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Grains Swing Trades in September 2016 in Tradestation

Grains Swing

Grains Swing is a new but also old strategy. Grains Swing is a trading system we developed in 2009 and was re-designed in 2014 based on the new pit opening times in the Grain markets. Trading the Grains offers us diversity from the financials and are less affected by fiscal and monetary policy from the central banks.

On April 8, 2013, the grain markets changed the opening time from 10:30 am EST to 9:30 am EST.  The Grains strategies were modified to account for this change in opening time. This is a strategy that works well back to 1984 as the performance reports show (below video) as we test it on electronic and pit markets.

The results below first show how Grains Swing works on Soybeans using a selective entry and holding positions overnight and over the weekend, using a stop loss or first profitable open exit strategy. We test these grain strategies back to 8/1/2006 on the electronic markets since electronic trading for grains intra-day started on on 8/1/2006.  We also test the grain strategies  from 7/31/2006 back on the pit markets (symbol @S.P).  We go back to the extent of our Tradestation data which is 1984 for Soybeans. We do not use slippage and commission in the results. The average trade profits meet our requirements and are high enough to cover slippage and commission.

Grains Swing Soybeans Hypothetical Tradestation Performance Summary
*Selective Entry, Hold Overnight, Hold Over Weekend, No Profit Target
No Slippage or Commission
*Electronic market 8/1/2006 - 09/30/2016
Soybeans Swing Trading System Conservative

Grains Swing Soybeans Tradestation Hypothetical Performance Summary
*Selective Entry, Hold Overnight, Hold Over Weekend, No Profit Target
No Slippage or Commission
*Pit market 8/17/1984 – 7/31/2006
Grains Swing Tradestation Performance Summary

Grains Swing Soybeans Tradestation Hypothetical Performance Summary
*Selective Entry, Hold Overnight, Hold Over Weekend, $400 Profit Target
No Slippage or Commission

*Electronic market 08/01/2006 - 09/30/2016
Soybeans Swing Trading System with 400 dollar profit target

Grains Swing Soybeans Tradestation Hypothetical Performance Summary
*Selective Entry, Hold Overnight, Hold Over Weekend, $400 Profit Target
No Slippage or Commission
*Pit market 8/17/1984 – 7/31/2006
Grains Swing Selective Pit Session 400 Profit Target

A more aggressive entry, generates more trades and more net profit but lower average trade profit and higher drawdown.

Grains Swing Soybeans Tradestation Hypothetical Performance Summary
*Aggressive Entry,
Hold Overnight, Hold Over Weekend, No Profit Target
No Slippage or Commission
*Electronic market 08/01/2006 - 09/30/2016
Soybeans Swing Aggressive Trading System for grains futures

Grains Swing Soybeans Tradestation Hypothetical Performance Summary
*Aggressive Entry, Hold Overnight, Hold Over Weekend, No Profit Target
No Slippage or Commission
*Pit market 08/17/1984 – 07/31/2006
Grains Swing Aggressive Pit Session Tradestation Performance Summary

Data Settings
Data Settings for Grains Swing in Tradestation

GRAINS NEW Custom Session
Used on Data1 and Data2
Grains New Custom Session Tradestation

Input Settings for Selective Version
Grains Swing Input Settings

*Simply change AGR input to True to get the Aggressive Version