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Strategy 1 -- A simple trading strategy for manual or automated trading

This strategy only uses two indicators, has no optimization, and has a profit factor of 5.9 with a profit of $13k on one ES contract in out-of-sample testing (2024).

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Researching the MACD Indicator in Python

The last indicator to research before trying to create a strategy. Spoiler, one of our visualizations shows us one of the trade entry criteria we are going to use in the near future.

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Researching the Average Directional Index in Python

Two indicators in one, or is it technically 4 indicators in one? Either way, there are indicators, graphs, math, and code! Still got the PDF too.

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Researching the Relative Strength Index in Python

We've got math, code, charts, and scatter plots in this one. It's open to all subscribers and it even comes with a PDF!

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Testing Indicator Soundness for Automated Trade Systems, Part 3

The final chapter of our series might mark the end of this quest, but I've got to wonder... was this all just the tutorial level?

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Research Notes: The Mann-Whitney U Test

Research notes and Python code for calculating a one-sided statistic. Lot's of technical jargon in this one but its good information. So, don't skip it.

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Testing Indicator Soundness for Automated Trade Systems, Part 2

We're gonna take a look at mutual information. There are words like "stationarity", "permutation", and "discretization". There is even some code, broh.

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Testing Indicator Soundness for Automated Trade Systems, Part 1

The first part in a series about testing our indicators' capacity to carry information.

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Getting familiar with the LEAN Engine and QuantConnect Research

What are we talking about? Practice? We talking about practice, man! - Allen Iverson

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Automated Trade Strategy 44X hits a roadblock--I think I broke the NinjaTrader backtest engine.

This could be the first non-user error I have encountered or a user-induced black swan event. I don’t know how to fix it yet, and I don’t know if I will spend much time trying.

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Announcement and updates--Take two.

There have been some changes, and HGT needs to adjust fire.

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Twilight Strategy 24

After a little polish, we get this Twilight Strategy functioning in the forward test. It has a net profit of 36k and a 1.5 profit factor on one NQ contract in the backtest.

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We have a custom NinjaScript framework and 3 Functioning Strategies--Where to next?

This is a follow up to the previous update post on February 13th. I go into more detail about where HGT plans to go next.

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9X is up 16K in 45 days--Can it Keep this Pace?

I started running this strategy in a simulation account in January. It is currently up 16k with a profit factor of 3.5, accuracy of 62%, and a drawdown of 2.5k. Will it keep up this performance?

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Strategy X and the Trials of Development

I mentioned a strategy I worked on in my previous post. This is ATS Strategy X. We take it from producing wild results in the backtest to a more realistic 1.6 profit factor and $24k on 1 NQ contract.

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Updates and Changes

It has been a few weeks since I last posted. This is a quick post to round up what we have done so far and where we are going next.

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Strategy 9X

9X had stage fright in the forward test. After a pep talk, and some refactoring, we get it running smoothly. It has a profit factor of 1.73 and generates $87k on one contract (NQ) in the backtest.

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The New Strategy Template

We redesign our strategy template to include the new custom classes and methods we have been creating. Spoiler: There is a new strategy in the template and this time it works.

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Creating a Signal Library for Automated Trade Systems in NinjaScript

Learn how to create a custom class in C#/NinjaScript to define your trade strategy’s logic by building an EMA breakout strategy. Build a library of signals to streamline development and research.

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Create a Custom Evaluator Class in NinjaScript (C#)

This post discusses how to create your own evaluation methods in NinjaScript for use in automated trading systems and why you want to. Available to all subscribers.