PORTFOLIO NATURAL GAS 1 € CASH

The portfolio I propose is used directly by me in real life, which is why I propose a monthly subscription. I monitor my TS every day.

This portfolio consists of 4 trading systems (TS) operating on H1 time frames.

Trading systems open positions on breakouts and false breakouts daily.

Within the code there are filters inherent to daily and weekly price patterns, stop trading during the holidays, temporal bias, control of the drawdown with the Monte Carlo method.

All TS have a safety Stop Loss.

To build my systems I use all the historical data available on Pro Real Time, therefore, as Robert Pardo says in his book, if I build a trading system on 10 years of history, my trading system will be valid for a period that elapses between 1/8 and 1/3 of the construction time; so if I have built a trading system on 10 years of history, it will be valid for the next 3.3 years, after this time its performance will begin to decline and, therefore, it will have to be abandoned or optimized again.

The systems in this portfolio have a deadline set for July 2023, but they are always under observation and optimization opportunities will be sought at the end of each calendar year.

The stoplosses that are programmed into my systems are an extra security to avoid large drawdowns during a market crash (Example: Covid period).

All backtests are carried out with spreads equal to 4, although in most of the times the TS will open trades with more favorable spreads such as 3.

Ps: for my analyzes I also use the python code applied to trading, to be able to test my strategies over longer time horizons.

These systems are calibrated to have about 1000 € / 1100 € of drawdown each, with montecarlo analysis, with the size you find in the “SizeThatYouWant” variable (is a variable that you can only change in the optimization section. You can’t change the code otherwise the drawdown control doesn’t work)

Obviously the systems are balanced, so when the long systems have a drawdown, the short ones will have a runup of the gains.

Feel free to write me for updates on the live performance of my systems.

Follow the latest results and discussions here: Live Performance Update for: PORTFOLIO NATURAL GAS

PORTFOLIO:

Ex34 – H1_BO_NaturalGas1 € _LONG – BREAKOUT – TREND FOLLOW – MULTIDAY

This TS works on BreakOuts, so it is a Trend Follow system that must be installed on the H1 chart.

Does not open trades from December 24th to January 6th.

It opens only one trade at a time, so if there is an open trade, the system does not open other trades.

Closes the trade at 20:00 every Friday.

STOP LOSS: 200 points

TAKE PROFIT: NO

TRAILING STOP: 360 points

MAX BACKTEST DRAWDOWN € 1.400,00 with 1 contract

Ex35 – H1_BO_NaturalGas1 € _SHORT – BREAKOUT – TREND FOLLOW – MULTIDAY

This TS works on BreakOuts, so it is a Trend Follow system that must be installed on the H1 chart.

Does not open trades from December 24th to January 6th.

It opens only one trade at a time, so if there is an open trade, the system does not open other trades.

Closes the trade at 20:00 every Friday.

STOP LOSS: 400 points

TAKE PROFIT: NO

TRAILING STOP: 320 points

MAX BACKTEST DRAWDOWN € 1.000,00 with 1 contract

Ex36 – H1_BOInv_NaturalGas1 € _LONG – FALSE BREAKOUT – SWING – MULTIDAY

This TS works on BreakOuts, so it is a Trend Follow system that must be installed on the H1 chart.

Does not open trades from December 24th to January 6th.

It opens only one trade at a time, so if there is an open trade, the system does not open other trades.

Closes the trade at 20:00 every Friday.

STOP LOSS: 460 points

TAKE PROFIT: NO

TRAILING STOP: 420 points

MAX BACKTEST DRAWDOWN € 1.500,00 with 1 contract

Ex37 – H1_BOInv_NaturalGas1 € _SHORT – FALSE BREAKOUT – SWING – MULTIDAY

This TS works on BreakOuts, so it is a Trend Follow system that must be installed on the H1 chart.

Does not open trades from December 24th to January 6th.

It opens only one trade at a time, so if there is an open trade, the system does not open other trades.

Closes the trade at 20:00 every Friday.

STOP LOSS: 660 points

TAKE PROFIT: NO

TRAILING STOP: 460 points

MAX BACKTEST DRAWDOWN € 1.000,00 with 1 contract