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Updated November 13, 2019
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November 1st, 2016, 04:41 PM
Toronto Canada
Experience: Intermediate
Platform: ninjatrader
Trading: es
Frequency: Several times daily
Duration: Minutes
Posts: 400 since Feb 2011
Thanks Given: 1,178
Thanks Received: 508
jeffman
Let me start off by saying "thank you" to Futures.Io. After off and on of six years, after countless hours, after dabbling in many methods, both discretionary and automated, after blowing through an account or two, after giving up and walking away countless times, I believe I have finally constructed an automated strategy that is very profitable with very little
drawdown .
My background is in equities. I developed, owned and and operated a very successful strategy that traded equities from 2000 through 2005. I gave it up in 2005 after dumping my profits into commercial real estate. In 2010, after finding myself with too much free time, I decided to re-enter the markets. Boy, was I in for a surprise. I never in my wildest dreams imagined that it would be so difficult. My equity strategy by then was taken over by the
HFT 's so I decided to get involved with futures. Now, six years later, I am happy to say I have developed a successful futures automated strategy.
Here are my rules. My system is written for Sierra Charts. The system has no parameters to optimize. The system trades from 5:00 am to 12:00 noon, pacific time. It takes all longs and shorts. It doesn't care if there is news. It makes no difference if it's a ranging day or
trend day . There is 0 human intervention. My stops are generally 12 ticks. For ES, I use a 6 tick stop. I engage the strategy on about 10 instruments.
I will post Charts and P/L everyday beginning at the close on Monday. One note. I am only trading in SIM as I finalize a few things. I will be trading this strategy in real money very soon and will post when I do.
Stay tuned.
Congrats.
How long did your backtest cover?
Can you help answer these questions from other members on NexusFi?
Best Threads (Most Thanked) in the last 7 days on NexusFi
November 1st, 2016, 05:25 PM
Huntington WV
Experience: Advanced
Platform: TradeStation
Trading: ES, CL
Posts: 483 since Jun 2015
Thanks Given: 877
Thanks Received: 682
I'll bite.
Any hints as to the logic behind the system?
November 3rd, 2016, 02:57 PM
Valdosta, GA. U.S.A
Experience: Advanced
Platform: Sierra , TOS
Trading: 6E, ES, CL, GC
Posts: 498 since Sep 2010
Thanks Given: 1,881
Thanks Received: 472
@jeffman ......Congratulations on Developing your Automated System.....i will be following along as i have been trying to learn more of how to Automate in Sierra Chart .
I wanted to ask if you used Sierra Chart "Spreadsheet System for Trading" or "ACSIL" for your Automated System?
November 3rd, 2016, 03:17 PM
Northern California where the girls are warm
Posts: 125 since Nov 2010
Thanks Given: 16
Thanks Received: 72
I have used Sierra Chart spreadsheets to create studies, alerts, and auto trading bots. Not risking money with them yet, but i am getting good at learning my way around spreadsheets. I hope to migrate to ACSIL soon, but i learned programming with Fortran and C++ is a big step up for me.
Sent from my iPad using futures.io
November 4th, 2016, 12:30 AM
Las Vegas NV
Experience: Intermediate
Platform: Ninjatrader
Broker: Ninjatrader with CQG
Posts: 86 since Jun 2010
Thanks Given: 60
Thanks Received: 117
sandptrader
@
jeffman ......Congratulations on Developing your Automated System.....i will be following along as i have been trying to learn more of how to Automate in
Sierra Chart .
I wanted to ask if you used Sierra Chart "Spreadsheet System for Trading" or "ACSIL" for your Automated System?
Everything is coded with ACSIL.
November 4th, 2016, 10:30 AM
Las Vegas NV
Experience: Intermediate
Platform: Ninjatrader
Broker: Ninjatrader with CQG
Posts: 86 since Jun 2010
Thanks Given: 60
Thanks Received: 117
November 8th, 2016, 03:18 PM
Las Vegas NV
Experience: Intermediate
Platform: Ninjatrader
Broker: Ninjatrader with CQG
Posts: 86 since Jun 2010
Thanks Given: 60
Thanks Received: 117
November 8th, 2016, 03:19 PM
Las Vegas NV
Experience: Intermediate
Platform: Ninjatrader
Broker: Ninjatrader with CQG
Posts: 86 since Jun 2010
Thanks Given: 60
Thanks Received: 117
November 8th, 2016, 03:19 PM
Las Vegas NV
Experience: Intermediate
Platform: Ninjatrader
Broker: Ninjatrader with CQG
Posts: 86 since Jun 2010
Thanks Given: 60
Thanks Received: 117
November 9th, 2016, 06:32 PM
Las Vegas NV
Experience: Intermediate
Platform: Ninjatrader
Broker: Ninjatrader with CQG
Posts: 86 since Jun 2010
Thanks Given: 60
Thanks Received: 117
Last Updated on November 13, 2019