 9:17 AM #56982
    ALE

    Hello Guys!

    Hello Reiner!

    Happy New Year!

    4 users thanked author for this post.
    avatar torkelab, avatar wp01, avatar dajvop, avatar Reiner
    01/01/2018 at 4:11 PM #57005
    Reiner

    Happy New year!

    I tried a lot to make the current Pathfinder 4H V7 systems better. No feature has brought a significant improvement. I think the systems are good as they are and only the parameters have to be checked every 6 months.

    With the next version I want to focus more on a lower timeframe to be more flexible and reduce the overnight fees. I also want to improve some weaknesses that I mentioned above. Please find attached my first V8 for the DAX. I’m still working on it but I thing it’s already good enough for demo mode or more.

    I have changed the following things:

    • switched timeframe to 1H
    • verified all parameter settings and reoptimize some
    • optimized and extended trade engine
    • additional long signal (l5) to trade better very bullish phases
    • additional short signal (s4) to trade better a correction in a long trend and be more robust in moderate drawdown periods
    • add disaster filter to avoid long trades in very bearish scenarios (e.g. 2008)

     

    The drawdown looks a little bit to high (39%) but it’s only a short period in 2011. In the other years it is under 30% and acceptable to me.

    I’ll check the other instruments whether they also work with the extended V8 logic.

    Total of 12 users thanked author for this post. Here are last 10 listed.
    avatar BC, avatar Eric, avatar Carl Haspels, avatar Robin, avatar Jesús, avatar O-jay8, avatar torkelab, avatar wp01, avatar manel, avatar verdi55
    01/01/2018 at 4:46 PM #57012
    reb

    Hallo Reiner

    Prost Neu Jahr

    In 2018, you re still our master, great job as always!

    3 users thanked author for this post.
    avatar BC, avatar torkelab, avatar Reiner
    01/02/2018 at 7:51 AM #57036
    actionjackson

    good start in 2018 :-), HS closed with 703 Euro profit

    1 user thanked author for this post.
    avatar wp01
    01/02/2018 at 10:41 PM #57079
    traderfred

    Very strange..my HS V7 was stopped due to preloaded bar error 🙁

    01/03/2018 at 12:11 PM #57097
    Wisko

    Hello Reiner,

    first of all Happy New Year and many Thanks for your persistend work!

    I have 2 questions:

    1) I often had the problem, that Pathfinder stopped due to a failure in my IG account (“external intervention to the positions”, but i never changed the position parameters). The PRT help desk told me to change following part:

    Month <> Month[1] then
    monthlyHigh = Highest[BarIndex – lastMonthBarIndex](dailyHigh)
    monthlyLow = Lowest[BarIndex – lastMonthBarIndex](dailyLow)
    lastMonthBarIndex = BarIndex
    ENDIF

    replace by:

    if Month <> Month[1] and lastMonthBarIndex=0 then
    lastMonthBarIndex=barindex
    elsif Month <> Month[1] then
    monthlyHigh = Highest[BarIndex – lastMonthBarIndex](dailyHigh)
    monthlyLow = Lowest[BarIndex – lastMonthBarIndex](dailyLow)
    lastMonthBarIndex = BarIndex
    ENDIF

    What would you say?

     

    2) You said above, the parameters should be checked and optimised every 6 months and you already checked/optimised these in V8 (thanks for that). Which parameters would you check/optimise in all the different index versions? In which order would you perform the optimisation?

    By, Wisko

     

    01/03/2018 at 3:49 PM #57140
    Pfeiler

    Glad to see that Reiner is still driving Pathfinder to perfection, Pathfinder-DAX-1H-V8 looks very promising.

    I run 4h versions in prod and had some ups and downs:
    26.12.2017 DAX30 -1040.40€ (ouch!)
    28.12.2017 HS50 +703.34€
    02.01.2018 HS50 +703.87€

    Fortunately my Christmas Platin Trade (Swing) went through with a whopping +1586.71€.

    So all together a nice Pathfinder profit, hope this will sustain all through Q1/2018.

    01/03/2018 at 6:11 PM #57162
    Reiner

    Hi Wisko,

    Thanks for your contribution. When PRT recommend the fix we should use it.

    I have added the fix regarding the “external intervention to the positions” problem. By the way the new code delivers the same result.

    I check all! parameters from time to time and usually do two iterations starting from the top to down. Never forget that a low drawdown is better than a high profit.

    Please find enclosed an update for the DAX 4H V7. This version include your fix and some parameter updates. I’ll do this for the other indices as well and ask @pfeiler to update Pathfinder’s dropbox.

    regards,

    Reiner

    P.S welche Versionen nutzt du, dann mache ich die zuerst

     

    01/03/2018 at 7:04 PM #57168
    Wisko

    Hi Reiner,

    thanks for the fast response. At the moment i’m running V7 of DAX, DOW and HangSeng live. IMO these are the best of them all.  I’m thinking about switching to DAX V8 but i have to have a closer look on that.

    “from the top to down” you mean you optimise the parameters in order of appearance in the code? So first the signal line parameters, then the MA periods, … and so on?

    01/04/2018 at 1:46 PM #57239
    T-rader

    Hey Reiner

    How have you optimized the V8 version for dax? Optimized on 100% of available data? 70%? Walk forward?

    Edit- It would be nice with a 200k backtest 🙂

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