A New Paradigm in System Development is Here!
You can now build multi-agent trading systems that adapt to the changing market. These are systems that can switch between mean reversion and trend following strategies in real-time. Imagine creating a group of similar trading strategies for a single market and only the best strategy live. This is all possible and more...
Create A New Generation of Trading Systems With This Revolutionary Tool!
Works With Stop, Limit and Market Orders!
With this new toolbox you can create amazingly dynamic trading systems that can better compete on the live market. With a few simple steps, turn any TradeStation or MultiCharts strategy into an intelligent multi-agent strategy. Make you strategy adapt to the changing market.
Create Systems That You Could Never Create Before!
1. Create Intelligent Multi Agent Trading Systems
An Intelligent Multi Agent Strategy uses information from more than one strategy to make live trading decisions!
Dynamic Parameter Switching - Have your strategy dynamically change input parameters. This is done by our backtesting simulator, which can track many variations of your strategy, allowing only best performing variation to trade live.
Voting Schemes - Tack multiple different trading strategies and only take a trade when the majority of your strategies agree.
This produces a dynamic trading system
that adjusts - in real time- to a changing market!
Easily incorporate equity curve feedback techniques into either your own strategies or use it as a filter for other trading strategies. Many times tracking the equity curve of strategies can help automatically determine which systems should be on or off. For example, you can turn off a trading system when the equity curve takes a big dip or you can select the system with the best equity curve. These types of tweaks can help improve already good systems.
2. Trade the Equity Curve
What Is Equity Curve Feedback?
Some trading systems will have prolonged periods of winning or losing trades. Wouldn’t it be nice if you could avoid those long drawdown periods? Trading the equity curve or equity curve feedback is one way to do just that.
Try applying a 20-trade or 50-trade moving average (this will depend upon your trading system and your personal preference) to your your trading system’s equity curve. Plot this smoothed equity curve along side your true equity curve (see image below). When the equity curve falls below the smoothed equity curve you can stop trading your system or reduce your contract size.
Stop trading when your equity curve falls below the moving average (pink line)!
Trading the equity curve is like trading a basic moving average crossover system. When the fast moving average (your equity curve) crosses over the slower moving average (your smoothed equity curve) you go long (trade your system live). When the fast moving average crosses under the slower moving average you close your long trade (stop trading your live system).
Video Demo of Equity Curve Feedback!
Video Demo of Multi-Agent Trading System!
Reduce Drawdowns AND Preserve Capital!
Our Equity Curve Feedback Toolkit allows your system to trade in simulation mode so that it will continue to generate an equity curve. The Equity Curve Feedback Toolkit will only allocate real trades when the trend of the equity curve is up.
Look At The Difference!
I took an example trading system that appeared on System Trader Success called, A Simple S&P System. I then added the Equity Curve Feedback function to my code. No need to use DLLs or other complicated setups!
Below are the results. Before is the strategy without Equity Curve Feedback. After is what the strategy looks like when a 30-trade moving average is applied to the equity curve.
Drawdown is cut in half!
You can quickly test our Equity Curve Feedback Toolkit on your current trading systems. You will insert the function we provide into your base strategy and make a slight modification to the signal. You don’t have to re-program any of your strategies.
What Do You Get?
Functions Galore. All Open Source.
This toolkit does not just give you the simulated equity curve of your trading systems. It contains an entire Equity Curve Analysis Library which you can use in your own systems! Check this out...
EasyLanguage Functions Within The Equity Curve Analysis Library
Virtual Backtester supports unlimited virtual
Returns Net Profit per contract and fills the Equity Array.
Returns Net Profit per contract.
Flag indicating if current equity curve is above or below its moving average.
Returns the drawdown information for a given strategy.
Returns Optimal F value.
Function for simulating a buy-on-close order.
Function for simulating a buy-at-market order.
Function for simulating a buy-at-limit order.
Function for simulating a sell-on-close order.
Function for simulating a sell-at-market order.
Function for simulating a stop loss order.
Function for simulating a sell short-on-close order.
Function for simulating a sell-at-limit order.
Function for simulating a sell short-at-market order.
Function for simulating a sell short stop order.
Function for simulating a sell short limitorder.
Function for simulating covering short at close order.
Function for simulating covering short at market order.
Function for simulating covering short at stop loss order.
Function for simulating covering short at limit order.
4 Strategy Functions!
To help you utilize the power of this toolkit, there are four example strategies coded as functions. This means you can load them into a strategy as a starting point for your own creations.
Equity Curve Feedback Toolkit
Create A New Generation Of
Works With Stop, Limit and Market Orders
You Get All This...
You'll get the Equity Curve Feedback Toolkit as an EasyLanguage ELD which can be imported into your TradeStation or MultiCharts platform. You will also get a user manual explaining the Tookkits features.
Creator of the
Equity Curve Feedback Toolkit
About the Creator
Murray Ruggiero is the chief systems designer, and market analyst at Tuttle Tactical Management. He is one of the world’s foremost experts on the use of intermarket and trend analysis in locating and confirming developing price moves in the markets. Murray is often referred to in the industry as the Einstein of Wall Street.
As chief systems designer, Murray digs into the depths of niche and sub-markets, developing very specialized programs to take advantage of opportunities that often escape the public eye, and even experienced high level money managers.