Python is the first strategy that I discovered that began making me money trading. It was in 2000, over 10 years ago that I discovered this pattern.  Originally it was a  swing trading strategy on daily bars for 30 Year T-Bonds.  In 2000, this strategy worked well on Bonds with the volatility and ranges.  In December 2000, I discovered it was a great strategy for the stock index futures on an intra-bar basis.  I began using it as a swing trade system but have converted it to a day-trade system (same entry technique but close the strategy at the end of the day).  I have also applied the Surge Exit strategy on the stock indexes and Euro Currency.  I use this system to trade the E-mini S&P, E-mini Russell, Euro Currency, and Soybeans.

Tradestation Performance Reports

*The reports go back 1/1/2005
*Soybeans electronic trading started on 8/1/2006
*No Slippage or Commission is taken out

Python Subscription Options

Can I purchase the open code?

I have spent hundreds of thousands of dollars developing strategies.  There has been a great deal of trial and error in the last 15 years to determine what works best.  I do offer the the open code to my strategies.  I consider this my intellectual property.  You can purchase this strategy and any of the other strategies on the Purchase page.  You must also fill out a Non-Disclosure Agreement in order to purchase any of the open code strategies.