Automated Trading Strategy #5
Strategy #5 made over $13K 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 the most recent update to all strategy links. Strategy Performance is updated every two months. New strategies are added every two weeks.
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. With a profit factor of only 1.06, it is one of our worst performing strategies, but I’m sure you’ll be impressed by Strategy 6.
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.
Click here for links to all ATS strategies.
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: Please use the parameters listed in the most recent performance chart.
An example of how the strategy works is below.
Download Strategy #5 for NinjaTrader 8: Click Here
***Strategies are available for download in Ninjatrader 8 only but you can duplicate the strategy on most 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.
Click here for links to all strategies.
Nowcasted data from surveys has predictive power. Surveys from Haver etc as a starting point. Lots of nuiances on the macro data and hence not a simple time series which one can apply. Let me spend some time on ur site and come back on macro series which may be helpful for your work.
Hi Dev,
1) I would say 100% of the strategies are based on price;)
2) Yes of course, but I will have to do that manually. It is not handled by Substack. Just send me an email: AutomatedTradingStrategies@protonmail.com