There is no guarantee that these strategies will have the same performance in the future. Some may perform worse and some may perform better. We use backtests to compare historical strategy performance, but 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 the most recent update to 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 5
When we first started testing Strategy 5, it had a net profit of $13K and a max drawdown of 23%, which is high. Click here to see how Strategy 5 is performing today. With a profit factor of only 1.06, 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 the Ninjatrader platform or any other platform that accepts C# as a programming language.
Over time, we’ve evolved our Strategy Descriptions to provide greater detail including cumulative performance, day of week performance and hour of day performance. As an example, click here for the public version of Strategy 33. It does not include the strategy description or a download, but you get a chance to see how our reports look today. Click here for the most recent update to see how our best strategies are performing.
Now let’s get into how to create Strategy 5. This is a little harder than Strategy 1.
Strategy #5 Description:
Strategy #5 uses the MACD Indicator (MACD), Double Stochastics (DS) and the Relative Spread Strength (RSS).
Enter Long - When MACD (MACD plot) crosses above MACD (Avg plot), with a look back period of 2, AND, when DS with an RSS input series, is greater than 90.
Exit Long - When MACD (MACD plot) crosses below MACD (Avg plot).
Enter Short - When MACD (MACD plot) crosses below MACD (Avg plot), with a look back period of 2, AND, when DS with an RSS input series, is less than 10.
Exit Short - When MACD (MACD plot) crosses above MACD (Avg plot).
For MACD, use 26 as the Slow parameter, 9 for Smooth, and 12 for fast.
For RSS, use 10 for EMA1, 40 for EMA2, and 5 for Length.
You can test the strategy by duplicating backtest results.
Data Series: Range 36
An example of how the strategy works is below.
Download Strategy #5 for NinjaTrader 7: Click Here
Download Strategy #5 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 7 Download Instructions
Click on the link above to download file from GoogleDrive.
Download the Strategy to your desktop, keep them in the compressed .zip file.
From the Control Center window in Ninjatrader 7, select the menu: File> Utilities> Import Strategy.
Select the downloaded .zip file.
NinjaTrader will then confirm if the import has been successful.
If you've never used/run a strategy in NinjaTrader 7, NinjaTrader provides instructions here.
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.
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.
Click here for links to all strategies.
Create your profile
Only paid subscribers can comment on this post
Check your email
For your security, we need to re-authenticate you.
Click the link we sent to , or click here to sign in.