Automated Trading Strategy #1
Strategy #1 made over $215K last year.
Important: There is no guarantee that our strategies will have the same performance in the future. We use backtests to compare historical strategy performance. Backtests are based on historical data, not real-time data so the results we share are hypothetical, not real. There are no guarantees that this performance will continue in the future. Trading futures is extremely risky. If you trade futures live, be prepared to lose your entire account. We recommend using our strategies in simulated trading until you/we find the holy grail of trade strategy.
Click here for all strategy links. Strategy Performance is updated every two months. New strategies are added every month.
Backtest Results based on 1 year of trades
Strategy #1
When we first started testing Strategy 1 it had a net profit of $215K, and a max drawdown of 17%, which is high. It is not one of our best strategies, but we’re giving it away as an example of how our strategies work. You can use the description below to duplicate our results. You can also download the strategy for use with Ninjatrader or any other platform that accepts C# as a programming language.
Over time, we’ve evolved our Strategy Description Reports to provide greater detail including cumulative performance, day of week performance and hour of day performance.
You can also try out Strategy 5 for more practice.
Click here for the most recent update to see how our best strategies are performing. You can also check out our companion newsletter, ATS Mini. ATS Mini is the limited version of ATS. Like ATS, you will receive a new strategy every two weeks, but it will be one of our older strategies.
Click here for links to all ATS strategies.
Click here for links to all ATS Mini strategies.
Strategy #1 Description:
Strategy #1 uses the Linear Regression Indicator (LinReg) and the Volume Weighted Moving Average (VWMA).
Enter Long - When LinReg crosses above VWMA.
Enter Short - When LinReg crosses below VWMA.
Use 14 as the period for both indicators.
LineRegres: 14
VMAmmRe: 14
Data Series: Please use the parameters listed in the most recent performance chart.
*You can test the strategy by duplicating backtest results.
An example of how the strategy works is below.
Download Strategy #1 for NinjaTrader 8: Click Here
***Strategies are available for download in Ninjatrader 7 & 8 only, but you can duplicate the strategy on all platforms based on the strategy description above***
Ninjatrader 8 Download Instructions
Click on the link above to download the file.
Download the Strategy to your desktop, keep them in the compressed .zip file.
From the NinjaTrader Control Center window, select the menu Tools > Import > NinjaScript Add-On
Select the downloaded file from your desktop
NinjaTrader will then confirm if the import has been successful.
If you've never used/run a strategy in NinjaTrader 8, NinjaTrader provides instructions here.
Strategy Performance is updated every two months. New strategies are added every month.
Click here for links to all strategies.
Hi Jack, I understand the confusion. I should have used the same axis for both indicators, but I'm not hiding anything and/or leaving anything out of the description. You'll find the visual alignment you're looking for if you put both indicators on the same axis. I think NT8 allows for 4 indicators on the same axis. Hope that helps, Celan
See my backtest results for this strategy here https://medium.com/@eloisecha/i-test-you-trade-with-confidence-1-c405832bb414