Thx Mojo.
These systems were designed to run on the Trade Station Strategy Network (to get more info about this program go to www.tradestationadd
All systems are designed to go both long and short but to have only one position at a time. End of bar data was used. We actually used 9 months of 1 minute date to backtest because if you use more data than that it requires a special overnight download from Trade Station.
| Initial Back-Test Period |
| Intraday | 1 Year |
| Daily | 10 Years |
| Weekly | 20 Years |
| Monthly | 20 Years |
Since-Published Results
After strategy trading products have been posted on TradeStation Strategy Network, they are re-tested each night using the published date as the beginning date and the current date as the end date of the back-test. These results are referred to as the "since-published" results. The "since-published" results are available on the Strategy page for each strategy trading product.
Combined Results
After strategy trading products have been posted on TradeStation Strategy Network, they are also re-tested each night using the initial back-test start date as the beginning date and the current date as the end date of the back-test. These results are referred to as the "combined" results, since they include the combined period of the initial back-test and the since-published results. The "combined" results are also available on the Strategy page for each strategy trading product.
- What settings are used when performing a back-test?
When strategy trading products are back-tested on TradeStation Strategy Network, the following settings are used by default, unless the developer's code explicitly overwrites these settings.
| $100,000 |
| Interest Rate | 1 percent |
| Back-Testing Resolution | Intraday + Daily strategy: 1 minute |
| Weekly/Monthly strategy: Daily | |
| Position Limits (Pyramiding) | Disabled |
| Max Bars Back* | 50 |
| Trade Size* | Equities: 100 shares |
| Futures: 1 contract | |
| Forex: 1 lot | |
| Slippage | Equities: $0.01/trade |
| Futures: US dollar value of 1 minimum move | |
| Forex: See table below | |
| Commissions | Equities: $0.01/share |
| Futures: $2.50/contract | |
| Forex: $2.70/lot |
*These items may be overwritten by the developer in the EasyLanguage code or properties.
Slippage Values for Forex
Slippage value is applied to one lot for each side of the trade. The trade size will not impact the slippage value.
| Slippage |
| EURUSD | $ 0.75 |
| AUDUSD | $ 1.50 |
| GBPUSD | $ 1.50 |
| NZDUSD | $ 3.00 |
| USDJPY | $ 5.00 |
| EURCHF | $ 7.50 |
| EURJPY | $ 10.00 |
| USDCAD | $ 15.00 |
| USDCHF | $ 15.00 |
| EURGBP | $ 15.00 |
| CHFJPY | $ 15.00 |
| AUDCAD | $ 20.00 |
| AUDJPY | $ 20.00 |
| EURAUD | $ 25.00 |
| EURCAD | $ 25.00 |
| CADJPY | $ 25.00 |
| NZDJPY | $ 25.00 |
| AUDNZD | $ 25.00 |
| GBPAUD | $ 30.00 |
| GBPCAD | $ 30.00 |
| GBPCHF | $ 30.00 |
| GBPJPY | $ 30.00 |
To: OptionClub@yahoogro
From: beeper212@yahoo.
Date: Sat, 30 May 2009 03:39:10 -0700
Subject: Re: [TheOptionClub.
Hey Tom,
Thanks for sharing your fantastic results from your auto trading systems. I've spent some time working on similar systems so I appreciate what it takes and I'm doubley impressed.
A few questions for you:
1) Are these systems in Tradestation?
2) What kind of settings did you use for slippage and commissions?
3) Are these results from backtesting? If so, did you use tick data or end of bar data?
4) What was your period of performance for your testing? Did it just complete?
5) Where you trading both long and short?
All the best and congrats!
Mojo
You can find my online trading journal at http://www.insanemoney.com . 
From: Tom Batchelor <tom_batchelor@hotmail.com>
To: option club <optionclub@yahoogroups.com>; advanced options <advancedoptionstrategies@yahoogroups.com>; option bwb <option_bwbs_and_collars@yahoogroups.com>
Sent: Friday, May 29, 2009 10:31:50 AM
Subject: RE: [TheOptionClub.com] Re: Automated Trading Systems
To: OptionClub@yahoogro ups.com
From: christianhgross@ yahoo.ca
Date: Thu, 28 May 2009 20:59:25 +0000
Subject: [TheOptionClub. com] Re: Automated Trading Systems
Excuse me for being cynical...
Why are you not trading this?
Because I do know for a fact if you can do these types of returns there is not a single investment bank or hedge fund that would not give you about a 100 million tomorrow!
