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Adaptive Moving Average E-mini S&P

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.


NinjaTrader 8 Market Replay

We ran the NinjaTrader 8 Market Replay in this video to show the long trades for the week of 3/11/2019 - 3/15/2019. There were five winners in a row as the strategy captured the bullish tone in this market. You can see the entire week's trades in 40 seconds as we ran the replay at MAX and sped up the video replay as well.

It was one of the more bullish weeks in 2019 after a big rebound from a decent pullback from the previous week. This strategy can take trades after the first 15 minute bar and will exit all trades at 4:00 pm EST.