Pure trend following strategy, using different averages and timeframes (SMA, EMA, VWAP and others)

Well-balanced for long and short positions.

After a great performance in the OutOfSample period (where was launched using long and short positions separately), and after seeing that was working nicely for NASDAQ too, we adapted this strategy (originally adapted to DOW JONES), to run in both NASDAQ and DOW JONES without changes (consider the different index prices for contract sizing and statistics)

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Strategy type:   Trend follower

Input signals: Uses different averages and timeframes (SMA, EMA, VWAP and others)

Stop Loss: Always. Reduced SL. Fixed at 1,08% for longs and 0.80% for shorts.

Profit handling: Trailing Stop based on points (in percentage).

General comments: All-terrain strategy with mid-winning rate (50-70%) with not too high win/loss resulting ratio. Reduced drawdown (especially for NASDAQ)

Don’t be fooled: Results are shown for 1 contract at € 1 per point. Only 1 position at a time. Without martingales or partial closures (MM available, but not shown in results).    Different configurations available and visible and non-obfuscated code. Visible headers in ProRealTime screenshots shown here, distinguishing between backtest, real and demo in each case.  Available versioning and results full information in our website and groups, with full tracking.

Extras: Delivered to be used out-of-the-box, but configurable for experienced users. Money Management and Drawdown control modules available.

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To reduce the risk even in the same market, combine it too with our other DOW JONES and NASDAQ different strategies, reducing the possible drawdowns too.  Take advantage and a high discount by subscribing to the DOW JONES PACK or the NASDAQ PACK

THIS VERSION BACKTEST

Last years BT of current version, launched in NASDAQ. 1 contract, spread 2. Consider the different price between NASDAQ and DOW JONES for sizing and profit calculation.

Last years BT of current version, launched in DOW JONES. 1 contract, spread 2. Consider the different price between NASDAQ and DOW JONES for sizing and profit calculation.

Last years BT of current version (showing statics of both NASDAQ and DOW JONES markets). 1 contract, spread 2. Consider the different price between NASDAQ and DOW JONES for sizing and profit calculation.

Max history allowed BT (1M candles). Showing launching it in NASDAQ and DOW JONES. 1 contract, spread 2. Consider the different price between NASDAQ and DOW JONES for sizing and profit calculation.

We do not make-up drawdowns, big gains need drawdowns. Avoid magic systems and ratios, don’t be fooled. Our results show always results in Out Of Sample considering always the publication date of each version. Some studies or comparisons could use the last version, but we do not make-up past results with the new versions or optimizations, our official results tables and publications always show the real results)

All our algos have a max 2% Stop Loss (or less), a money management system and a configurable drawdown limit to protect capital in the worst of cases.  All images show results with 1 contract configuration.

This algo is delivered to be used “out-of-the-box”, not recommended any change even in changing circumstances. Let us do the best for you, if the strategy has to be updated, we will do it after the corresponding study and period in real in our accounts before distributing it

☆☆  Look at the live tweets for latest results:  https://bit.ly/cfdautoSMT-NeptuneNASDJI  ☆☆

RESULTS IN REAL AND OUT OF SAMPLE

Instance in real launched with the minimum contracts in NASDAQ (0,5) and low MM.
About 600 points in around two months

Backtest of the same period than the previous image, to show the equivalent for 1 contract and no MM (as default)

OTHER RESULTS

First instances launched in demo for validation. Long positions only, showing the V1 and the V2 versions launched in DOW JONES. 1 contract. The current version unifies the previous V2 version and allow to run in DOW JONES and NASDAQ with the same system.

First instances launched in demo for validation. Short positions only, showing the V1 and the V2 versions launched in DOW JONES. 1 contract. The current version unifies the previous V2 version and allow to run in DOW JONES and NASDAQ with the same system.

Sample instance in real, launched in NASDAQ, for validation of the unified version. Launched with 0.5 contracts and low MM.

Sample instance in real, launched in DOW JONES, for validation of the unified version. Launched with 0.2 contracts and low MM.

With this product license, we offer access to all updates of this strategy and customer support during the license period.  You can participate in our support groups, and we can offer to you recommendations about configuration and reinvestment modules, system selection, drawdown and recommended equity…. even portfolio suggestions and coexistence with other systems.

Take a look at our complete portfolio.  Stable and reliable systems for all kinds of market circumstances.  You can backtest and verify the latest results by yourself using our free and public demo: https://cfdautotrading.com/demo