reflam

Here you are the original templates from the BWT site...
Enjoy it!!...
http://www.2shared.com/file/_hvAQdb6/BWTTemplates.html

My contribution to the forum...
It´s the 4.02 version and works, with any versions of NT7 - free, legal and cracked...
 
http://[email protected]/file/7W8hvD8u/Auto-Trader-BWT-V402.html

Yes the renko and similar tick bars are complicated for backtesting but that big difference surprised me- from my research the backtest on the renko, (especially BWTrenko) is not have any value.
I am using Zenfire via Mirus and I have no problem with stability (except overfills which get down the strategy) Some versions of ninja had problems with some versions of IB gate.
 
IB sending snapshot data via 300ms packets so when you have faster move in the market the close of the bar cannot agree. For 5 minutes bars and higher is not crucial but for 1 minutes data the close of bars can be sometime different.
 
Zenfire has only realtime data. The historic data come from ninja servers same as market replay data. I did not see any differents yet.
If is it same in IB that it can be the difference. IB snapshot versus ninja tick historical data. Ask to IB will be better.

I would like to help you but I have Zenfire as data provider so I have only about 2 years historical data for backtesting and about 1 year (I think) for market replay. Maybe IqFeed could help you. They offer free trial...
 
What is your average trade and profit factor e.g. in 6E in your strategy please? If I know what is possible with 1 minute bars.
 
I have best realtime sim results with fdax and channel trend bars and stepMA but due overfills is unstable. Maybe some time I will get better this strategy.

Thanks for the reply redfordka007,
I had zenfire and now Ib data...but if you want more cheap historycal data, here http://disktrading.is99.com/disktrading/
The 6E (5 years test):
Profit:1,32
Average Trade: 63$
0,78 trades/day
The FDAX (2,5 years test):
Profit: 1,41
AT: 55$
1,12 trades/day...
Everything is only with 1 contract...
What is your average trade using stepMA?...

Thanks for the reply redfordka007,
I had zenfire and now Ib data...but if you want more cheap historycal data, here http://disktrading.is99.com/disktrading/
The 6E (5 years test):
Profit:1,32
Average Trade: 63$
0,78 trades/day
The FDAX (2,5 years test):
Profit: 1,41
AT: 55$
1,12 trades/day...
Everything is only with 1 contract...
What is your average trade using stepMA?...

I've spent more than 2 months backtesting (only futures and 5/10 years)...My conclusions are:
1.-) Best futures markets to run the autotrader 6E,NG,ZB,Z....with ES and NQ...I don´t get the best results...
2.-) I use 1 min bars...
3.-) I use Anchort chart (minute) and Parabolic Entry to filter teh entries...
I started with the autotrader before I got the templates...so I have not used...
I will check the ES-5Min-2Contracts...
Thanks!!

Here you are the original templates from the BWT site...
Enjoy it!!...
http://www.2shared.com/file/_hvAQdb6/BWTTemplates.html

Here you are the original templates from the BWT site...
Enjoy it!!...
http://www.2shared.com/file/_hvAQdb6/BWTTemplates.html

Here you are the original templates from the BWT site...
Enjoy it!!...
http://www.2shared.com/file/_hvAQdb6/BWTTemplates.html

Here you are the original templates from the BWT site...
Enjoy it!!...
http://www.2shared.com/file/_hvAQdb6/BWTTemplates.html

Here you are the original templates from the BWT site...
Enjoy it!!...
http://www.2shared.com/file/_hvAQdb6/BWTTemplates.html

My contribution to the forum...
It´s the 4.02 version and works, with any versions of NT7 - free, legal and cracked...
 
http://[email protected]/file/7W8hvD8u/Auto-Trader-BWT-V402.html

My contribution to the forum...
It´s the 4.02 version and works, with any versions of NT7 - free, legal and cracked...
 
http://[email protected]/file/7W8hvD8u/Auto-Trader-BWT-V402.html

My contribution to the forum...
It´s the 4.02 version and works, with any versions of NT7 - free, legal and cracked...
 
http://[email protected]/file/7W8hvD8u/Auto-Trader-BWT-V402.html

My contribution to the forum...
It´s the 4.02 version and works, with any versions of NT7 - free, legal and cracked...
 
http://[email protected]/file/7W8hvD8u/Auto-Trader-BWT-V402.html

My contribution to the forum...
It´s the 4.02 version and works, with any versions of NT7 - free, legal and cracked...
 
http://[email protected]/file/7W8hvD8u/Auto-Trader-BWT-V402.html

My contribution to the forum...
It´s the 4.02 version and works, with any versions of NT7 - free, legal and cracked...
 
http://[email protected]/file/7W8hvD8u/Auto-Trader-BWT-V402.html

My contribution to the forum...
It´s the 4.02 version and works, with any versions of NT7 - free, legal and cracked...
 
http://[email protected]/file/7W8hvD8u/Auto-Trader-BWT-V402.html

My contribution to the forum...
It´s the 4.02 version and works, with any versions of NT7 - free, legal and cracked...
 
http://[email protected]/file/7W8hvD8u/Auto-Trader-BWT-V402.html

Here is the QuantArb system, posted back on April 5. Full credit goes to @gorbat as the original poster. It appears the original thread 'disappeared', as sometimes happens here, with the really good 'stuff.' (The thread title was 'FTD Indicators')
 
These strategies are updated frequently by their author, and I believe that is part of the naming convention of the files. Included in the upload are what I believe are all the quant arb related files, and a few decent videos.
 
