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Anyone using a TradeStation auto trade strategy
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Anyone using a TradeStation auto trade strategy

  #11 (permalink)
Trading Apprentice
Bangor, Wales
 
Futures Experience: Intermediate
Platform: TradeStation
Favorite Futures: TF
 
Posts: 9 since Sep 2015
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confusedxx View Post
Before jumping in, is there anyone who can vouch for the success of Larry's strategies or any other Trade Station auto trade strategies?

I've used my own TradeStation automated strategies - there's nothing wrong with the platform or execution, but that's not saying anything about strategies from a particular vendor.

Here's a suggestion though - Larry Williams has many books published which won't cost you much to buy (you can probably find free pdfs online even). Why not get one of these and test out some of his ideas? If the stuff he claims works in his books tests out, then there's a reasonable chance that his strategies will also work.

For what it's worth, his signature trading style was always the "volatility breakout", so maybe test variations of this also on the assumption that the strategy he is selling is somewhat similar?

David

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  #12 (permalink)
Trading Apprentice
minneapolis MN/USA
 
Futures Experience: Intermediate
Platform: Ninja Trader, Tradestatio
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Automation on Range charts

Hello,

Can we automate our strategies on range and tick charts?


Thanks

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  #13 (permalink)
Elite Member
Orlando, FL
 
Futures Experience: Intermediate
Platform: tradestation
Favorite Futures: future
 
Posts: 6 since Dec 2014
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spkarnati2009 View Post
Hello,

Can we automate our strategies on range and tick charts?


Thanks

Ofcourse. Optimizing one right now. Problem is you cant optimize it over longer than 6 month tick data that is available. So I guess one would have to re-optimize often and keep a close eye. Several optimizations give great results as far as numbers are concerned, but very essential to look at the equity curve, if it looks like crap, its no point.
If anyone else has ideas about optimizing tick charts/ charts with only 6 months data available (other than buying 3rd party 10 year tick data) and the frequency to re-optimize, to use exhaustive versus genetic algo...please pitch in.
Is there any app or program that will optimize for best equity curve (long shot but may be there is one) automatically.
Thanks

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  #14 (permalink)
Trading Apprentice
Chicago + Illinois/USA
 
Futures Experience: Intermediate
Platform: Tradestation
Favorite Futures: Emini
 
Posts: 5 since Jun 2016
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TS Auto Strategy

I am intermediate, but a beginner at Automated. I use a MovAvg Cross LE & SE no LX/EX Strategy Automated with % Trailing true 50/10 and get GREAT back-testing results, +80% Profitable & Profit Factor +2.5, but run on the simulator the results are not good??? I believe it is in the % Trailing settings? Any suggestions?

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  #15 (permalink)
Market Wizard
Hamburg Germany
 
Futures Experience: Advanced
Platform: Multicharts, Tradestation, Multicharts.NET, NinjaTrader, MetaTrader
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Plasticman6,

as the % Trailing can trigger an exit intrabar, testing without the Look-Inside-Bar backtesting (LIB) feature can give you a large difference between what your tests show and what would happened in reality. Therefore you might want to do your tests using LIB and the highest resolution possible.

Regards,

ABCTG



Plasticman6 View Post
I am intermediate, but a beginner at Automated. I use a MovAvg Cross LE & SE no LX/EX Strategy Automated with % Trailing true 50/10 and get GREAT back-testing results, +80% Profitable & Profit Factor +2.5, but run on the simulator the results are not good??? I believe it is in the % Trailing settings? Any suggestions?


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  #16 (permalink)
Trading Apprentice
Chicago + Illinois/USA
 
Futures Experience: Intermediate
Platform: Tradestation
Favorite Futures: Emini
 
Posts: 5 since Jun 2016
Thanks: 6 given, 0 received

Thanks

I have LIB feature checked. The problem is the strategy is working in the simulator live and the Trade List shows the the strategy working. In the Orders the results is quite different to the negative and not just slippage. The % trailing is closing short. I have tried 30 & 20 minute charts. Any suggestions on the Trailing settings? Thanks.

