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A Ninjatrader 7 Strategy for Interest Rate Futures

Cobra II Bonds NinjaTrader 7

Cobra Bonds II is an automated trading system for the 30 Year Treasury Bonds. It is a trend based strategy and trades between 9:00 am and 4:45 pm EST with a maximum of 3 trades per day. We improved our original Cobra Bonds to Cobra Bonds II on December 8, 2016 by strengthening our strategy requirements to make the Cobra pattern stronger and more selective. We also split the long and short inputs.

The short side shows larger average trade profits and in an increasing interest rate environment where interest rates trend higher (bond prices lower), trading the short side could be a good approach. 

NinjaTrader 7 Hypothetical Performance Summary
1/1/2006 - 05/12/2017
No Slippage or Commission, Fill Limit Orders When Touched

NinjaTrader 7 Hypothetical Performance Summary
1/1/2006 - 05/12/2017
No Slippage or Commission, Fill Limit Orders When Price Trades Through

*The average trade profit remains high for Bonds when we require price to trade through the limit to report a fill. $66 average trade profit is a good number for day trading 30 Year Bonds.

Cobra II Bonds NinjaTrader 7 Trading System Inputs

Cobra II Bonds NinjaTrader 7 Trading System Data Settings