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New Strategy Release - CounterTrend Max - C#, Python, and EasyLanguage

Posted by David Bean on

I've been in strategy development mode the last couple of months and haven't sent out as many videos or emails. I go through long periods of time when I struggle to find something new that really stands outs. With market volatility at 50 year lows, it is a new environment, especially in the stock indexes. After many late nights of 2 am and beyond, ... this morning I found something new, almost by accident, that really stands out!

One of the secrets of what I do when I develop a strategy and need programming help is that I don't send the exact code to the programmer that I hire. I send pseudo code that doesn't work that well (doesn't work that well = doesn't have a nice historical backtest) and is different than the actual strategy but has enough information so that when the programmer sends the code back, I know enough to modify it. This is typically true when I want to convert a Tradestation EasyLanguage strategy to C# and now a new platform called Quantopian that I am looking at that uses Python. Sometimes it is tricky and time consuming to pseudo encrypt a strategy and hide what you are doing from the programmer.

This is a counter trend strategy and uses a 5 minute, 15 minute, and daily chart. It does not use market internals such as $TICK, $ADV, or $DECL that many of my other strategies use. This gives us strategy diversity!

Since this is a brand new strategy, I have a special offer through next Friday, June 30th, 2017 for 1.) the Lifetime Lease and 2.) Open Code. The real value in this offer, especially the open code is that you get the open code in EasyLanguage, PowerLanguage, NinjaTrader 7, NinjaTrader 8, and Python for Quantopian. Quantopian is a new platform where you can submit a strategy for allocation and get 10% of profits. If you want to see how to code and test across multiple platforms and multiple languages and compare performance, this is highly beneficial.

Another benefit is the hypothetical performance over the last 18 months across 4 different stock indexes using the same exact parameters on all four stock indexes. It isn't long only either and there are some nice results on the short side. You can download the performance summaries here and see the screen shots below.

CounterTrend Max Special Offer


CounterTrend Max E-mini S&P Hypothetical Performance Summary
*No slippage or commission

CounterTrend Max E-mini Nasdaq Hypothetical Performance Summary
*No slippage or commission

CounterTrend Max E-mini Dow Hypothetical Performance Summary
*No slippage or commission

CounterTrend Max DAX Hypothetical Performance Summary
*No slippage or commission


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