9X is up 16K in 45 days--Can it Keep this Pace?
I started running this strategy in a simulation account in January. It is currently up 16k with a profit factor of 3.5, accuracy of 62%, and a drawdown of 2.5k. Will it keep up this performance?
9X is the first ATS Twilight Strategy we converted into a custom NinjaScript (NS)strategy. If you don’t know, the ATS Twilight Strategies are strategies that were created by Celan Bryant of Automated Trading Strategies (ATS). These strategies had good backtest results but did not trigger a trade in the live test or triggered very few trades. The following link will take you to the original post for ATS Strategy 9.
In the following linked article, we take the original code from ATS Strategy 9 and convert it into a custom NS strategy using the custom methods and frameworks we have been building at HGT.
Strategy 9X
Since its creation, I have had it running in a simulated forward test on my local machine. Running a forward test in NinjaTrader (especially on my local machine) comes with a unique set of problems. Most of these problems hurt a strategy’s functions rather than help them. Despite this fact, 9X has done remarkably well so far.
This post will be brief. I will share some screenshots of the current performance and discuss a few things I have noticed since running this strategy in simulation. I plan to release updates on simulation performance regularly (perhaps monthly) so you can see how they perform for me on my machine. I hope to eventually have my forward tests running so that the community can access the results in real time. There are multiple ways to go about this, but I haven’t settled on a particular method yet.
Disclaimer: the following post is an organized representation of my research and project notes. It doesn’t represent any type of advice, financial or otherwise. Its purpose is to be informative and educational. Backtest results are based on historical data, not real-time data. There is no guarantee that these hypothetical results will continue in the future. Day trading is extremely risky, and I do not suggest running any of these strategies live.
This post is for paid subscribers. Paid subscribers will have access to the private GitHub where all the Hunt Gather Code and strategies live. It is continuously being worked on and will expand as we explore the world of automated trade systems.