Pathfinder Trading System

Reiner · 2016-09-22T19:00:38+00:00

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)

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02/08/2017 at 10:34 AM #24291 quote

dajvop
Participant

Master

As far as I know, DAX v6 stops after 12 bars with no profit.

02/08/2017 at 10:51 AM #24292 quote

CN
Participant

Senior

Ah, thanks @dajvop, my bad.

02/08/2017 at 11:21 AM #24299 quote

H_kan
Participant

Senior

Right now we have DOW 4h v6 running since Feb 06 13.00. In backtest there is no order…

Why?

02/08/2017 at 4:00 PM #24366 quote

Gordon Gekko
Participant

Average

Thank you Reiner and everybody else for all the work on Pathfinder.

I would like to test the system with only long positions.

But with my poor coding knowledge i only get error when trying.

Maby someone can help me with this?

02/08/2017 at 4:07 PM #24375 quote
Reiner
Participant

Veteran
Hi Gordon Gekko and welcome,

Simply replace the two SELLSHORT instructions with SELL AT MARKET and remove all EXITSHORT instructions – that’s it.
```
// short entry without order cumulation
IF NOT SHORTONMARKET AND ( (s1 AND f3) OR  (s2 AND f1) ) AND NOT alreadyReducedShortPosition THEN

// check saisonal booster setup and max position size
IF saisonalPatternMultiplier < 0 THEN
IF (COUNTOFPOSITION + (positionSize * ABS(saisonalPatternMultiplier))) <= maxPositionSizeShort THEN
//SELLSHORT positionSize * ABS(saisonalPatternMultiplier) CONTRACT AT MARKET
SELL AT MARKET
ENDIF
ELSIF saisonalPatternMultiplier <> 0 THEN
IF (COUNTOFPOSITION + positionSize) <= maxPositionSizeLong THEN
//SELLSHORT positionSize CONTRACT AT MARKET
SELL AT MARKET
ENDIF
ENDIF
```
```
IF SHORTONMARKET AND (m2 OR m4) THEN
//EXITSHORT AT MARKET
ENDIF
```
Best, Reiner
02/08/2017 at 4:18 PM #24379 quote

Gordon Gekko
Participant

Average

Thanks again Reiner.

02/08/2017 at 9:59 PM #24444 quote

CN
Participant

Senior

Dax V6 closed with a loss from 11507.9 -> 11557,9

14 bars as it should.

02/09/2017 at 9:18 AM #24468 quote

dajvop
Participant

Master

HS v6 long x 3 at 9am at 23505.2.

Best regards, David

02/09/2017 at 1:42 PM #24488 quote

dajvop
Participant

Master

DOW v6 long x 2 closed at 1pm at 20078.9.

02/10/2017 at 9:05 AM #24601 quote

CN
Participant

Senior

Dow v6 just went long 20234.7

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02/12/2017 at 3:43 PM #24876 quote

SY
Participant

New

Hi, I am testing NIKKEI, DOW and DAX on PRT. I noticed that the code runs only for specific hours of the day. My PRT is running in GMT +8 (Singapore), do I have to change to the GMT +8 time settings?

02/12/2017 at 4:05 PM #24878 quote

dajvop
Participant

Master

@Wee Siew Yen

I live in Shanghai but run PRT with GMT+1, it is just easier that way.

Best regards, David

02/12/2017 at 4:21 PM #24881 quote

SY
Participant

New

Thanks David. So I assume all the codes (even for Hang seng, NIKKEI, DOW) posted are coded based on GMT +1 ?

Btw I’m based in Shanghai too. 🙂

02/13/2017 at 12:39 AM #24917 quote

dajvop
Participant

Master

Yes, all codes posted so far are based on GMT+1.

02/13/2017 at 5:07 AM #24919 quote

dajvop
Participant

Master

HS v6 closed long x 3 at 5am at 23673.1 and opened short x 1 at 23673.1.

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