Our strategies are available on the major four retail trading-platforms for automated trading: TradeStation 9 , Metatrader 4+5, NinjaTrader 7 and Strategy Runner . If you would like to see them on another platform, please tell us so we can transcribe the code for you.
trading-platforms development process
Developing automated strategies that are consistent and stable over the longer term is not easy. It is equally as difficult to make each strategy perform similarly on different trading-platforms. Too many specialties in each creates obstacles to be resolved when it comes to porting a trading idea among them. Our team here at Creative Breakthrough does that job for you and your convenience. You can stay with your platform of choice and execute our robust and well proven strategies. If you have a system that needs to be moved to a new platform, we can do that as well.
You can take a good recipe for “Beef Wellington,” give it to ten different chefs and get ten different results. The end result is all in the process. Our professional development & trading-platform is the starting point.
Our development and optimization cycle is an advanced one. We use an in house professional strategy development and trading -platform as opposed to the popular retail trading platform the majority use. Our development team build our strategies, determine tradable markets, tradable time frames and do extensive walk forward analysis on a computer grid to ensure that the systems are robust and stable for years of data before we release it. Such professional methods require a relatively large investment in infrastructure and developer coding power to develop and advance trading concepts into automated strategies. The top industry members invest up to 10 million dollars to join this “Quant Game.” With the high level of software technologies today and our programming ability, we can bring to bare on our competition 10 million dollars worth of programing and software ability at a fraction of the cost.
We reveal the development process to you, we are proud of it as it is certainly is among the top top development processes in the professional quantitative development scene today. You find also useful links and information what the Quants are heading for in our articles.
Read here about our development cycle
We bring the professional trading-platform power to retail systems.
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All trading-platforms have their strength and weaknesses. After we are happy with a strategy developed on the professional Quant system, we use all four trading-platforms for online trading and know in detail what to look for when using the one or other platform. There are workarounds available such as bridges and connections to other trading-platforms executing the trades calculated by TradeStation at other brokerages, but it is even more painful, as the user has now to tackle with different price levels and lost communication. In the end, he sits with unsynchronized trades on two different trading-platforms and has to deal with losses which are not due to a bad strategy, but only due to synchronization problems. However, for experienced software developers they offer a wealth of possibilities, such as custom chart types, complete interactive trading platform development and extensions to the systems in many ways.
We love to listen to you, if you think we are missing another platform or features on our trading systems, let us know.
strategy-optimization for multiple goals
Strategy-optimization on retail platforms often have a simple single goal. Such as max Profit or max Profit Factor, etc.
This is mostly inadequate in finding the right balanced optimum. I.e. the optimizer seeks the maximum of such a goal, and sometimes seeks also a local maximum within the range of parameters.
In reality the investor is not just looking for the maximal possible profit of a strategy, since he is much more concerned about risk involved with his investment in relation to his earnings.
But it is not just enough to optimize for Sharpe Ratio to come closer to a balanced strategy. A single strategy-optimization goal suffers from extreme values. a simple sample is:
a strategy which takes only a few trades, its Profit Factor might be unusual high due to luck in a certain period. This brings optimized settings ahead which have a high risk. Such a setting means if the strategy is taking too much risk, holding on to positions which might be lucky in the strategy-optimization period and book as winners, but when traded real it creates inadequate losses. This is the curve fitting effect, most optimized portfolios suffer from.
next level strategy-optimization
Retail platforms unfortunately do not have automated possibilities to optimize for multiple goals, so we ported our AGemsCo optimization algorithm to NinjaTrader now. This allows us to optimize also on this platform for our proprietary goals mix.
It allows us to optimize a portfolio for a mix of Profit factor, Net profit, Risk, etc.
The goals are filtered for plausibility and eliminates mostly fake results which we know. Like unrealistic profit factors, low Win/Loose rations, and more.
This is a great step ahead in having high quality strategy-optimization and robust strategies created in significant less time than manual iterative guesswork.
ninjatrader7 support | wil-arm
This post is intended to demonstrate how the open code Will-Arm Strategy is looking in NinjaTrader7 and which steps have to be performed to have it available on your own NinjaTrader7 installation.
1. Go to NinjaTrader7 menue: File->Utilities->Import Ninja Script
3. Locate the downloaded file in your “Downloads” folder
4. After import, Select File->Tools->Edit NinjaScript->Strategy
5. Select the Strategy in the list of all strategies
6. See the strategy in the editor
7. Select File->New->Strategy Analyzer to open a new backtester window
8. In the Strategy Analyzer window, click on the Symbol “SI” in the symbol list to select the symbol to backtest
9. Then right click and select Backtest from context menue
10. On the right side the backtest parameters will open. Change the Timeframe setting to “5″ minute and press “Run Backtest” at the bottom
11. See the backtest results, switch through the tabs in the middle to see different analytics about the strategy
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