Pathfinder Trading System

• 03/23/2017 at 7:39 PM #29683
  H_kan

  @GraHal:  Summation formula implemented!

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  GraHal

  

  H_kan

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  03/23/2017 at 8:14 PM #29690
  manel

  Hi – I had a record of the CAC system. It was originally coded by Reiner, he just didn’t put it on the front page. It’s got pretty good results. I’ve attached it here for people to use if they wish.

  https://www.prorealcode.com/reply/24981/

  Regardless of that fact, I personally would not start introducing more columns in the log if not really necessary as so far 95%+ results are one way – ie Yes, so figures will seem to contribute little overall value I feel.

  If people wish I would suggest in fact creating a separate log for individual systems/non-standard systems and users can input in their trades based on tweaks of the original systems. You would then be able to start conversations around it in another topic. Only my opinion though, happy to go with the majority 🙂

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  ALE

  

  manel

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  03/23/2017 at 9:13 PM #29700
  GraHal

  I’ve moved the ‘new column’ over to the right as a compromise.

  It could prove useful to show all versions in the same Log … who knows. somebody may come out with the ‘holy grail’ and we all pile in and start a millionaires club! 🙂

  Cheers
  GraHal

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  dadorait, manel, winnie37

  

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  03/24/2017 at 2:56 PM #29758
  Cosmic1

  I did run an IN/OUT sample on Gold and it wasn’t pretty. Looking forward to walk forward test being available!

  These are the variables optimised:

  ONCE periodFirstMA = ONCE periodSecondMA = ONCE periodThirdMA = // this variable define the "heartbeat" of every instrument and have to be adjusted, possible values are 3, 4, 5, 6, 7 // filter parameter ONCE periodLongMA = // the settings of the filter periods are also important for the profit factor, 200, 250, 300 are good values ONCE periodShortMA = // 10, 40 or 50 are good settings // money and position management parameter - these parameters are important for the risk and performance ONCE stoppLoss = // in % the system would works without a stopp loss, it's more in the sense of a disaster exit ONCE takeProfitLong = // in % ONCE takeProfitShort = // in % ONCE maxCandlesLongWithProfit = // take long profit latest after 18 candles - 15 with a higher take profit is my new favorite in the next version ONCE maxCandlesShortWithProfit = // take short profit latest after 12 candles - 13 is a good value for every instrument ONCE maxCandlesLongWithoutProfit = // limit long loss latest after 30 candles - 30 or 40 are good values ONCE maxCandlesShortWithoutProfit = // limit short loss latest after 25 candles - 25 is my favorite for all instruments

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  ONCE periodFirstMA =   ONCE periodSecondMA =   ONCE periodThirdMA =  // this variable define the "heartbeat" of every instrument and have to be adjusted, possible values are 3, 4, 5, 6, 7 // filter parameter ONCE periodLongMA =  // the settings of the filter periods are also important for the profit factor, 200, 250, 300 are good values ONCE periodShortMA = // 10,  40 or 50 are good settings   // money and position management parameter - these parameters are important for the risk and performance ONCE stoppLoss =  // in %   the system would works without a stopp loss, it's more in the sense of a disaster exit ONCE takeProfitLong =  // in % ONCE takeProfitShort =  // in %   ONCE maxCandlesLongWithProfit =  // take long profit latest after 18 candles - 15 with a higher take profit is my new favorite in the next version ONCE maxCandlesShortWithProfit =  // take short profit latest after 12 candles - 13 is a good value for every instrument ONCE maxCandlesLongWithoutProfit = // limit long loss latest after 30 candles - 30 or 40 are good values ONCE maxCandlesShortWithoutProfit = // limit short loss latest after 25 candles - 25 is my favorite for all instruments

  I will try to find the IN/OUT settings that were produced.

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  ALE

  

  Cosmic1

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  03/26/2017 at 9:30 PM #29926
  traderfred

  Hello, I tried to run a walk forward for DAX.

  But to be honest, I don’t know what is the meaning of the result..

  The walk forward ratio is 47% (which is not so good according to the documentation..)

  I don’t know if this can help me to improve the result or if this just to check the robustness of the robot..

