Recruitment of participants ES Day Trading Strategy TradeStation

ES Day Trading Strategy TradeStation



A flexible day trading strategy for the ES E-mini S&P 500 futures contracts that takes long and short trades. All trades are executed with stop-loss orders in place and all trades are exited by the end of the daily session.

This is a professional trading strategy, ready for real-world automation or manual trading.

This ES E-mini S&P 500 futures contracts day trading strategy is a 100% rules-based algorithm designed to exploit repeatable intra-day patterns that have a proven statistical edge to generate profits that can be compounded rapidly.

This strategy adapts to market volatility through a dynamic position sizing function, providing consistent performance.

I wrote and tested this strategy in 2016 using sophisticated statistically techniques and tools and since its deployment it continues to perform in real-time.
How It Works

The strategy automatically recognizes patterns that have historically produced repeatable outcomes that can be exploited as long or short intra-day trading opportunities. These patterns are defined mathematically using large tolerances to minimize curve-fitting to past data.

Detectable exploitable patterns:
Opening gap up
Momentum thrust
Retracement at dynamic levels
Rally and breakdown reversals at specific intra-day points



Features

Adaptive position sizing based on real-time volatility.
Ability to manually adjust contracts to trade.
Automated or manual trading ready out of the box
Fully annotated code for easy comprehension.
Transparency with no "black boxes."

What's Included

Quick start guide
EasyLanguage source code (.eld format)
TradeStation Workspace (.tsw format)
Full code (.txt format)
Life-time strategy updates



Learning From My Code

I think you'll find the following functions of interest to start coding and testing your own strategies!
Implemented Sub-Functions In This Strategy:

Intra-day trend determination
Dynamically finding statistically patterns (gap up, momentum thrusts, retracements)
Automatic position size calculation based on volatility
Open trade management
Stop-loss orders based on volatility
Automatic detection of session start and end times
Optimal time-of-day to place long or short trades
Automatic closing of all trades by end-of-day function

Happy Trading!