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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01/16/2017 at 5:42 AM #21216

dajvop

Great work Reiner!

I just want to add that my changes for Hang Seng were based on the changes that Alco already had made.

Best regards, David

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Reiner

dajvop
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01/16/2017 at 10:39 AM #21250

Alco

Hi Guys,

I don’t know if someone saw this before but it’s really strange on hang seng and you will see the same problem probably on all indices.

I started the hang seng demo at 15 dec 2016, It executed 7 trades and are now all closed. My live backtest result of 7 trades (see on the right) closed all in profit.. but it didn’t.
Below you see all executed orders with live demo account. 6 wins and 1 loss.

You will see it opened 2 positions at 28 dec, 2 positions 30 december and 1 position at 3 januari. But the ”closed positions list” is totally different. It doesn’t show the positions from 30 dec, 6,9,10 janauri. See entry and exit dates. Im so confused right now and hopefully someone could explain this.
Then the backtest shows a different entry and exit dates aswell… This is imo a big issue and the backtests are far from reliable.

Alco
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01/16/2017 at 10:55 AM #21256

dajvop

@Alco

I restarted my live version on the 2nd.

The first opened on the 3rd for me followed on the 5th, 6th and 9th. 1 position closed on the 10th and another one on the 11th.

I still have 4 positions open. I seem to be out of sync.

Best regards, David

dajvop
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01/16/2017 at 11:05 AM #21258

Alco

Which version of hang seng are you using dajvop? Do they match with the backtest from jan 2th? And does your closed position list match with your executed list from live demo?

Alco
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01/16/2017 at 11:12 AM #21263

MichiM

@ Alco

I think you used different versions.

Michael

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01/16/2017 at 11:14 AM #21266

dajvop

I am running the one that you posted in December.

No, it does not match with backtest. No matter where I set the starting date, the position that opened on the 3rd at 5am does not show.

No, the closed positions does not match with the live run. The closed positions adds up to 10000 HKD (2 times target profit reached), but the live performance shows only 6500 HKD.

I have to run now, but will check more thoroughly tomorrow morning.

Best regards, David

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01/16/2017 at 11:48 AM #21273

Alco

@Michi

That’s not the problem. I copied the code from hong kong v5b3 to make sure I had the same code.
Now im watching ftse and it shows the same problem.

It opened 5 trades from dec 16th. 3 closed and 2 are still open.

They opened on dec 16th (x2), 27th, jan 3th, 9th.

Live demo closed positions shows only entry date from dec 16th, jan 5th and 6th. But there is no trade entered on the 5th and 6th..

On the left you see the backtest. No trades opened at dec 16th nor 27th. But it has trades opened at dec 30th, jan 2th, 3th, 5th and 6th. How is that possible??

Alco
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01/16/2017 at 12:35 PM #21287

Alco

Looking at the backtest ”order list” not the closed order list. Then it looks almost the same. So I think it’s not a big problem after all.

Alco
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01/16/2017 at 1:10 PM #21295

Elsborgtrading

Please see post here

and make sure you have turned on weekend data when backtesting. Not that it’s a difinite solution, because I know I have, and still have problems with backtesting pathfinder, but perhaps it will solve any issue might have in this case.

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Bandido

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01/16/2017 at 1:11 PM #21296

ALE

Hi Alco
could you post here your Hang Seng Version?
Thanks
Ale

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01/16/2017 at 1:32 PM #21301

Mark

yes I’ve found that the ‘order list’ and the ‘closed order list’ sometimes don’t add up, i think its something to do with cumulating orders

Mark
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01/16/2017 at 1:35 PM #21303

Alco

It’s an older version of HS.

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ALE

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01/16/2017 at 3:19 PM #21323

MichiM

@Alco

I don’t know where the error is.
Have you started all programs in the new year (after 31.12.2016) ?
I had the problem that the Cac went in the backtest into the market but live…..nothing.

We have to wait until 10.3 ist available.

Michi

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01/16/2017 at 3:41 PM #21326

Mark

Hey guys,

Slightly off the subject but i have just had a bit of advice from a trader i know. He recommends changing your own strategy name to something different, all PRT algos are based on the IG platform, so if too many people are entering and exiting the market at the same time all with the same strategy name (pathfinder) it could potentially raise unwanted awareness from IG.

Mark

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manel

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01/16/2017 at 4:13 PM #21329

Alco

@michi

I started Hang Seng since dec 15th.

Should it make a difference if you start the programs after NY?

Alco
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