   

   

   

  

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  03/28/2017 at 1:16 AM #30061
  manel

  Hi Guys,

  For those of you who have experienced an issue with “missing”trades and preloadbars errors in the Pathfinder Dax 4H V6, I have received a possible amendment to the code from the helpdesk that apparently resolves the issue. There was no indication from them as to why it only happens with some users and/or in Live and not Demo, that is still a mystery.

  As you are aware, the system took a short position in Dax at 12,007/8 today which was indeed implemented in my Demo but once again not in my Live version, so for me the problem is still ongoing.

  Please replace the following lines of code :

  // calculate weekly high, weekly low is a poor signal If DayOfWeek < DayOfWeek[1] then weeklyHigh = Highest[BarIndex - lastWeekBarIndex](dailyHigh) lastWeekBarIndex = BarIndex ENDIF

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  // calculate weekly high, weekly low is a poor signal   If DayOfWeek < DayOfWeek[1] then weeklyHigh = Highest[BarIndex - lastWeekBarIndex](dailyHigh) lastWeekBarIndex = BarIndex ENDIF

  With the following :

  If DayOfWeek < DayOfWeek[1] and lastweekbarindex = 0 then lastWeekBarIndex = BarIndex else if DayOfWeek < DayOfWeek[1] then weeklyHigh = Highest[BarIndex - lastWeekBarIndex](dailyHigh) lastWeekBarIndex = BarIndex ENDIF ENDIF

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  If DayOfWeek < DayOfWeek[1] and lastweekbarindex = 0 then lastWeekBarIndex = BarIndex else if DayOfWeek < DayOfWeek[1] then weeklyHigh = Highest[BarIndex - lastWeekBarIndex](dailyHigh) lastWeekBarIndex = BarIndex ENDIF ENDIF

  I have checked in backtest and both versions of code produce exactly the same results – which they should. Hopefully this helps some people and solves the error in execution that some of us had. Fingers crossed this resolves it going forward in Live.

   

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  manel

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  03/29/2017 at 11:22 PM #30255
  ALE

  
  Hello guys

  I want to add another piece to the story, the graphic indicator

  It’s cute

  Greetings Ale

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  jamesgodfrey80, Enrique de Juan, maleknf, MichiM, Mark, manel, O-jay8, silotests, H_kan, barnabebear

  

  ALE

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  03/30/2017 at 8:11 PM #30406
  MichiM

  Ciao Ale

  complementi per l’indicatore.

  Michi

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  03/30/2017 at 9:30 PM #30419
  maleknf

  Hi Ale,

   

  Thank you for the indicator 🙂

   

  I tried to implement it on my chart but I cannot get the levels in the body chart like in your attachment. Check my attachment and let me know please how to fix it if you can.

  Regards

  Malek

  

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  03/30/2017 at 10:34 PM #30427
  ALE

  Hi malek

  every graphic indicators must be applied from price instead of chart, I’ve attached pictures
  Thanks
  Ale

   

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  ALE

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  03/31/2017 at 4:14 PM #30549
  H_kan

  We just got one additional short order in Pathfinder HS 4h V6. This is not the normal behaviour of Pathfinder. In all other systems we have no cumulation of short orders. I had a look in the code and there is a different coding on the short side in Hangseng compared to all other systems.

  Is this something we should change?

  So far Hangseng has been very successful. But that is on the long side.

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  Mark

  

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  04/01/2017 at 8:28 AM #30580
  reb

  Hi H_Kan

  In the past, I can see several times with doubled short positions. It seems to be profitable, let’s see in live

  Reb

  

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  04/02/2017 at 9:49 AM #30659
  maleknf

  Thank you Ale,

  I am new to PRT so still discovering the sea 🙂 Thank you for your help. I managed to implement it correctly on the chart 🙂

  BTW I read we have 7 4H Robots, while I only have (DOW, FTSE, DAX, HS, NIKKIE) which are the other two? maybe CAC and S&P 500?

   

  Regards

  Malek

  

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  04/03/2017 at 6:50 AM #30774
  CN

  HS opened another short @ 24235. In total 3 shorts

  

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  04/03/2017 at 3:02 PM #30832
  Mistifire

  i read through the forum but couldn’t find any details even with a search

  has anyone tried this on the South African Top 40 Index ?

  

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