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Joshs Universal
Version 11
This is a short term swing trading system for equity market futures contract. The default workspace is setup for the S&P 500 E-mini futures contract, however you may look into the performance for a wide range of equity futures contracts. This strategy uses a stop loss of $500 from the entry price on all trades. This strategy generates approximately 50 trades per year, and holds trades for around 1 day on average. Only one trade is open at a time unless pyramiding is setup inside Tradestation. This strategy is based on mean reversion and trend techniques that I’ve found to work well and consistently on the a variety of futures contracts especially equity futures. It trades in the long direction a majority of the time, but also trades short when the market is sinking. All trades are on the daily charts. The strategy looks for trading opportunities based on pullbacks within an uptrend and trend continuations. The strategies enters and exits all trades at the opening of the future...
This is a short term swing trading system for equity market futures contract. The default workspace is setup for the S&P 500 E-mini futures contract, however you may look into the performance for a wide range of equity futures contracts.

This strategy uses a stop loss of $500 from the entry price on all trades. This strategy generates approximately 50 trades per year, and holds trades for around 1 day on average. Only one trade is open at a time unless pyramiding is setup inside Tradestation.

This strategy is based on mean reversion and trend techniques that I’ve found to work well and consistently on the a variety of futures contracts especially equity futures. It trades in the long direction a majority of the time, but also trades short when the market is sinking. All trades are on the daily charts.

The strategy looks for trading opportunities based on pullbacks within an uptrend and trend continuations.

The strategies enters and exits all trades at the opening of the futures bar at 6:00PM New York time unless the stop loss or take profit is hit. The Breakout strategy, enabled with ENABLEBREAKOUTSTRATEGY input, places stop orders that may be triggered at any time when the market is open. These orders can be seen on the Strategy Orders tab of the Trade Manger in Tradestation.

Data - The system requires at least 200 days of daily data.

Money Management Rules – Please spend significant time determining how many contracts you should trade on your account based on your risk tolerance and account size.

Inputs – There are ten input available to the user. The first input, STOPLOSS, which is the stop losses for each trade and is fixed throughout the trade. The second input, ENABLEBREAKOUTSTRATEGY, enables trades classified as trend or momentum trades. The third input, ENABLEMEANREVSTRATEGY, enables trades classified as mean reversion. The fourth input, ENABLESPECIALSTRATEGY, enables trades classified as mean reversion based on special days of the year/month/week. The fifth input, ENABLESHORTTRADES, enables trades that are in the short (sell) direction during market selloffs. The sixth input, VOLATILITYFILTER, enables a volatility filter to filter out some trades based on large volatility. The seventh input, TRADESIZE_CONTRACTS, allows the user to specify how many contracts you will trade on each trade. The eighth input, LENRSI, specifies the length of the RSI indicator used on some of the mean reversion strategies to find entry points. The ninth input, TPVAL, specifies the take profit for each trade that is applied after the first bar. The tenth input, TRENDMA, specifies the length of the trend filter applied to the mean reversion strategy entries.


My other strategies can be found here:

My S&P 500 system found below is similar in nature and concept to this strategy, but is based on completely different entries and exits. The performance characteristics, especially average losing trade size, win percentage, and win:loss ratios are very different for these strategies, you should decide what fits you best.

S&P 500: https://tradestation.tradingappstore.com/products/JoshsSP500SwingStrategy
Bonds: https://tradestation.tradingappstore.com/products/JoshsUSBondsSwingStrategy



U.S. Government Required Disclaimer - Commodity Futures Trading Commission Futures and Options trading has large potential rewards, but also large potential risk. You must be aware of the risks and be willing to accept them in order to invest in the futures and options markets. Don't trade with money you can't afford to lose. This is neither a solicitation nor an offer to Buy/Sell futures or options. No representation is being made that any account will or is likely to achieve profits or losses similar to those discussed on this web site. The past performance of any trading system or methodology is not necessarily indicative of future results.

CFTC RULE 4.41 - HYPOTHETICAL OR SIMULATED PERFORMANCE RESULTS HAVE CERTAIN LIMITATIONS. UNLIKE AN ACTUAL PERFORMANCE RECORD, SIMULATED RESULTS DO NOT REPRESENT ACTUAL TRADING. ALSO, SINCE THE TRADES HAVE NOT BEEN EXECUTED, THE RESULTS MAY HAVE UNDER-OR-OVER COMPENSATED FOR THE IMPACT, IF ANY, OF CERTAIN MARKET FACTORS, SUCH AS LACK OF LIQUIDITY. SIMULATED TRADING PROGRAMS IN GENERAL ARE ALSO SUBJECT TO THE FACT THAT THEY ARE DESIGNED WITH THE BENEFIT OF HINDSIGHT. NO REPRESENTATION IS BEING MADE THAT ANY ACCOUNT WILL OR IS LIKELY TO ACHIEVE PROFIT OR LOSSES SIMILAR TO THOSE SHOWN.


Contact me at: joshstradingapps@outlook.com
What's New
Version 11
Updated for better compatibility with Tradestation v10

Version 10
Updated to Tradestation 9.5

Version 7
Updated documentation - no logic or code changes

Version 11
Updated for better compatibility with Tradestation v10

Version 10
Updated to Tradestation 9.5

Version 7
Updated documentation - no logic or code changes

Version 6
Updated documentation

Version 5
Updated Documentation

Version 4
Updated Documentation

Version 3
Updated execution, no trade logic was changed

Version 2
Added short trades to the system and input to enable/disable short trades

Version 1
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Developer
Requirements
Tradestation 9.1 (Base)
Asset Type
Stock, Future
Style
Swing Trading
Methodology
Trend
Analysis Techniques
Applications
Categories