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MULTI-STRATEGY AUTOMATION FOR ALGORITHMIC TRADING

The number one question from algorithmic traders is based on the concept of multi-strategy automation on the same symbol in the same account. How does this really work? Do long and short trades offset each other? If so, do you really get the sum of the systematic results.

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Tradestation Training and Members FAQ was released to answer this question and many of the details related to real world algorithmic trading including:

  • Multi-Strategy Automation

  • How to Use a Dedicated Server or VPS

  • Setting Up Email Alerts for Disconnects

  • Futures and Commodity Contracts Rollovers

  • DontTrade On Holidays Function

  • Download Multi-Strategy Practice Files

  • and more....

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These are the critical concepts and skills to know before risking real money with an automated trading system.

PORTFOLIO DESIGN FOR ALGORITHMIC TRADING

Our market portfolios combine multiple trading systems that use different methodologies. Combining different trading systems allows us to capitalize on a diversity of different market methodologies. Some of our basic Portfolio Design Criteria includes using strategies with the following criteria:

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  • Different Entry Techniques - Trend, CounterTrend, Mean Reversion

  • Different Exit Techniques - Stop Losses, Profit Targets, PT/SL Ratios, Exit Times

  • Variable Holding Periods - Day Trade Time Exits to Swing Trades 

  • Strategy Cycles in Relation to Market Cycles - Runups and Drawdowns

  • Different Development Periods - Classic Strategies with Long Histories combined with Newer Strategies

  • Variable Market Statistics - Different methodologies are represented in a wide range of strategy statistics such as Winning Percentage Ranges of 20-80%.

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