Christian Gross
--- In OptionClub@yahoogro ups.com, Tom Batchelor <tom_batchelor@ ...> wrote:
>
>
> Firebird Trading System develops automated trading systems for use by clients. Our current systems are shown below for your review (9 ea., 4 stocks, 2 indexes and 3 forex).
>
>
> The trading systems are developed to run completely independently, with no personal interaction required and can run indefinetly. A preview of some of the system's backtested (one year of 1 minute data) results are shown here:
>
> Security Net Profit Number of Trades Percent Profitable Annual Return Risk Reward Index
> T (1min) $1030 72 86% 872% 271
> IWM (1 min) $795 37 67.6% 247% 256
> SMH (1 min) $1915 112 58% 870% 57
> GS (1 min) $6331 874 54% 649% 366
> GOOG (1 min) $37,989 2767 55% 1330% 1146
> AAPL (1 min) $5254 220 59% 931% 1635
> EURUSD (1 min) $70,000 71 81% 1409% 79.8
> USDJPY (1 min) $43,011 221 68% 573% 51.5
> EURJPY (1 min) $129,788 111 77.5% 1557% 82.8
>
> We are currently assessing market interest in using these tools and felt that the audience here could provide meaningful feedback. Does anyone on this board use automated trading systems and how do these compare?
>
> Your feedback would be appreciated.
>
> Thx
> Tom
> ____________ _________ _________ _________ _________ _________ _
> Windows Live™: Keep your life in sync.
> http://windowslive. com/explore? ocid=TXT_ TAGLM_BR_ life_in_synch_ 052009
>
Windows Live™: Keep your life in sync. Check it out.
Thanks for sharing your fantastic results from your auto trading systems. I've spent some time working on similar systems so I appreciate what it takes and I'm doubley impressed.
A few questions for you:
1) Are these systems in Tradestation?
2) What kind of settings did you use for slippage and commissions?
3) Are these results from backtesting? If so, did you use tick data or end of bar data?
4) What was your period of performance for your testing? Did it just complete?
5) Where you trading both long and short?
All the best and congrats!
Mojo
From: Tom Batchelor <tom_batchelor@
To: option club <optionclub@yahoogro
Sent: Friday, May 29, 2009 10:31:50 AM
Subject: RE: [TheOptionClub.
I'm pretty sure that cynics make the best traders.
Hope to get that phone call one day but for now we will continue to improve these systems by trading them and making programming adjustments.
Firebird Trading Systems builds tools for traders to use. If we build tools that no one wants to use then our success will surely be limited or nonexistent.
To: OptionClub@yahoogro ups.com
From: christianhgross@ yahoo.ca
Date: Thu, 28 May 2009 20:59:25 +0000
Subject: [TheOptionClub. com] Re: Automated Trading Systems
Excuse me for being cynical...
Why are you not trading this?
Because I do know for a fact if you can do these types of returns there is not a single investment bank or hedge fund that would not give you about a 100 million tomorrow!
Christian Gross
--- In OptionClub@yahoogro ups.com, Tom Batchelor <tom_batchelor@ ...> wrote:
>
>
> Firebird Trading System develops automated trading systems for use by clients. Our current systems are shown below for your review (9 ea., 4 stocks, 2 indexes and 3 forex).
>
>
> The trading systems are developed to run completely independently, with no personal interaction required and can run indefinetly. A preview of some of the system's backtested (one year of 1 minute data) results are shown here:
>
> Security Net Profit Number of Trades Percent Profitable Annual Return Risk Reward Index
> T (1min) $1030 72 86% 872% 271
> IWM (1 min) $795 37 67.6% 247% 256
> SMH (1 min) $1915 112 58% 870% 57
> GS (1 min) $6331 874 54% 649% 366
> GOOG (1 min) $37,989 2767 55% 1330% 1146
> AAPL (1 min) $5254 220 59% 931% 1635
> EURUSD (1 min) $70,000 71 81% 1409% 79.8
> USDJPY (1 min) $43,011 221 68% 573% 51.5
> EURJPY (1 min) $129,788 111 77.5% 1557% 82.8
>
> We are currently assessing market interest in using these tools and felt that the audience here could provide meaningful feedback. Does anyone on this board use automated trading systems and how do these compare?
>
> Your feedback would be appreciated.
>
> Thx
> Tom
> ____________ _________ _________ _________ _________ _________ _
> Windows Live™: Keep your life in sync.
> http://windowslive. com/explore? ocid=TXT_ TAGLM_BR_ life_in_synch_ 052009
>
Windows Live™: Keep your life in sync. Check it out.
Hotmail® has ever-growing storage! Don't worry about storage limits. Check it out.
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