Monday, August 26, 2013

PM_ATR_BarColor Strategy for Ninjatrader Performance

PM_ATR_BarColor Strategy for Ninjatrader

Performance on Crude Oil Futures on a 9 Range Chart

Interval of Report : Jun 30 to Aug 26


This report is not including the commissions, so we must multiply the total number of trades (106) by our current commission for CL ( average of usd $5 ) and deduct it from the Total Net Profit ( $3860 )

The Maximum Drawdown is $1160, that gives us an idea of the trade account size needed for this system :
The Max drawdown should be in the order of 5% of the account size, so the suggested account trade size should be 22K or higher.



The Daily Profile offers also an idea of what we can expect in terms of max daily Losses ;


Another important factor to take into account on this setup is the time window where it operates, it has been profitable in the pre-market ( before the pit CL session opens ) and this has not changed from last year :


The PM_ATRBC Sytem is available in 3 different formats:

Regards,
Pablo
logo Pablo Maglio The Indicator Store 




Friday, August 23, 2013

Ninjatrader Indicators - 2013-08-23- Trade Log

Trade Log for August, Friday 23

SRS Setup on Crude Oil October Futures Contract ( CL 10-13 )


SRS Setup on Gold, December Futures Contract ( GC 12-13 )


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Regards,
Pablo
logo Pablo Maglio The Indicator Store 



Thursday, August 22, 2013

Ninjatrader Indicators - 2013-08-22- Trade Log

Trade Log for August, Thursday 22

SRS Setup on Crude Oil October Futures Contract ( CL 10-13 )


  • Risk is always 15 ticks ( $150 ) per contract.


Only 2 signals today ;

  • First was a Long at 2:40 Eastern Time ( too early for me ) over Global Resistance and more than 50 Ticks available.
  • Second Trade was a Short, also from a Global Zone with more than 30 ticks available




SRS Setup on Gold, December Futures Contract ( GC 12-13 )

All Shorts Today, Big Winners with no less than 30 ticks available on those coming from Global Zones.

Automating Signals :

If we want to automate this system and trade all the signals, then we need to start by defining a fixed target.
I usually use a Fixed target of 10 ticks. In that case today we had 7 winners and 4 losers. 
Total = 7 x $10 - 4 x $15 = + $10 ( ..so not a good day before commissions )
The stop remains as usual on 15 ticks ( $150 )
On the following Reports we can see the Performance on last 2 Months using 15 Ticks of Target :

Today Results :
Today was Breakeven

Daily Report :


Equity Curve :


Performance Report :

As we can see, this configuration has 60% Winners using a 1:1 Profit/Target Ratio.
To deduct commissions just multiply the number of trades ( 265 in 2 Months ) by the Round Trip Value of Gold on Your Broker ( usually near $5 ) ..Approx $1400 from the Total Profit of $7600.

This is not the only configuration available, using the strategy we can optimize and find settings to trade with the trend, against it, with bigger targets, or bigger win%

If you are interested in learn more about the SRS, you can register for the next free webinar on these links :
All webinars are on Wednesdays ; 10AM ET ( Castellano / Spanish ) + 12PM ET ( English / Ingles )

Don't forget to check more info about the Indicators and Strategies at :
SRS Indicator - SRS Strategy - SRS Semiautomatic Strategy
ATR_BC Indicator - ATR_BC Strategy - ATR_BC Semiautomatic Strategy
Ichimoku Indicator
Volume Profile Indicator

Please subscribe or update your preferences on  this link 

Regards,
Pablo
logo Pablo Maglio The Indicator Store 



Wednesday, August 21, 2013

Ninjatrader Indicators - 2013-08-21- Trade Log

Trade Log for August, Wednesday 21

SRS Setup on Crude Oil October Futures Contract ( CL 10-13 )

All longs, risking 15 ticks. Two of them over Global Support with more than 50 ticks available


SRS Setup on Gold, December Futures Contract ( GC 12-13 )

Several Longs in the Morning, 2 of them over Global Support and a Short over Global Resistance on the Afternoon
More than 40 ticks available


Don't forget to check more info about the Indicators and Strategies at :
SRS Indicator - SRS Strategy - SRS Semiautomatic Strategy
ATR_BC Indicator - ATR_BC Strategy - ATR_BC Semiautomatic Strategy
Ichimoku Indicator
Volume Profile Indicator

Please subscribe or update your preferences on  this link 

Regards,
Pablo
logo Pablo Maglio The Indicator Store 



Tuesday, August 20, 2013

Ninjatrader Indicators - 2013-08-20- Trade Log

Trade Log for August, Tuesday 20

SRS Setup on Crude Oil October Futures Contract ( CL 10-13 )
( Crude Oil rolled from Spetember to October New contract yesterday )


Several Scalp Longs, all with more than 10 Ticks available.
Two Longs over Global Support, last of these with more than 100 ticks available ( $1000 )
All trades have a risk of 15 ticks ( $150 )
Only 1 Long Loser at Crude Pit Session Open


SRS Setup on Gold, December Futures Contract ( GC 12-13 )
All Shorts, All Winners...
...all Risking 15 ticks ( $150 ) with a big 50 ticks winner


SRS Setup on Down Jones, September Futures Contract ( YM 09-13 )
Big Winner Long over Global Support and Local Double Bottom 
  • Risk = 14 ticks ( $70 )
  • 60 Ticks available ( $300 )


