Anyone still runs something of all this?
LéoParticipant
Average
Dear Gianluca,
thank you for this list.
I wanted to backtest these strategies (knowing that you use them live) but could not find the related itf files (at least not with the exact same name). Would you mind copying them here or confirm where I can find them on this website ?
Also you indicated that you close the Italy strategy manually – is the TP too ambitious ? Do you also close other strategies manually ?
Thank you in advance for your help.
Alex.
Ciao Léo, i just stopped time to time because my account size dosn’t fit the DrawDown of the sistem, but since 2018 is 100% winning rate the Italy Swing, you can find it scrolling back the page!
ok, i think there is some misunderstanding, that sistem that i use on ITA is the swing, so you can find in the swing sistem post
LéoParticipant
Average
Hi Gianluca,
Thank you for the (very fast) reply 🙂
I have been testing the file Path-Swing-Italy-Cash.itf and I am also planning the file FTSEMIB-SWING.itf . I find both files scrolling back the page (and in a post from you from 2018).
I just realized looking at your printscreen (attached) that the one you are using live has a different name (Pathfinder FTSEMIB italy SWING) – I was just wondering if these were different versions.
Also I would like to test the other strategies you recommended (Path Dow 4H V7.2 2018 / Path Swing Dax / Path Swing Gold Size 0.5 / Path Swing Tech100) but could not find the ITF files in the attachments list in this page.
Can you confirm where I can find those ?
Thank you again !
I use the Vanilla Nasdaq 4h system and its working very well
Nice, can you share this code please ?
one of the reason could be
a completely changed behaviour of the biggest investors after Draghis whatever it takes
// pathfinder system @ ger40 version 3
// timezone europetime berlin
// timeframe 4H
// 2 points spread
// Dax breakout system triggered by previous daily, weekly and monthly high/low crossings
// Original by Reiner , refresh by JohnScher @ 07/31/2022
// proOrder code parameter
DEFPARAM CUMULATEORDERS = true // cumulate orders if not turned off
DEFPARAM PRELOADBARS = 10000
// smoothed average parameter (signalline)
ONCE periodFirstMA = 5
ONCE periodSecondMA = 10
ONCE periodThirdMA = 3
// filter parameter
ONCE periodLongMA = 250
ONCE periodShortMA = 50
// trading paramter
ONCE PositionSize = 1
// money and position management parameter
ONCE stoppLoss = 5 // in %
ONCE takeProfitLong = 5 // in %
ONCE takeProfitShort = 2 // in %
ONCE maxCandlesLongWithProfit = 20 // take long profit latest after 18 candles
ONCE maxCandlesShortWithProfit = 17 // take short profit latest after 13 candles
ONCE maxCandlesLongWithoutProfit = 30 // limit long loss latest after 30 candles
ONCE maxCandlesShortWithoutProfit = 30 // limit short loss latest after 25 candles
// calculate daily high/low
dailyHigh = DHigh(1)
dailyLow = DLow(1)
// calculate weekly high/low
If DayOfWeek < DayOfWeek[1] then
weeklyHigh = Highest[BarIndex - lastWeekBarIndex](dailyHigh)
lastWeekBarIndex = BarIndex
ENDIF
// calculate monthly high/low
If Month <> Month[1] then
monthlyHigh = Highest[BarIndex - lastMonthBarIndex](dailyHigh)
monthlyLow = Lowest[BarIndex - lastMonthBarIndex](dailyLow)
lastMonthBarIndex = BarIndex
ENDIF
// calculate signalline with multiple smoothed averages
firstMA = WilderAverage[periodFirstMA](close)
secondMA = TimeSeriesAverage[periodSecondMA](firstMA)
signalline = TimeSeriesAverage[periodThirdMA](secondMA)
// filter criteria because not every breakout is profitable
c1 = close > Average[periodLongMA](close)
c2 = close < Average[periodLongMA](close)
c3 = close > Average[periodShortMA](close)
c4 = close < Average[periodShortMA](close)
// long position conditions
l1 = signalline CROSSES OVER monthlyHigh
l2 = signalline CROSSES OVER weeklyHigh
l3 = signalline CROSSES OVER dailyHigh
l4 = signalline CROSSES OVER monthlyLow
// long timebased conditions
tmLong = openmonth <> 1 and openmonth <> 9
tdLong = opendayofweek >= 1 and opendayofweek <= 4 //sik!
ttLong = time >= 090000 and time <= 210000
// short position conditions
s1 = signalline CROSSES UNDER monthlyHigh
s2 = signalline CROSSES UNDER monthlyLow
s3 = signalline CROSSES UNDER dailyLow
// short timebased conditions
tmShort = openmonth <> 3 and openmonth <> 5 and openmonth <> 10 and openmonth <> 11
tdShort = opendayofweek >= 1 and opendayofweek <= 5
ttShort = time >= 090000 and time <= 210000
// long entry
IF tmLong and tdLong and ttLong then
IF ( l1 OR l4 OR l2 OR (l3 AND c2) ) THEN // cumulate orders for long trades
BUY PositionSize CONTRACT AT MARKET
takeProfit = takeProfitLong
ENDIF
Endif
// short entry
IF tmShort and tdShort and ttShort THEN
IF ( (s1 AND c3) OR (s2 AND c4) OR (s3 AND c1) ) THEN // no cumulation for short trades
SELLSHORT positionSize CONTRACT AT MARKET
takeProfit = takeProfitShort
ENDIF
ENDIF
// stop and profit management
posProfit = (((close - positionprice) * pointvalue) * countofposition) / pipsize
m1 = posProfit > 0 AND (BarIndex - TradeIndex) >= maxCandlesLongWithProfit
m2 = posProfit > 0 AND (BarIndex - TradeIndex) >= maxCandlesShortWithProfit
m3 = posProfit < 0 AND (BarIndex - TradeIndex) >= maxCandlesLongWithoutProfit
m4 = posProfit < 0 AND (BarIndex - TradeIndex) >= maxCandlesShortWithoutProfit
IF LONGONMARKET AND (m1 OR m3) THEN
SELL AT MARKET
ENDIF
IF SHORTONMARKET AND (m2 OR m4) THEN
EXITSHORT AT MARKET
ENDIF
SET STOP %LOSS stoppLoss
SET TARGET %PROFIT takeProfit
Good morning,
on the left your version and on the right the version modified just now
I modified the TP short =5
Yes, thank you, it has been a long day.
“Pathfinder refresh” opened a first position yesterday 21.00. Long at 13,692 on my live account.
Let’s see how the system performs for half a year
