The Soybeans Daytrade II trading system was added on 5/09/2011 and is a system based on a strategy rule that we use on stock indexes starting in 2000 and have applied to other markets such as Soybeans. This strategy is available in Tradestation, MultiCharts, and NinjaTrader.
The Tradestation Performance Summaries for Soybeans DayTrade II is below. Soybeans began trading electronically in August of 2006. The Tradestation Performance Summaries go back to 8/1/2006. The average profit per trade is the strength in this systems as $152 is huge for a day trade system. The results do not include slippage and commission.
The strategy trades only during the regular day session hours from 9:30 am – 1:15 pm CST on a one minute chart.
Performance Summaries for Corn and Wheat are also included. In Corn and Wheat, there is one change to a proprietary input. The change for both Corn and Wheat is a value that is 75% of the ranges of Soybeans. There is less frequency in trading Corn.
This system enters within the first five minutes of the day (if it trades for that day) with no more than one trade per day. Below are the results for Soybeans Daytrade II on Soybeans, Wheat, and Corn with a download link as well for the full Performance Summary.