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SIF UM Trading System
| To learn more about this system,
Call 312.987.0043 or Email us» . |
Developer: Thomas Graney |
| Market Sector: | Stock Indexes |
| Markets Traded: | |
| System Type: | Day Trading |
| Risk per Trade: | varies, but no more than $2,000 |
| Trading Rules: | Not Disclosed |
| Suggested Capital: | $25,000 |
| System Cost: | $375.00 Monthly Subscription |
| Results Available?: | Yes View Performance» |
| System Description: | Strategy is written in TradeStation EasyLanguage. It is a single strategy optimized for five different stock index futures contracts (ES, NQ, YM, EMD, TF). The strategy was designed using data for Nov, 2011 through Dec, 2012. Hypothetical results since Jan, 2013 reflect out of sample (post optimization) results. Design work was finished in Jan, 2015. The system will enter the market long or short within the first 30 minutes of the market open. It will try to maintain the position until the end of day. Two stop mechanism will take the trade off based on adverse price movement. There is a day go/no go filter, so systems will not trade every day. Trades may trigger in 1 or all 5 markets. |
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