Trading, Futures, Commodities, Stock markets ...

Automatic trading algorithms, selected liquid markets, TradeStation platform, long-term targets ...

  • - prince of trades team is active in futures markets using automatic trading systems in portfolio
  • - the automatic systems which we use, we also offer to any trader over the world for the usage
  • - our trading systems use various combinations of strategies (Elliott waves, Fibonacci, Trading chaos, Fractals, Oscillations, ...)
  • - static or dynamic Money management working with different contracts' numbers
  • - during backtests we try to avoid over-optimization, using realistic commissions, slippage and fees
  • - mostly fix Stop loss is defined to cut the losses and Trailing stop loss used for profit growth
  • - we use the unique strategy robustness development system, including Cluster analyze, Out-of-Sample data and equity, MSA (Market system analyzer) for portfolio optimization and Monte Carlo analyze
  • - important systems' parameters can be customized by the trader to find the setup for the concrete market, timeframe and trading style

    Currently traded automatic strategies in portfolio 1

  • ES-Guardian 1.0 - E-mini S&P 500, main timeframe M15
  • ES-Miner 2.0 - E-mini S&P 500, main timeframe M15
  • EMD-Gainer 1.0 - E-mini S&P MidCap 400, main timeframe M15
  • KC-Harvester 2.0 - Arabica Coffee (symbol KC), timeframe M25
  • S-Harvester 1.0 - Soybeans (symbol S), main timeframe M20
  • S-Enrooter 1.0 - Soybeans (symbol S), main timeframe M45
  • CL-Rig 2.0 - Crude Oil (symbol CL), main timeframe M15
  • NQ-Gainer 2.0 - E-mini Nasdaq (symbol NQ), main timeframe M15
  • SB-GAiner 1.0 - Sugar (symbol SB), main timeframe M15
  • ES Guardian 1.0 ES Miner 2.0 EMD Gainer 1.0 KC Harvester 2.0 S Harvester 1.0 S Enrooter 1.0 CL Rig 2.0 NQ Gainer 2.0

  • Do you want to try and trade our automatic strategies RIGHT NOW?

  • Please visit: TradeStation App Store

  • GENERAL NOTE:
  • Trading the futures as such is the tough and serious business. We are looking for long-term targets instead of short-term luck. We decided to use automatic trading strategies mainly to reduce the emotional pressure during the trading session. The benefit of automatic strategies is that we can test, optimize and evaluate them much faster than normal discretion trading strategies. We cannot guarantee any future results. But we can help differently experienced people to start trading and make the first and maybe many other steps in trading.

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Gold futures [symbol GC on Nymex]

  • Trading system: GC-Keeper 1.0





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E-mini S&P 500 futures [symbol ES on CME]

  • Trading systems: ES-Guardian 1.0, ES-Miner 2.0





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Sugar No.11 futures [symbol SB on ICE]

  • Trading system: SB-Gainer 1.0





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Coffee arabica futures [symbol KC on ICE]

  • Trading system: KC-Harvester 1.0





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E-mini Russell 2000 [symbol TF on ICE]

  • Trading system: no system in use now





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Soybeans [symbol S]

  • Trading system: S-Harvester 1.0





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E-mini Nasdaq [symbol NQ]

  • Trading system: NQ-Gainer 2.0





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E-mini Dow Jones [symbol YM]

  • Trading system: no system in use now





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Oil futures [symbol CL on NYMEX]

  • Trading system: CL-Rig 2.0





How the automatic trading strategy actually works?

  • Automatic strategy is in general the set of instructions (script, program) which is regurarly evaluated by the trading platform (Tradestation).

  • Base on the programmed conditions, the strategy will or will not open the order in the market. There are unlimited options what the strategy can do, how to handle the situation, orders and positions.

  • Below you can find source code example, how the LONG or SHORT positions can be opened in the market:

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  • Normally the strategy consists of: Input parameters which can be changed by trader and also optimized, trading decision logic, money management - how many contracts should be used, Stop loss, Profit target, Trailing Stop etc., Order entry and exit logic, and so on.

  • Programmer or strategy developer can implement any of the ideas and use any of the possible trading decision options. The programming language used for Tradestation is EasyLanguage.

  • Once the source code for trading strategy is developed, it is necessary to so call "debug" the strategy behaviour on the market. Evaluate the results, correct the logical mistakes or errors.

