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Tick Pulse V10 Volatility Updates and Free Trial

Posted by David Bean on

We have seen new levels of volatility in October 2018 that we have never seen before. The number of 20 point reversals intra-day is a new occurance. We have some volatility adjustments to make. Tick Pulse is based on 15 second charts. Our historical database is limited for 15 second charts so we further validate this strategy with 15 year backtests on 1 minute charts and show you all the volatility adjustment updates below.

Tick Pulse V10 E-mini S&P 15 Year Backtest on One Minute Charts

Volatility Adjustments for Tick Pulse V10 and VWAP

I spent the weekend going over Tick Pulse V10 so that I can make volatility adjustments for the current market. I tested all stages and versions of Tick Pulse for the latest performance as well as the best volatility adjustments. When you dig into the data, sometimes you discover new approaches. For example:
  • Strong 15 year back test results on 1 minute charts
  • The volatility adjustments also work on the NQ
  • Bigger stops have lower historical drawdowns 

I have 24 different performance reports to show the results:
Six Reports for Original through Stage 5 Results with Current Settings
Six Reports for Original through Stage 5 Results with Current Settings on One Minute Charts
Six Reports for Original through Stage 5 Results with Updated Volatility Parameters on ES
Six Reports for Original through Stage 5 Results with Updated Volatility Parameters on NQ
Tick Pulse has nice results going back 15 Years on one minute charts using the current settings. This further validates the strategy since we are limited in our data on sub one minute intervals. We like Stage 2, 4, and Stage 5 the best for one minute charts. Stage 2 has over $100 average trade profit (that is a first for a fairly active daytrade strategy going back 15 years). Stage 4 and 5 are more active.
We tested the volatility updates on the E-mini Nasdaq and have found the results equally favorable. Our original settings had stop losses and profit targets that were too small for the E-mini Nasdaq. Now that volatility in the E-mini S&P has "caught up" somewhat with the E-mini Nasdaq, these parameters are favorable for both.
The good news is, these updates do not hurt the strategy. If the market reverts to low volatility and the S&P reverts back to 10 point daily ranges. A 20 point stop loss will never get hit on 10 point daily ranges.
Here are the consolidated spreadsheet results taken from the Tradestation Performance Summaries.
How to Use the TICK Pulse Spreadsheets
Updated Volatility Adjustment Performance Reports for E-mini S&P
Hypothetical Performance Summaries
Updated Volatility Adjustment Performance Reports for E-mini Nasdaq
Hypothetical Performance Summaries
Updated Performance Reports with Original Settings
Hypothetical Performance Summary

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