SRS Setup on Euro, September Futures Contract ( 6E 09-13 )

  • 3 Shorts, all winners
  • Risk = 15 Ticks = $187,5



Don't forget to check more info about the Indicators and Strategies at :
SRS Indicator - SRS Strategy - SRS Semiautomatic Strategy
ATR_BC Indicator - ATR_BC Strategy - ATR_BC Semiautomatic Strategy
Ichimoku Indicator
Volume Profile Indicator

Please subscribe or update your preferences on  this link 

Regards,
Pablo
logo Pablo Maglio The Indicator Store 



Thursday, August 15, 2013

Ninjatrader Indicators - 2013-08-15- Trade Log

Trade Log for August, Thursday 15

SRS Setup on Crude Oil September Futures Contract ( CL 09-13 )

  • 3 Trades ; all Shorts
  • Risk = 15 Ticks ( $150 )
  • 2 Shorts over Global Support with more than 50 Ticks ( $500 ) available
  • 1 Scalp short without any suport ( Global or Local ) with 10 Ticks available





SRS Setup on Down Jones, September Futures Contract ( YM 09-13 )

Setup with the Trend with 4 big winner

  • Risk = 14 ticks ( $70 )
  • More than 40 Ticks available on all Trades ( $200 )

Counter Trend Setup
Lot of more signals, Same Risk, Small Targets in the Range of 10 to 15 Ticks or better when trading over global support



Don't forget to check more info about the Indicators and Strategies at :
SRS Indicator - SRS Strategy - SRS Semiautomatic Strategy
ATR_BC Indicator - ATR_BC Strategy - ATR_BC Semiautomatic Strategy
Ichimoku Indicator
Volume Profile Indicator

Please subscribe or update your preferences on  this link 

Regards,
Pablo
logo Pablo Maglio The Indicator Store 



Wednesday, August 14, 2013

Ninjatrader Indicators - 2013-08-14- Trade Log

Trade Log for August, Wednesday 14

Slow day today in most markets in the Morning.

SRS Setup on Gold, December Futures Contract ( GC 12-13 )

Big Long Winner at Europe Session Time

  • 4 Short Winners Risking always 15 ticks ( $150 ).
  • Last Short with more than 40 ticks available ( $400 )





SRS Setup on Crude Oil September Futures Contract ( CL 09-13 )


  • Only 3 signals but at premarket ; Europe Session Time
  • Risk = 15 ticks ( $150 ) , Target >= 15 ticks.
  • Last Short had more than 50 ticks available ( $500 )



There are no signals on other Markets.


Don't forget to check more info about the Indicators and Strategies at :
SRS Indicator - SRS Strategy - SRS Semiautomatic Strategy
ATR_BC Indicator - ATR_BC Strategy - ATR_BC Semiautomatic Strategy
Ichimoku Indicator
Volume Profile Indicator

Please subscribe or update your preferences on  this link 

Regards,
Pablo
logo Pablo Maglio The Indicator Store 



Ninjatrader Indicators - 2013-08-13- Trade Log

Trade Log for August, Tuesday 13

SRS Setup Short on Russel, September Futures Contract ( TF 09-13 )

Risk = 15 Ticks ( $150 )
Minimum Target = 30 Ticks ( $300 )


SRS Setup on Gold, December Futures Contract ( GC 12-13 )

First short was in the Premarket at Europe Trading Time
Last 2 Longs had a Risk of 15 Ticks ( $150 ) and a Minimum Target of 20 Ticks ( $200 )



Don't forget to check more info about the Indicators and Strategies at :
SRS Indicator - SRS Strategy - SRS Semiautomatic Strategy
ATR_BC Indicator - ATR_BC Strategy - ATR_BC Semiautomatic Strategy
Ichimoku Indicator
Volume Profile Indicator

Please subscribe or update your preferences on  this link 

Regards,
Pablo
logo Pablo Maglio The Indicator Store 



Monday, August 12, 2013

Ninjatrader Indicators - 2013-08-12- Trade Log

Trade Log for August, Monday 12


First trade of the day and the week on Crude Oil Futures ( CL ) using the SRS Indicator for Ninjatrader.
More than 50 ticks available ( $500 ) risking 15 ticks ( $150 )
New signal on Crude Oil using the SRS ;
3 trades today ; short + short + long.
All more than 30 ticks target ( $300 ) risking 15 ticks ( $150 )


Short Trade on British Pound ( 6B for Futures , GBPUSD for Forex )


 

...it took a long time...


Trading GOLD Futures with the SRS Indicator for Ninjatrader
First trade of the Day, more than 20 ticks available ( $200 ) risking 15 ticks ( $150).
Guess where we got first down signal ?     1336.0 .....
Last Long Entry ( shown on picture ) was at 1323.4 .... just 12 points... $1200 per contract....
risking only $150 !


Don't forget to check more info about the Indicators and Strategies at :
SRS Indicator - SRS Strategy - SRS Semiautomatic Strategy
ATR_BC Indicator - ATR_BC Strategy - ATR_BC Semiautomatic Strategy
Ichimoku Indicator
Volume Profile Indicator

Please subscribe or update your preferences on  this link 

Regards,
Pablo
logo Pablo Maglio The Indicator Store