Algo Trading - Mini S&P Strategy

Here is a time proven strategy for the mini S&P futures
Free algo strategies and other helpful trading info: kjtradingsyste...
#algotrading #algorithmictrading #futurestrading #Automatedtrading #kevintrades
Your Trading Guide: Kevin Davey has been algo trading futures for over 30 years, and is currently a full time trader. He is a 3 time international futures trading contest trophy winner and the author of 5 best selling trading books.
kjtradingsyste...
Kevin can be reached via e-mail at [e-mail].
kjtradingsyste...

[@user-mr-m12312]

Let's get started! 😎

[@AlgoTradingWithKevinDavey]

You got that right!

[@roystoncartwright5640]

thank you Kevin as always 😊

[@AlgoTradingWithKevinDavey]

My pleasure!

[@tr0wb3d3r5]

Thanks Kevin, will test it out🪄

[@AlgoTradingWithKevinDavey]

Please do!

[@T-nt2cq]

Hey Kevin, thanks for the great videos, quick question please - When doing a walk forward test, do you start from the first few years of data or do you test recent times first just to see if it’s working nowadays, if it is then go back to the beginning of the data and do the walk forward?

[@AlgoTradingWithKevinDavey]

I do it all at once

[@StevenWallerstein]

Thank you for the video. I couldn't see well enough; the Performance is based on how many contracts?

[@AlgoTradingWithKevinDavey]

Sorry about that, I always show performance for 1 contract.

[@StevenWallerstein]

@@AlgoTradingWithKevinDavey Thank you just saw this

[@user-db2lh5fs9n]

Raises an interesting conundrum about algo trading and back-testing as to stocks and stock indices since the pandemic. When the pandemic started, perhaps due to increased volatility, stock and stock index strategies have tended to test better when compared to before the pandemic. The same is true for this strategy. If it had been tested before 2020, it would be an easy decision not to trade it. But after 2020, results significantly improved to make it interesting. I suppose more recent results are more important, but it's hard to know to what extent prior results that weren't so good and weren't so long ago should be factored in. Perhaps it's an issue that can be answered a bit better with the benefit of the strategy factory.

[@AlgoTradingWithKevinDavey]

I do discuss this in my course in more detail, but I think consistency and longevity are both key. EXAMPLES: Don't run a 4 year backtest. Don't test one strategy for 10 years, but another for 5 years because you found a reason to discount the first 5.

[@andyjulca238]

thanks for video

[@AlgoTradingWithKevinDavey]

Most welcome

[@job7002]

would love to try it out but how do we convert to Ninja Trader? Can you be detailed as far as what the system looks for in the 1 hour and 15 minutes? entry and exits?

[@AlgoTradingWithKevinDavey]

You'd have to convert the rules I give into Ninja code. I give all the rules in this video.

[@Gmac_Greg_M]

Hey Kevin, Is Data2 the daily data or 15min? Trying to convert to NT8. Thanks!

[@AlgoTradingWithKevinDavey]

Data2 would be daily data, but for the "stock market session" times. This is a special symbol in Tradestation, @ES.D

[@minaawad8375]

Couldnt see how it will determine the direction. Where is the code? Thanks

[@AlgoTradingWithKevinDavey]

Right around the 3 minute mark

[@minaawad8375]

I meant the reasoning..

[@Raymond_Ironbeam]

Who is your clearing firm Kevin? $5?!?

[@AlgoTradingWithKevinDavey]

The $5 is just a standard figure I use, you clear many trades for me (Optimus)

[@seanburke4107]

So this is a generic CTA momentum strategy ...

[@AlgoTradingWithKevinDavey]

Still a good strategy.