There is no guarantee that these strategies will have the same performance in the future. Some may perform worse and some may perform better. We use backtests to compare historical strategy performance, but there are no guarantees that this performance will continue in the future. Trading futures is extremely risky. If you trade futures live, be prepared to lose your entire account. We recommend using our strategies in simulated trading until you/we find the holy grail of trade strategy.
Our primary goal is to find the holy grail of automated trading strategies. Our secondary goal is to demystify the skill of trading and in particular, the creation of automated trading strategies.
We’ve defined the holy grail of trade strategy to be the following (based on annual performance):
Profit factor greater than 3
Annual drawdown less than 3%
Annual return on max drawdown greater than 500%
Maximum daily loss is -$1,000
Avg Daily profit greater than $1,000
Less than 5,000 trades annually
More than 253 trades annually
We have yet to find this elusive automated trade strategy, but we’re on the hunt!
Click here for the most recent update to all strategy links. Strategy Performance is updated every two months. New strategies are added every two weeks.
Backtest Results based on 1 year of trades
Strategy #1
This strategy was originally published by ATS on January 14, 2021. It is one of two strategies (the other is Strategy 5) that we give away for free so you can get a feel for how this works.
When we first started testing Strategy 1 it had a net profit of $215K, and a max drawdown of 17%. You can use the description below to duplicate our results. You can also download the strategy for use with Ninjatrader or any other platform that accepts C# as a programming language.
Strategy #1 Description:
Strategy #1 uses the Linear Regression Indicator (LinReg) and the Volume Weighted Moving Average (VWMA).
Enter Long - When LinReg crosses above VWMA.
Enter Short - When LinReg crosses below VWMA.
Use 14 as the period for both indicators.
LineRegres: 14
VMAmmRe: 14
Data Series: Please use the parameters/bar type/data series listed in the most recent performance chart to run the strategy on. *You can test the strategy by duplicating backtest results.
An example of how the strategy works is below.
Download Strategy #1 for NinjaTrader 8: Click Here
***Strategies are available for download in Ninjatrader 8 only, but you can duplicate the strategy on all platforms based on the strategy description above***
Ninjatrader 8 Download Instructions
Click on the link above to download the file.
Download the Strategy to your desktop, keep them in the compressed .zip file.
From the NinjaTrader Control Center window, select the menu Tools > Import > NinjaScript Add-On
Select the downloaded file from your desktop
NinjaTrader will then confirm if the import has been successful.
If you've never used/run a strategy in NinjaTrader 8, NinjaTrader provides instructions here.
Strategy Performance is updated every two months. New strategies are added every month.
Click here for links to all ATS strategies.
Click here for links to all ATSMini strategies.