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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07/16/2017 at 6:04 PM #40798

Reiner

Hi Guys,

Hope you are all well. After a break it’s time to review and optimize the Pathfinder 4H robots.

I have checked the DAX version and unfortunately the current DAX market volatility delivers no profits so far. Please find attached a new version V7 containing error fixes, improvements and new features.

V7 release notes:

fixed the preloadbars error (Thanks manel)
fixed the error regarding maxPositionSizeShort variable
fixed the erroneous calculation of the short position size
add order cumulation for short trades
add dynamic position sizing based on weekly performance (Thanks Maz for the idea)
change the rule engine (add previous daily High as short signal)
remove dynamic max position size calculation
optimized all relevant parameters

The new dynamic position size calculation based on the weekly performance is responsible for the much better results and of course for the slightly higher drawdown.

ONCE maxDynamicPositionSize = 2 // >1 with dynamic position sizing; 1 without
//...
// dynamic position sizing based on weekly performance
ONCE profitLastWeek = 0
if DayOfWeek <> DayOfWeek[1] and DayOfWeek = 1 then
if strategyProfit > profitLastWeek + 1  then
positionSize = min(maxDynamicPositionSize, positionSize + 1) // increase risk
else
positionSize = max(1, positionSize-1) // decrease risk
endif
profitLastWeek = strategyProfit
endif

ONCE maxDynamicPositionSize = 2 // >1 with dynamic position sizing; 1 without

//...

// dynamic position sizing based on weekly performance

ONCE profitLastWeek = 0

if DayOfWeek <> DayOfWeek[1] and DayOfWeek = 1 then

if strategyProfit > profitLastWeek + 1 then

positionSize = min(maxDynamicPositionSize, positionSize + 1) // increase risk

else

positionSize = max(1, positionSize-1) // decrease risk

endif

profitLastWeek = strategyProfit

endif

The risk is controlled by the variable maxDynamicPositionSize. A value > 1 (default is 2) works as a booster and a value of 1 turns of the feature.

I’ll check the other Pathfinder robots as well.

Best, Reiner

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Reiner

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07/16/2017 at 6:24 PM #40804

lerilleseb

thanks a lot Reiner you are the boss!

Did you try with the DOW or others?

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lerilleseb

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07/16/2017 at 6:39 PM #40806

rejo007

@reiner

Thanks a lot.

This version is already optimized for 10000€ account or they need change?

Have a good week

rejo007

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07/16/2017 at 7:15 PM #40812

rejo007

because, in attached files, the DD is too much for an account of 10000€. with “maxDynamicPositionSize = 2”

with “maxDynamicPositionSize = 1 “, it’s the same

rejo007

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07/16/2017 at 9:03 PM #40825

wp01

@rejo007,

You did not take the DAX mini but the normal DAX and your history goes back to January of this year and not to 2010 as in the example…..

wp01

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07/16/2017 at 9:08 PM #40826

lerilleseb

@rejo007

try the allemagne 30 au comptant (mini 1€) !

lerilleseb

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07/16/2017 at 9:22 PM #40828

Nicolas

About position sizing, ProOrder now support decimal lot size, please check this thread for more information : https://www.prorealcode.com/topic/trading-with-decimal-quantities-possible-on-proorder-live/

Nicolas

Keymaster

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07/16/2017 at 10:30 PM #40830

torkelab

Reiner wrote:

Hi Guys, Hope you are all well. After a break it’s time to review and optimize the Pathfinder 4H robots. I have checked the DAX version and unfortunately the current DAX market volatility delivers no profits so far. Please find attached a new version V7 containing error fixes, improvements and new features. V7 release notes:

fixed the preloadbars error (Thanks manel)

fixed the error regarding maxPositionSizeShort variable

fixed the erroneous calculation of the short position size

add order cumulation for short trades

add dynamic position sizing based on weekly performance (Thanks Maz for the idea)

change the rule engine (add previous daily High as short signal)

remove dynamic max position size calculation

optimized all relevant parameters

The new dynamic position size calculation based on the weekly performance is responsible for the much better results and of course for the slightly higher drawdown.

ONCE maxDynamicPositionSize = 2 // >1 with dynamic position sizing; 1 without //… // dynamic position sizing based on weekly performance ONCE profitLastWeek = 0 if DayOfWeek <> DayOfWeek[1] and DayOfWeek = 1 then if strategyProfit > profitLastWeek + 1 then positionSize = min(maxDynamicPositionSize, positionSize + 1) // increase risk else positionSize = max(1, positionSize-1) // decrease risk endif profitLastWeek = strategyProfit endif

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ONCE maxDynamicPositionSize = 2 // >1 with dynamic position sizing; 1 without

//…

// dynamic position sizing based on weekly performance

ONCE profitLastWeek = 0

if DayOfWeek <> DayOfWeek[1] and DayOfWeek = 1 then

if strategyProfit > profitLastWeek + 1 then

positionSize = min(maxDynamicPositionSize, positionSize + 1) // increase risk

else

positionSize = max(1, positionSize–1) // decrease risk

endif

profitLastWeek = strategyProfit

endif

The risk is controlled by the variable maxDynamicPositionSize. A value > 1 (default is 2) works as a booster and a value of 1 turns of the feature. I’ll check the other Pathfinder robots as well. Best, Reiner

Welcome back Reiner! 😀

torkelab

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07/17/2017 at 4:52 PM #40880

Reiner

Hi Guys,

Please find attached the new V7 for Pathfinder DOW 4H

Best, Reiner

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07/17/2017 at 5:17 PM #40885

reb

Hi Reiner

you re the boss

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Reiner

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07/17/2017 at 6:12 PM #40887

Pfeiler

Updated the DropBox folder with DAX-v7 and Dow-v7 .
Hot stuff! 🙂

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07/17/2017 at 9:34 PM #40912

lerilleseb

@Reiner

did you try with real account the V7?

lerilleseb

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07/18/2017 at 2:09 PM #40977

Reiner

@lerilleseb

I don’t trade V7 life so far

Reiner

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07/18/2017 at 2:17 PM #40978

Reiner

Pathfinder 4H for Hangseng works very well and delivers >60k HKD profit in 2017. The algo is well balanced and fit perfectly the current market heartbeat.

Enclosed is the new V7 of this little beauty.