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Simple ZeroLagOfZerolag Strategy

First Simple Version of DoubleMA Trading Strategy ... with SlopeMA and Angle ...
Later i will insert Signal[0] as filter ... or not
Use genetic optimizer, but do not over parametrize ...
Simple Steps are better

i use 4 range on eurusd (small spreads), but i think on es work better ...

i trade manuel, use this for curve fitting on range and thanks to roonius on renko my sideway filter ...

Best regards
ARNE

Category NinjaTrader 6.5 Strategies

Details: Simple ZeroLagOfZerolag Strategy
Category: NinjaTrader 6.5 Strategies

June 12th, 2009
Size: 3.56 KB
Downloaded: 1008 times

Comments/ratings

nanobiotech June 15th, 2009 07:20 AM

Hi Arne

I have been experimenting with this strategy on multiple markets and find it very interesting. I have attempted to optimize the variables using the NT Optimizer, but it is sooooo slow on my PC. Angle and Period seem to be the most critical variables in the markets I have tested. After a few days of full and partial optimizations on % profitable over a 3 month dataset, (time period - the last 5.5 hours of pre-market - I'm in Australia so that suits my time zone) I have settings of 45,10,30,30,50 using 2 Range charts (seem to be best) that deliver 70% profitable trades on the ES; 55% on EMD (need a different setting to get over 70%, but still nicely profitable); and 75% on FESX; 66% on NQ. 6E, YM and ZN look good also, but I have not focused on those. Don�t get a lot of trades per day but this is to be expected.

I haven't tried the genetic optimizer as don't like to pay for something I know little about - what is it like? I expect NT7 will include many useful improvements anyway.

Your strategy looks impressive and I look forward to trying any improvements that you put forward.

Is it possible for you to give a brief explanation of how the strategy works? For example, I may be missing something but I can�t work out how to increase contracts for the strategy.

Best regards,
Graeme

matthew1182 October 1st, 2010 05:15 PM

Wow, it looks solid on Euro, ES and NG!