  • If the strategy does what was the programmer intention, the backtest time starts. The strategy is assigned to the market in Tradestation with valid symbol.

  • Typically backtest for last 10 years is done. And essential is to maintain the settings like Slippage, Commissions and Look-Inside-Bar tests.

  • As the basic default values of inputs are normally not providing sufficient results, the strategy has to be optimized. In case of many inputs for optimization, the calculation process can take several days.

  • If the optimization is ready, the results have to be carefully analysed and decision has to be made about ideal inputs, drawdowns, net profit and many other parameters.

  • How to know more about possible results in future? Lets start Walk-forward analyse and Cluster analyze and check the strategy behaviour on Out-of-Sample data.

  • If the results from Backtest, Cluster analyse and Optimizations look promising, strategy can be activated on simulation account and run several weeks, months or years.

  • And if all these steps still look promising after the simulation success, strategy can be assigned and activated on live market with sufficient capital and the results can be evaluated in live trading.


Steps which we use to test robustness of the strategies

  • Mentioned basic principles for robutness are inspired by Perry J. Kaufman's book Smarter trading.

  • PART 1: Deciding What to test
  • Is the strategy logical? Can you program all the rules? Does the strategy make sence only under certain conditions?

  • PART 2: Deciding How to test
  • Choose the testing method and tools. Do you have enough of the right data? Have you included realistic transaction costs?Will you test a full range of parameters? Have you defined evaluation criteria?

  • PART 3: Evaluating the results
  • Are the calculations correct? Were there enough trades to be significant? Does the trading system produce profits for most combinations of parameters? How did it perform on out-of-sample data?

  • PART 4: Choosing the Specific parameters to trade
  • Did the last test include the most recent data? Did you choose from an area of broad success? Are profits distributed relatively evenly over the tested history? Are the profits per trade large enough to absorb errors? Have you risk-adjusted the returns to your acceptable risk level?

  • PART 5: Trading and monitoring performance
  • Are you following the same rules that were tested? Are you trading the same data that was tested? Are you monitoring the difference between the system and actual entries and exists?

  • PART 6: Robustness testing
  • Cluster analyze, checking the strategy behaviour on other markets, running Monte Carlo analyze ...

The theory how to pick the shares base on Nicolas Darvas system

  • Volume increases, e.g. from 5000 shares/daily traded to 20000
  • Boxes - calculate last 3 days high and low, they create frame of the box
  • Boxes - if price higher then top of the box, buy shares, wait until new box is established
  • Boxes - SL is never in the box, is under the bottom of the current box, e.g. if box bottom = 14, SL = 13 or 10% from the current buy price
  • Boxes - check of 2 years history, high, low and volume at least in the last 6 months
  • Trailing stop loss - used, if stock is raising, keep bigger distance
  • Industry check - which industry goes up, select the strongest share
  • Pilot buy - if not sure, apply pilot buy, if share goes up, continue and buy additional shares


U.S. Government Required Disclaimer - Commodity Futures Trading Commission Futures and Options trading has large potential rewards, but also large potential risk. You must be aware of the risks and be willing to accept them in order to invest in the futures and options markets. Don't trade with money you can't afford to lose. This is neither a solicitation nor an offer to Buy/Sell futures or options. No representation is being made that any account will or is likely to achieve profits or losses similar to those discussed on this web site. The past performance of any trading system or methodology is not necessarily indicative of future results.

CFTC RULE 4.41 - HYPOTHETICAL OR SIMULATED PERFORMANCE RESULTS HAVE CERTAIN INHERENT LIMITATIONS. UNLIKE AN ACTUAL PERFORMANCE RECORD, SIMULATED RESULTS DO NOT REPRESENT ACTUAL TRADING. ALSO, SINCE THE TRADES HAVE NOT BEEN EXECUTED, THE RESULTS MAY HAVE UNDER-OR-OVER COMPENSATED FOR THE IMPACT, IF ANY, OF CERTAIN MARKET FACTORS, SUCH AS LACK OF LIQUIDITY. SIMULATED TRADING PROGRAMS IN GENERAL ARE ALSO SUBJECT TO THE FACT THAT THEY ARE DESIGNED WITH THE BENEFIT OF HINDSIGHT. NO REPRESENTATION IS BEING MADE THAT ANY ACCOUNT WILL OR IS LIKELY TO ACHIEVE PROFIT OR LOSSES SIMILAR TO THOSE SHOWN.