Pathfinder Trading System

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Viewing 15 posts - 91 through 105 (of 1,835 total)
  • #15110

    Brage,

    as requested for play around please find attached itf-file for Pathfinder OMX 4H V5B2.

    best, Reiner

    3 users thanked author for this post.
    #15114

    Thanks again Reiner!

    But when backtesting with the file you attached, I don’t get even close to the results you showed me before on OMX. What am I doing wrong?

    2 users thanked author for this post.
    #15118

    Brage, I’m confused. I imported the itf file from above and with OMX mini 20 SEK the backtest shows the attached result.

    Here is the used code:

     

    1 user thanked author for this post.
    #15122

    Oil also sees real good results. Reiner the FTSE 100 updated to v5 you have available?

    1 user thanked author for this post.
    #15123

    and the poor Italian index as it behaves?

    #15130

    Patrick, Miguel,

    as requested here the current Pathfinder version V5B2 for the FTSE mini.

    regards, Reiner

    1 user thanked author for this post.
    #15157

    Hi Patrick,

    Current Pathfinder’s algorithm requires 24H quoting for an underlying instrument (e.g. calculation of signalline, max holding candles, etc.). It won’t work for futures without adaptation. In IG’s world the future instruments have a very limited life time and unfortunately avoid backtesting over a longer time period. I have seen your test based on an instrument DAX30 Full1216 Future – were can I find this underlying in IG’s PRT?

    best, Reiner

    1 user thanked author for this post.
    #15161

    Hi Reiner,

    Thank you for your reply. Unfortunately you can not find DAX30FULL1216 Future in PRT from IG. IG is a CFD provider and only has derivates of the original future or index.

    With a CFD you never trade directly in the future or other product, but always in a derivate of the original product. This is also the discussion. You trade directly with CFD created software

    in a CFD created environment which means that it looks like that you trade against IG, what they of course deny.

    When you trade with futures from for example Interactive , you buy directly a future on the stock exchange in for example the DAX Bourse or Euronext. These bourses also closes at 20.00 hrs. or at

    22.00 hrs. After these times until 08.00 hrs.  there will not be a pricing and of course no candles. Now you have to take a look at the candles in the night at IG. You see sometimes very weird

    results where all kind of stops are being triggered while there in the meantime no pricing is on the real stockexchange. Al these pricings in the night affect backtests of course.

    If you want to adjust Pathfinder for the future market i suggest you open a free account at prorealtime.de. I thought you can get the first 2 weeks fully access including daytrading free of charge.

    So if you want to you can try it free of charge and maybe you can with your experience easily adjust the Pathfinder for futuretrading. When it is working you can set your account to automatic trading

    and than your trades will go through Interactive Brokers.

    Best regards,

    Patrick

     

    #15163

    Hi Reiner,

    Fantastic work on the Pathfinder strategy! Do you know if this is also a good strategy for the CAC French index?

    Thanks,
    Mikael

    #15168

    Hi Miguel,

    in general MIB is suitable for Pathfinder because of the high absolute value and the volatility. With IG MIB is unfortunately not tradable because of the very high spread outside of the core trading time (48 points).

    Please find attached a MIB mini backtest, I didn’t find a smoothed equity curve because of the high spreads and the tough down trends. The return is really good but drawdown is also significant. The backtest is done with an unrealistic spread of 15 points and is very optimized.

    I love Italian food and especially Italian women but not the MIB, stay with the DAX is still the best :-).

    best, Reiner

    #15172

    hahahahahah great reiner  .

     

    1 user thanked author for this post.
    #15173

    Dax are many days that pathfinder not trade

    #15177

    Miguel,

    look at the DAX over the last days and weeks. No trend, low volatility, no saisonal behavior and catched in a small range. Only scalping systems made some money in that scenario. Pathfinder is a swing trading system makes money mainly on the long side. In my opinion it’s an advantage of the system that it stay beside the line and wait for better trading chances instead of loosing money in sideway trends.

    best, Reiner

    5 users thanked author for this post.
    #15181
    reb

    Hi Reiner, Hi all

    The Reiner’s previous post shows the main reason why a lot of trading systems  (swing trading) have some results problems.

    One day you win, the day after you loose or vice and versa

    At the end, you don’t earn anything but your broker does….

    Reb

    1 user thanked author for this post.
    #15183

    Hi Mikael,

    Pathfinder works also well for CAC mini that’s not really surprising because the European Indices are more or less related. Please find attached the backtest and the code. Please be aware that this is an optimized view over the last 4 years. CAC had a longer sideway range (Feb 2015 – Feb 2016) and I suppose that a lot of traders loose the patience in that time.  Overall the result is solid and drawdown is around 20% as mentioned before my favourite is still the DAX because of better performance and drawdown.

    best, Reiner

    1 user thanked author for this post.
Viewing 15 posts - 91 through 105 (of 1,835 total)

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