Automated Trading Strategy #10

Strategy 10 made over $18K the last 12 months and has a Profit Factor of 1.02

Risk Disclaimer: There is no guarantee that these strategies will have the same performance in the future. We use backtests to compare historical strategy performance, but there are no guarantees that this performance will continue in the future.


The following is list of all published strategies.

Backtest Results based on 1 year of trades

*See below for Column Definitions

Strategy #10 Description:

Futures Contract: NQ

Strategy #10 uses the FisherTransform (Period 10) indicator:

Enter Long -

  • When FisherTransform 2 bars ago is greater than FisherTransform 1 bar ago.

  • When FisherTransform 1 bars ago is less than FisherTransform current.

  • When FisherTransform current is greater than 0.

Exit Long:

  • When FisherTransform is falling.

Enter Short -

  • When FisherTransform 2 bars ago is less than FisherTransform 1 bar ago.

  • When FisherTransform 1 bars ago is greater than FisherTransform current.

  • When FisherTransform current is less than 0.

Exit Short:

  • When FisherTransform is rising.

Parameters:

The Period is 10

*You can test the strategy by duplicating backtest results.

This is what the strategy looks like in chart form:


All of our strategies have the following attributes:

  1. Only work with a certain data series type and value (Range, 36)

  2. Are based on trading the most recent NQ futures contract

  3. Are based on trading 1 contract, but you can use as many contracts as you want by changing the parameters in the strategy. Please contact me directly for help with this.

See below for instructions on how to run a strategy once downloaded.

If you've never used/run a strategy in NinjaTrader 7, NinjaTrader provides instructions here.


*Column Definitions:

  • Strategy - The name of the strategy.

  • Trades - The number of trades used in the backtest to analyze performance. Our goal is ~1,000 trades for comparison.

  • Start date- The beginning date of the backtest.

  • End date - The ending date of the backtest.

  • # of days - The number of days in the strategy.

  • Drawdown - This refers to the maximum drawdown statistic, which provides you with information regarding the biggest decrease (drawdown) in account size experienced by the strategy. Drawdown is often used as an indicator of risk.

    Drawdown = single largest Drawdown

    As an example, your account rises from $25,000 to $50,000. It then subsequently drops to $40,000 but rises again to $60,000. The drawdown in this case would be $10,000 or -20%. Take note that drawdown does not necessarily have to correspond with a loss in your original account principal.

  • Profit - The net profit made on the strategy for the backtest.

  • #trades per day - The average number of trades made per day using the strategy.

  • Profit / Day - The average profit made per day.

  • Profit / Trade - The average profit made per trade.

  • Lowest daily new profit - The worst performing day of the strategy in the backtest.

  • Highest daily net profit - The best performing day of the strategy in the backtest.

  • Profit Factor - Gross Profit divided by Gross Loss