Archive - Hunt Gather Trade

February 2025

Intraday Momentum, part 2 -- The Intraday Volatility Bands indicator

Building research backed intraday volatility bands indicators using C++ and Sierra Chart's ACSIL language. Breakdown and some code available to all…

Feb 16 •

Intraday Momentum -- Researched based strategy deep dive, part 1

Available to all readers. I create a rapid EOD model to test whether or not it is worth our time to look into this strategy. The daily strategy I…

Feb 13 •

Strategy 6 gets updated -- It's probably still unrealistic, though.

This strategy is now a short-only, mean reversion strategy that trades the Russell 2000. It boasts a profit factor of 6.5, a Sharpe of 1.82, 75…

Feb 5 •

January 2025

Using individual futures contracts for backtesting in RealTest

I quickly cover how to go about handling contract rollover manually instead of using continuous contracts in RealTest.

Jan 29 •

I updated the CMF indicator to C, new strategy (NQ) results and code included

A new way to create custom indicators in RealTest using C (that's right). The strategy produced a PF of 1.7 and Sharpe of 1.33 on 525 trades in the last…

Jan 29 •

Strategy 9 goes live, day trading ES, and platform overload

Strategy 9 went live on Monday. It's up 4% this week. I got in some good trades on ES this week, so I decided to brag about one. Hot take: All trading…

Jan 18 •

December 2024

Strategy 25_ES -- Same concept as 24 but with a twist

Similar to 24, we use a single indicator and VIX to time entries. 13% CAGR, -14.5% MaxDD, 81% win rate, 5.5 profit factor, 1.08 Sharpe.

Dec 31, 2024 •

Strategy 24_SPY -- Using VIX to help time a simple trend following strategy for SPY

This strategy is free for all readers! It has a CAGR of 5.1%, MaxDD of -4.89%, a profit factor of 6.91, and a Sharpe ratio of 1.02.

Dec 30, 2024 •

Strategy 21_ESNQ -- Anchored VWAP

A simple strategy for ES/NQ with 26.36% CAGR, -31.33% MaxDD, 57.29% win rate, 2.36 profit factor, and 1.07 Sharpe.

Dec 29, 2024 •

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