Strategy Links & The Most Recent Backtest
An updated list of links to all strategies
Paid Subscribers: Please scroll to the bottom for a link to the full Q1 2024 Backtested Portfolio.
NOTE: NinjaTrader 8 indicators and strategies are NOT necessarily compatible with NinjaTrader Version 7.
Important: There is no guarantee that these strategies will have the same performance in the future. I use backtests to compare historical strategy performance. Backtests are based on historical data, not real-time data so the results shared are hypothetical, not real. Even with forward tests, there is no guarantee that performance will continue in the future. Trading futures is extremely risky. If you trade futures live, be prepared to lose your entire account. I recommend using these strategies in simulated trading until you/we find the holy grail of trade strategy.
Welcome to the hunt! The goal is to find the holy grail of automated trade strategy as defined below:
Profit factor greater than 3
Annual drawdown less than 3%
Annual return on max drawdown greater than 500%
Maximum daily net loss of -$1,000
Avg Daily profit greater than $1,000
Less than 5,000 trades annually
More than 253 trades annually
When I first started ATS on Substack, I published 10 strategies that barely had a profit factor (gross profit/gross loss) of 1.10. Today, the average profit factor is over 2.00! So we haven’t found the holy grail yet, but we get closer with every strategy.
How does the process work?
As a subscriber you get instant access to all strategies as seen below. Every two weeks or so I publish a new strategy. You can use the strategies as they are or to create something new. You can build the strategy yourself using the description provided or you can import the download from Google Drive into Ninjatrader (code is in C#). There are no restrictions on sharing, selling or using the strategy.
You can view the links to all strategies below. Over time, the strategies have evolved into lessons. These lessons can be used to improve your manual trading as well. My manual trading performance has certainly improved since I started this.
Every quarter I publish a Strategy Performance Chart, which shows how each strategy backtested over the last year. It does not include all strategies, only the strategies we’re looking at trading in the forward test. Unlike the backtest, which is based on historical data, the forward test is based on live data traded on a simulated account. Click here for the public version of the Q1 2024 Backtest. Paid subscribers scroll down to the bottom of this post for the full version.
Each strategy is optimized by time series (frequency of bar formation). If you think of each strategy like a car, the time series is the best gear to drive the car in.
Please let me know if you have any questions: AutomatedTradingStrategies@protonmail.com
Automated Trading Strategies: Strategy #1 (unlocked)
Automated Trading Strategies: Strategy #5 (unlocked)
Automated Trading Strategies: Strategy #27 (unpublished)*
Automated Trading Strategies: Strategy #30 (Public version)
Automated Trading Strategies: Strategy #31 (Public version)
Automated Trading Strategies: Strategy #32 (Public version)
Automated Trading Strategies: Strategy #33 (Public version)
Automated Trading Strategies: Strategy #34 (Public version)
Automated Trading Strategies: Strategy #35 (Public version)
Click here for a list of FAQs.
Click here for a list of ATS strategies.
Subscribers, see below for the full Q1 2024 Performance Review.