I had run either these or some of the other strats of FTD against replay data, and was able to get them to trade. They were quirky to get working, being very picky and exacting about the settings, but I don't at this time remember all the exact things I tried (when I got them to work against replay data). The above info from @tradershare seems important, as I did not recall having that level of detail (ie., that 20 bars of data was needed).
 
These are potentially some of the best strategies out there, at least based on what seem like decent video samples by the author, who has a decent reputation. But, I am just not comfortable letting these run against real money accounts, perhaps partially because I can trade myself. I think they are instrument specific, so, IMO even running a 1 lot trader against ES would require a bare minimum of a $5000 account, and double that to be comfortable; depending on volatility, ATR, time of year, and how the market 'feels', these could either work well, or, cost you. I'd not installed them on my production machine, since, I like to keep that clean and in tip top shape.
 
In case anyone's interested, some of the other files were FDTSystems190112.zip, HiLoStrategy061211.zip, HiLoDiv_010311_NT7.zip. There were many OFlow files as well, specific to ES, TF, NQ, and a larger number of video/setup files. They are not posted here.
 
Here's the QuantArb stuff: hxxp://dep0sitfiles.c0m/files/dqlclydgy

Backtest results would be interesting. The URLs off their home page aren't working, which I suspect is due to the globe-wide GoDaddy outage.
 
I thought it was interesting that the smallish FLV video on the homepage talks about an autotrader making $1500/month - that is actually quite small for an autotrader that presumably looks for (futures) trades every day, or, there are many losing trades thereby wiping out profits, and potentially giving losing months along the way too - I am thinking mostly of CL when I say that, and perhaps that's not what the $1500/month references - to get that amount with crude, there would likely be some biggish loser days, which would be quite disconcerting to anyone with a < $10-15k account.
 
EDIT UPDATE: OK, I see the scalp/swing/daytrade specific URLs that link off the above site are back online now. But, the guy's not updated the blog/examples in 2 years. Very unimpressive, and at minimum indiciative of 1) extreme laziness 2) complacency and/or 3) trading failure. That aside, what is there, is hardly impressive: entries, if wrong, with what look like big SLs, could be costly, to a real $CL trader. IMHO, there's little overall impressive with this outfit, and I'd not expect much from the strategies. And BTW, if you've never traded $CL, it can quickly become an account killer. Things like time of day for entries are incredibly important, ie., oil pit hours volatility can be huge; frankly, I can't imagine putting any automated strategy on $CL, unless you've got a mid 5-figure account size.
 
I'd just googled reviews for this site and there seems to be a fair amount of negativity on much of what it offers. I won't document any of that here, as we presumably wait for john.maddog's magic. :)

Patched DLL for SOTM@sterIndica7orsStr@tegies: http://[email protected]/file/omf6jv
 
I don't see any protection in the JJFl3x and JJM@jorSwingN3w.

QuantArbES trades. Odd though it doesn't Monday & Tuesday. Assuming you know how to set up and run a strategy in NT, do note there is an 'Enable Trading' true/false setting within the strategy settings that needs to be changed from the default of False.
 
If you're not familiar with NT strategies, note you cannot have the Chart Trader active on the same chart that you are running the strategy on. You can though open another chart for ES, and have the Chart trader trader turned on there, which will allow you to see the pre-placed exits and entries that the strategy is planning, as price moves towards them
 
Also, it is intended to trade ES at London start through to NY close. The default trade times within the strategy are for GMT. NT of course displays chart time in your local time zone. Thus, if you are NY/EST time, set the trading start to be 3am (30000) and the close for 4pm (160000) with the flatten 10 min after that. It is to be placed on a 5M chart; the author recommends 3M, which can impact position exit, as that occurs on a bar close.
 
It does not necessarily need a ATM strategy, but if you set one up, it should override what is in the strategy itself. Note the default stop size is 48 ticks, which is $600 - the author has determined this is supposed to be optimum in ES over the years (presumably), but note that it is not uncommon for ES to range 6 points or 24 ticks in one NY session, so a $600 loss if you get caught upside down can hurt.
 
I ran it against the week of August 19, through to the Friday close. For that specific week it did not come out overall profitable for it's 3 trading days. It lost $575 - you can see the daily loss in the Net column, with other trade stats below. I ran it on a 5M and 3M chart, and the exits seemed the same, or at least the PnL was. Here is a chart for that week showing snippets from the NT performance tab(s) which I have inserted in the ES chart of that week, showing all take trades. I will run it against August and see what comes out, and post that later, perhaps along with some different exit or stop-loss parameters.
 
(This is a 2 screen wide chart ... if you use Chrome, right click to 'open image in new tab' and you can see the price action chart as well.)
 
P.S.- This is run under 64-bit NT, thus it is using the 64-bit educated DLL. :)
 
http://img138.imageshack.us/img138/9435/m5qaaug1924.gif

Videos were in the original archive: http://indo-investasi.com/showthread.php/19222-REQ-john-maddog-doe-Pls-edu-this-auto-system?p=240878&viewfull=1#post240878