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A Strategy for Stock Index Futures
E-mini S&P, E-mini Nasdaq, E-mini Russell, DAX

Tick Pulse V10

$TICK Pulse V10 is an indicator based trading system released on June 28, 2018 as an upgrade to $TICK Pulse V7. We added some additional inputs that allow VIX Filtering. In early July 2018, some additional inputs were added to limit daily losses on a closed trade basis as well as input to limit daily entries. This strategy uses the NYSE TICK on 15 second intervals to quickly capture trades that take advantage of buy and sell programs or pulses in the stock market. The data is used to trade the stock index futures. Tick Pulse was originally developed at the end of 2015 and zooms into the market on these shorter 15 second time frames.

This shorter time frame gives us "quicker" signals. As more and more traders compete for profits in the algorithmic trading world, we find that some of the trends happen more discretely and we have to use shorter time frames to detect new trends more efficiently.


The table below is an updated table of results using different recommended inputs. The original settings represent $TICK Pulse V7.  $TICK Pulse V7 shows more historical research as the Tradestation platform has 6 months of data for sub one minute strategies. We have "cached" some recent data but with "resets" in the platform, historical data is more limited when testing sub one minute strategies such as $TICK Pulse.

The performance summaries are shown below for seven different stock indexes. The performance summaries do not use slippage and commission. (The reason for this is so that we can compare raw results between platforms since different platforms calculate slippage and commission differently. The average trade profit is one of the key factors that we look at to make sure it will be profitable.) The E-mini S&P, E-mini Russell, and DAX are our three favorite markets for this strategy.

Tradestation Hypothetical Performance Summary,
TICK Pulse V10 E-mini S&P - Original - Tick Pulse V7

10/16/2017 - 08/27/2018
No Slippage or Commission
Price is not required to exceed the limit for fills

Tradestation Hypothetical Performance Summary, 
TICK Pulse V10 E-mini S&P - Stage 1
10/16/2017 - 08/27/2018
No Slippage or Commission
Price is not required to exceed the limit for fills


Tradestation Hypothetical Performance Summary, 
TICK Pulse V10 E-mini S&P - Stage 2
10/16/2017 - 08/27/2018
No Slippage or Commission
Price is not required to exceed the limit for fills

Tradestation Hypothetical Performance Summary, 
TICK Pulse V10 E-mini S&P - Stage 3
10/16/2017 - 08/27/2018
No Slippage or Commission
Price is not required to exceed the limit for fills

Tradestation Hypothetical Performance Summary, 
TICK Pulse V10 E-mini S&P - Stage 4
10/16/2017 - 08/27/2018
No Slippage or Commission
Price is not required to exceed the limit for fills

Tradestation Hypothetical Performance Summary, 
TICK Pulse V10 E-mini S&P - Stage 5
10/16/2017 - 08/27/2018
No Slippage or Commission
Price is not required to exceed the limit for fills