Tradestation Easylanguage Code
Subscribe to get full access to the newsletter and publication archives. Every Month we provide paid subscribers with the full Tradestation Easylanguage code for a strategy. Occasionally, we will also provide a free strategy code to all subscribers. We explore a wide variety of strategies in various futures markets including mean reversion, intraday momentum and trend following.
Focus on Robustness
Trading strategies are only as good as they are robust. Many people have different philosophies on robustness testing, but we like to use a variety of different walk-forward testing to assess robustness (unanchored, anchored, different time periods for windows, etc.).
Our strategies emphasize robustnes in a variety of ways:
Avoiding optimization of too many paremeters (Focus on optimization of 2-6 different paraemeters)
Seeking consistency of risk-adjusted returns over many market cycles and events (typically 20+ years)
Running a variety of walk-forward analysis on parameters (different window lengths, unanchored and anchored)
Seeking consistency in backtests when parameters are tweaked (large variations likely indicate overfitting to specific parameters)
Auto-Trade Our Trading Systems
If you prefer a more ‘hands-off’ approach to trading a portfolio of our trading systems, we offer the Diversified Algo system on our website with a required account size of $50,000 - Algorithmic Futures
Our Diversified Algo System focuses on trend following strategies with a live track record dating back to November 2020. Prior to November 2020, we include backtested returns for a longer-term look at how the systems performed during various historical market enviorments and events. This system has the benefit of being uncorrelated wtih equity markets (i.e. +48.5% return in 2022 when S&P 500 was down -18.1%).
