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An Automated Trading System for Crude Oil Futures - Recent Trades

SR CounterTrend IV Crude Oil

The SR CounterTrend IV Crude Oil trading system is a strategy that was modified and added on December 8, 2018 in our trading systems blog. We simply modify the support and resistance calculation from a more proprietary calculation using 12 days of data to simply adding 50% of the previous day's range to the close for resistance and subtracting 50% of the previous day's range from the close for support.

It is a selective trading system that has gone 2 for 2 since it's release with the latest results through 2018 shown below. This strategy also tests well on pit data going back to 1987.

SR CounterTrend IV is designed for Tradestation, NinjaTrader, and MultiCharts.

 


On December 22, 2018, we tested the pit data for this strategy. The results are impressive and give us additional confidence in this strategy setup. We made this video on 12/22/2018. The results in the video include $25 round turn slippage and commission while the reports below the video do not include slippage and commission. The video includes SR CounterTrend II as well as SR CounterTrend IV for Crude Oil.

Tradestation Hypothetical Performance Summary
SR CounterTrend IV Crude Oil (CL)
12/05/2006 - 12/31/2018
No Slippage or Commission
Price is not required to exceed the limit for fills

 Tradestation Hypothetical Performance Summary
SR CounterTrend II Crude Oil (CL)
01/02/1987 - 12/05/2006
No Slippage or Commission
Price is not required to exceed the limit for fills