Logo | Name | Date | Instrument | TimeFrame | # Trades | % Profitable | Profit | Settings | Links | Snapshot | Comments |
---|---|---|---|---|---|---|---|---|---|---|---|
EMA Algo Trader | 6/12-6/23 10-3:30 | NQ - 1contract | BR30 | 25 | 48 | +6200 | EMAs 8/34, No filter, Only 34B, Parabolic Stop 60, | Link1 Link2 Link3 Set | SL is not above previous bar high/low | ||
EMA Algo Trader | 6/12-6/23 10-3:30 | MNQ -5 contrats | BR30 | 50 | 36% | +2142 | EMAs 8/34, No filter, Only 34B, Parabolic Stop 60, | link1 Link3 | |||
EMA Algo Trader | 6/12-6/23 10-3:30 | MNQ -5 contrats | BR30 | 66 | 70% | +223 | EMAs 8/34, No filter, Only 34B. Dynamic SLTP ATR 1 | Link1 Link3 | Test was done dynamically and not on bar based | ||
EMA Algo Trader | 4/17-6/12 10-3:30 | NQ -1 contract | BR30 | 160 | 33 | +3750 | EMAs 8/34, No filter, Only 34B. Parabolic Stop 50 | link Link2 Link3Link4 | Note 2 months. Max drawdown is -1080 | ||
EMA Algo Trader | 4/142-6/12 10-3:30 | NQ -1 contract | BR30 | 51 | 57% | +4590 | EMA 21/50, dynamic SL, trail 60. | Link1 Link2 Link3 | |||
EMA Algo Trader | 4/142-6/12 10-3:30 | NQ -1 contract | 1000t | 84 | 38% | -3255 | EMA 21/50, dynamic SLTP ATR1 | Link1 Link2 Link3 | MOstly designed to run as 1:1 RR | ||
EMA Algo Trader | 4/142-6/12 10-3:30 | NQ -1 contract | 144 | 47 | -1880 | EMA 8/34, dynamic SLTP ATR1 | Link1 | Usual settings | |||
MNQ generates twice as much signals on the same parameters. The larger TF the less filter is becoming needed.BetterRenko bars perform better then Ninzarenko. When using dynamic one is betting on "this"accurate trade, when using parabolic one is betting on "overall" trade performace. Test5 suggests that there can be 2-3 days in drawdown before it will make a big leap and recover losses. | |||||||||||
Logo | Name | Date | Instrument | TimeFrame | # Trades | % Profitable | Profit | Settings | Links | Snapshot | Comments |
---|---|---|---|---|---|---|---|---|---|---|---|
Stoch Algo Trader | 6/12-6/23 | NQ - 1contract | 800t | 18 | 61 | +495 | EMA Filter(50,100)Stoch(3,14),MinDist2, Stochlevels(85,15). No TimeFilter | Link1 Link2 Link3 | |||
Stoch Algo Trader | 6/12-6/23 | NQ contrats | 500t | 64 | 70 | +2545 | EMA Filter(50,100)Stoch(3,14),MinDist2, Stochlevels(85,15). No TimeFilter | link1 Link3 Link4 | |||
Stoch Algo Trader | 6/12-6/23 | ES 1 contrats | 2000t | 46 | 61 | +675 | EMA Filter(50,100)Stoch(3,14),MinDist1, Stochlevels(80,20),No Timefilter | Link1 Link2 | Note ES | ||
Stoch Algo Trader | 6/12-6/23 | ES 1 contrats | 1300t | 23 | 69 | +662 | EMA Filter(50,100)Stoch(3,14),MinDist1, Stochlevels(85,15),No Timefilter | Link1 Link2 | |||
Stoch Algo Trader | 4/17-6/12 10-3:30 | NQ 1 | 2000t | 8 | 75 | +680 | Link1 Link2 | ||||
Logo | Name | Date | Instrument | TimeFrame | # Trades | % Profitable | Profit | Settings | Links | Snapshot | Comments |
---|---|---|---|---|---|---|---|---|---|---|---|
Power Algo (BOP) Trader | 4/7-6/12 10-3:30 | NQ - 1contract | 800t | 198 | 54% | +890 | Engulf Only | Link1 Link2 Link3 Set | |||
Power Algo (BOP) Trader | 6/12-6/23 | NQ 1 contrats | 800t | 30 | 55% | +55 | Only engulf, No time filter | link1 Link3 | |||
Power Algo (BOP) Trader | 6/12-6/23 | NQ 1 contrats | 500t | 111 | 53% | +265 | only jump | Link1 Link3 | |||
Power Algo (BOP) Trader | 6/12-6/23 | NQ -1 contract | 800t | 160 | 14% | -1400 | Jump (child slave) No Timefilter | link Link2 Link3 | |||
Power Algo (BOP) Trader | 6/12-6/23 10-3:30 | NQ -1 contract | 800t | 14 | 57% | +395 | Cross (swaying allowed) | set1Link2 | |||
Logo | Name | Date | Instrument | TimeFrame | # Trades | % Profitable | Profit | Settings | Links | Snapshot | Comments |
---|---|---|---|---|---|---|---|---|---|---|---|
PSAR Algo Trader | 4/7-6/12 10-3:30 | NQ - 1contract | 800t | 263 | 41% | +6500 | Link1 Link2 Link3 Set Link5 | ||||
PSAR Algo Trader | 6/12-6/23 10-3:30 | NQ 1 contrats | 800t | 223 | 43% | +5250 | EMA 100 Filter | link1 | |||
Logo | Name | Date | Instrument | TimeFrame | # Trades | % Profitable | Profit | Settings | Links | Snapshot | Comments |
---|---|---|---|---|---|---|---|---|---|---|---|
Bounce Trader Algo Trader | 4/7-6/12 10-3:30 | NQ - 1contract | NR20/10 | 252 | 69% | +645 | Only 34B | Link1 Link2 Link3 | |||
Bounce Trader Algo Trader | 4/7-6/12 10-3:30 | NQ 1 contrats | NR30/15 | 141 | 67% | -20 | Only 34B | link1 Link2 | |||
bounce trading system is original first bounce trader algo that is based on Ninzarenko bars | |||||||||||
Note: if there is No time selected it means no time filter is used and strategy trades around the clock which in most cases not practical. See links to find out what hours were mostly profitable and what not.
Note: 2 weeks tests run about 20 mins and they can be performed relatively fast. Longer time tests such as 2 months takes about 5 hours on VPS so those tests are fewer. All tests run by market replay.
Note: Tests run on different machine maybe different. Also it maybe that while tests ran it used unsynced or skewed data. To make sure tests run accurately we need to be rerun with refreshing data and ninjascript. These tests were not rerun for double check. Data used Apex
Note: If tests are negative it means that optimal settings were not found for that period. It doesnt nessessary disqualifies the strategy.
BR – BetterRenko bartype, NR – Ninzarenko bartype, 800t – 800 ticks
All tests are performed using market replay and data from Apex. When special settings are used its noted in comments section. First we want to run 2 week tests sample to see what has potential to be profitable, then we run 2 months test for confirmation.
Some algos are so versatile that it would take months to test them out fully.