Pathfinder Trading System

Reiner · Thu, 22 Sep 2016 19:00:38 +0000

Hi guys, this topic is for all discussions related to the Pathfinder trading system strategies. The system based on four components that work perfectly together. signalline – instrument trend line based on two smoothed averages (Wilder and Time Series) breakout levels – previous daily, weekly and monthly high/lows in combination with fast and slow averages as filters because not every breakout is profitable saisonal behavior – position size will be boost with a multiplier for each month depending on the historical seasonal behavior smart money and position management – grid orders, maximal position size monitoring, superordinate stop loss/take profit, trailing stop and maximum holding periods are used mechanisms The Pathfinder breakout logic works well for many instruments with 24 hour quotes such as DAX, DOW, FTSE, Hang Seng, NIKKEI in 4 hours timeframe. All versions are optimized for an 10k Euro account. 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 guarantee 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 is my private and fully transparent algorithmic trading project exclusively implemented for ProRealTime 10.3. 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. Please find below the last released Pathfinder trading system versions for suitable instruments. Dropbox Link: https://www.dropbox.com/sh/xyymvk6gscxbfbe/AABaOs9_ZExILA18HxKW9kdqa Best, Reiner 04.02.2018 Updated dropbox with new algos V7-FEB-2018 with automatic scaling for ASX, DAX, DOW, FTSE, GOLD, HS, NIKKEI, SAF and STXE (#post-61450) 08.01.2017 Checkout the results from 2017 (#post-56978) || introducing new PF algo category DAX-1H-V8 (#post-57005) || new algos in dropbox DAX-V7-2018 (#post-57521), DOW-V7-2018 (#post-57524) and HS-V7-2018 (#post-57528) 02.08.2017 Updated dropbox with new algos FTSE-V7 and Nikkei-V7 (#post-42223), ASX-V7 (#post-42249) and STXE-V7 (#post-42332) 31.07.2017 Updated dropbox with new algos DAX-V7-2, DOW-V7-2 and HS-V7-2 (#post-41811) 18.07.2017 Release V7 containing error fixes, improvements and new features for DAX-V7 (#post-40798) and DOW-V7 (#post-40880)

This topic has 1,834 replies, 139 voices, and was last updated 9 months ago by CFD AutoTrading.

Tagged: Pathfinder

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11/09/2016 at 6:42 PM #16253

miguel33

reiner no problem, thank you for what you do.

miguel33
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11/10/2016 at 9:15 AM #16280

wp01

Dear Reiner.

You released V6 while V5 was already in position. V6 doubled yesterday evening at 21.00 hours its position, but V5 did not.

May i ask you how you handled this? Or was this not an issue for you because you had already V6 running in beta?

Thanks in advance for your reply.

best regards,

Patrick

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11/10/2016 at 9:30 AM #16283

Brage

Hi Reiner!

All respect to your great work and that you need time for job and family. I think latest modifications are logic and interesting. On the SwedishOMX I run your version OMX 4h V5b2. If and when it is possible for you, I’d apreciate if you can update it to latest V6beta to see if it has the same positive effect as on the DAX V6.

Thanks!

Best regards

Martin

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11/10/2016 at 10:43 AM #16293

miguel33

I am using V5
Real came in with 3 positions to 17.00 of 7/11 to 10,441.7 while in demo came to 21 per 10,452.
Yesterday, in no real position in doubled demo.

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11/10/2016 at 11:55 AM #16303

wp01

@Miguel.

In DAX V5 it bought in demo a new position at 10.652. But that was only demo; in real it was not processed.

(indead the first position was at 10.452 on November 7th.

In DAX V6 ,which i also had running, came of course the 2nd. position at the same time and price AND it was perfectly processed for real in IG.

V5 also has other stops and limits. This results in that V5 took profit this morning at 10.782 while V6 is still running with a profittaker at 10.998,20.

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11/10/2016 at 1:12 PM #16304

flowsen123

Hey Wp1,

iy you speak of demo. do you mean you have the system running on your demo account or do you speak of the backtest? because with my system I also saw some differences between backtest and live system.

flowsen123
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11/10/2016 at 1:24 PM #16305

wp01

Hi Flo,

Yes i mean in backtest. The 2nd. postition yesterday evening at 21.00 hrs. in V5 wasn’t activated in live account at IG.

V6 on the other hand opened it perfectly yesterday evening in the live account. If you have V6 running you will only have 1x 3 positions (or more if you changed it in the code)

in your live account. And that is the 2nd. part of the 3 positions because at the time the 1st. part was effected, V6 was not released yet by Reiner.

So if you are running V5 you do not have a position at this moment in the DAX.

wp01
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11/10/2016 at 1:24 PM #16306

Jimbob

For what it’s worth I’ve been running Pathfinder v5 and it took no trades on demo yesterday. Infact the last trade it took was on November 1st.

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11/10/2016 at 3:29 PM #16316

flowsen123

I did try to isolate the single conditions for V6 as well… All of them are positive, but the L1 condition.

An Ideo for further versions: maybe a special boost for the L3 condition.

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Reiner

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11/10/2016 at 5:33 PM #16331

Brage

Hi guys!

Interesting to evaluate where the system enter and exit. I run V5 on IG demo and the last postion was opened nov 7 at 17.00 at 10.442 and closed nov 10 at 06:25 at 10.729. Don’t know why closing time is outside trading window.

Brage
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11/10/2016 at 6:26 PM #16340

wp01

@Brage.

It closes outside the trading window when the limit is reached. The position will be closed automaticly.

As far as i know you can only see the limit and stoploss when you actually have a live trade.

Only my data is a bit difference from yours:

In live trading:

open: Nov.7th. @ 10.442,50 (17:00 hrs.)/ close: Nov.10th. @ 10.782 (09:24 hrs.)

No clue where the difference in closingprice comes from.

Difference in time could only happ with different time zones i think. It is exactly 3 hours between mine and yours….

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Brage

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11/10/2016 at 6:42 PM #16342

Reiner

Hi guys,

I’m already trading V6 in life mode and I can confirm a long trade at 10.655,5. That’s the expected behavior because of yesterdays strong drawdown the signalline went under previous monthly low (10.347) come back and crossed over at 17 CET the montly low and a position was opened with the next candle at 21 CET – backtest and life trading are fully synchron and everthing is as expectected.

I checked V5 only in backtest mode. At 7. November at 17 CET is a clear cross over of daily high (10.360) and this is responsible for a long trade (10.452) at 21 CET – logical and as expected. Some of you are already long at 17 CET and the reason for that is probably that in backtest mode this trade trigger (cross over montly low 10347,4, signalline 10346,9) is missed due some pips after the comma. Today, this long trade was closed with a profit of 339 points per contract because take profit limit was reached (long 3.25%) – could all of you confirm this behavior?

Trade trigger behavior is the same in V5 and V6 and that’s why V5 accumulated a further long trade at 9.Nov 21 CET (10.652) in backtest mode and I have really no clue why this isn’t the case in life trading.

best, Reiner

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wp01, Brage

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11/10/2016 at 6:48 PM #16343

Reiner

Brage, I will adjust OMX to V6 – but as mentioned I need some time.

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wp01, Brage, ALE

Reiner
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11/10/2016 at 6:54 PM #16345

Reiner

Hi Jimbob,

Thanks, for this information.

you activated V5 for DAX and have no trades for 7.Nov? Do you have set maximum number of contracts to a higher value e.g. 15?

best, Reiner

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11/10/2016 at 7:00 PM #16347

Reiner

Brage, in my opinion the only valid reason that a trade is closed outside trading window is that stop loss or targed profit is reached.

Reiner
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