Plasticman6



ABCTG View Post
Plasticman6,

as the % Trailing can trigger an exit intrabar, testing without the Look-Inside-Bar backtesting (LIB) feature can give you a large difference between what your tests show and what would happened in reality. Therefore you might want to do your tests using LIB and the highest resolution possible.

Regards,

ABCTG


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  #17 (permalink)
Trading Apprentice
Los Angeles
 
Futures Experience: Intermediate
Platform: Etrade
Favorite Futures: Stocks
 
Posts: 1 since Apr 2015
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Reality Check

I spent the last couple of months developing my own automated trading system, and am ready to give it a real market test.

In swing trading on 60-minute and longer time frames, I can get a profit factor between 2.0 to 4.0 and profitable trades of around 40% to 50%. Max drawdown of up to 20%.

In day trading on 1 to 15-minute time frames, I can get a profit factor of 1.3 to 1.8 and profitable trades of around 40% to 45%. Max drawdown between 10% to 25% on that system.

I use my system to trade ETFs primarily.

I wonder how other people's trading systems are performing. Please share stats, and also time frames you trade.

What's considered competitive?

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  #18 (permalink)
Trading Apprentice
Chicago + Illinois/USA
 
Futures Experience: Intermediate
Platform: Tradestation
Favorite Futures: Emini
 
Posts: 5 since Jun 2016
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Auto Trading Emini

andypop28

I have been creating Auto strategies on the TS simulator for 6 months. I have used all the most popular ones with thousands of setting combinations. They have produced some great back-testing, but when trading them live on the simulator the results are not good. I understand back-testing is not an exact reflection of live trading, but the strategy works fine and the Trade is not executing the same. I have made some progress and with some slippage it is improving. Example RSI: All Trades Adjusted Profit Factor = 3.1 Percent Profitable = 78%. This is a one month chart, but the results on a 3 year chart are comparable. The problem is nothing works well without % Trailing. Yet % Trailing seems to trigger some false Stops?

Your work with the Auto Trading using ETFs sounds interesting. Id like to have more details.

Thanks,
Plasticman6

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  #19 (permalink)
Market Wizard
Cleveland Ohio/United States
 
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Plasticman6 View Post
andypop28

The problem is nothing works well without % Trailing. Yet % Trailing seems to trigger some false Stops?

I would recommend NEVER using % Trailing functions. The only way it is accurate is if you use it with 1 tic LIBB. Even then I do not trust it.

Over the past 10 years, I bet I have seen 100s of people show terrific Strategy Performance Reports that had % trailing or $ trailing. Not one worked with real money.

If you have any questions please send me a Private Message or use the futures.io "Ask Me Anything" thread
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The following user says Thank You to kevinkdog for this post:
 
  #20 (permalink)
Trading Apprentice
Chicago + Illinois/USA
 
Futures Experience: Intermediate
Platform: Tradestation
Favorite Futures: Emini
 
Posts: 5 since Jun 2016
Thanks: 6 given, 0 received



kevinkdog View Post
I would recommend NEVER using % Trailing functions. The only way it is accurate is if you use it with 1 tic LIBB. Even then I do not trust it.

Over the past 10 years, I bet I have seen 100s of people show terrific Strategy Performance Reports that had % trailing or $ trailing. Not one worked with real money.

I have been trading for over 20 years. I just started trading futures last Sept. and lost. I am too emotional trading manually. In Jan. I started working in the simulator on Auto Trading. Like you said great success in BT, but died in real-time. I has great success with range bars, but same results live. Non of my systems work without % Trailing.
Do I just give up? Any suggestions? Back to options? Thanks for the comment it is the first real help I have received. TS techs are great at the platform, but I did not find one who seemed to know Auto Trading.

Plasticman6

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