The Adaptive Moving Average Trading System is an automated trading system for Tradestation, NinjaTrader, and MultiCharts that gives us the opportunity to trade with moving averages. Up until now, it has been difficult to consider moving averages for short term day trade strategies. The proprietary algorithm used to determine the periods used are adaptable and make it possible to systematically trading the e-mini S&P. The code is simple and looks similar to a simple dual moving average cross over strategy. With the addition of a new function, the L1 and L2 can be updated based on price movements in the market to automatically adapt to different cycles in the market.
This strategy was developed at the end of 2018 and has already seen positive performance going forward in 2019. It trades the E-mini S&P and uses a 40 point stop loss by default.