NinjaTrader algorithmic trading courses, automated trade systems, high frequency trading

Trade System with Choppiness Filter for NinjaTrader 8

Explore the Volatility Switch Filter and ADX to Get More Edge

Filter Sideways Market Movement

Get Smoother Equities and Less Drawdowns


Trend Control Strategy for NinjaTrader 8

View Showcase Below









Strategy Main Features


  • 4 entry types

  • 2 sideways market movement filters ADX and Volatility Switch

  • Two amazing trails

  • Dynamically adjusted ema trail

  • Smart trail using stochastic conditions

  • Videos and instructions on how to use

  • Test and validation cases provided

Strategy Description

I think every trader in this world is looking for the best choppiness or sideways market movement filter out there. Truth is there is probably million possible ways to approach this problem. In this strategy you will have an opportunity to explore the ADX and Volatility Switch filter applied on a trend following system. The system has four entry types, two filter and two trail type exits where one can use an ATR and the other one can use a dynamically adjusted EMA. Also, the strategy comes with a really cool bonus called a smart trail where trail only occurs if the stochastic conditions qualify. You can find more video information about how to use the system and what it consists of after the purchase in your private member area.















Validations

Test Results Demonstrating Potential System Stability



What is In-Sample & Out-of-Sample

In Sample part of the test is the period where we optimize the strategy. Optimization is a process that is believed to find the best strategy parameters for that particular period.

However these parameters can fail miserably on the Out-of-Sample part of the test which is a mimic of the live performance.

In order to test the system’s potential robustness we try and see good Out - of Sample results as well which can be a good sign of that the parameters which we found for the In-Sample part of the test can actually be acceptable for the live trading.

Each validation is done with a 1 contract test and is provided with at least 3 validation tests to demonstrate potential system stability.

We provide 3 tempalte files with the system that you are free to use for your own trading. If you set up the exact same test environment and run these settings you will get very similar results to those demonstrated on our tests.

Please see video for more information!









TestDescription
Symbol: ES
ChartType:
TimeFrame: 60 min
OptimizationCoefficient: Profit Factor
MoreTests
ES 12.05.2020 - 02.05.2021
In-Sample Out-of-Sample
Net Profit 27537.50 12625.00
Average Trade 237.39 210.42
Number of trades 116.00 60.00
Trades per Month 9.90 11.70
Trades per Year 120.45 142.35
First Trade Open Date 12.05.2020 30.11.2020
Last Trade Open Date 02.05.2021 02.05.2021
Profit Factor 1.90 1.87
Sharp 1.05 0.98
Max Draw Down -4312.50 -4312.50
Draw Down Below 0 Line -775.00 -775.00
Average Draw Down -1196.32 -781.25
Average Draw Down Days 10.65 5.81
Max Draw Down Days 47.58 28.08
Win Rate 43.97 46.67
Average Win 1142.16 970.98
Max Cons Win 3.00 3.00
Max Win 4112.50 3237.50
Loss Rate 56.03 53.33
Average Loss -472.50 -455.08
Max Cons Loss 5.00 4.00
Max Loss -1175.00 -1175.00
EntryDate ExitDate Qty Profit CumProfit
12.05.2020 12.05.2020 1 900.00 900.00
14.05.2020 14.05.2020 1 -925.00 -25.00
15.05.2020 15.05.2020 1 -750.00 -775.00
15.05.2020 18.05.2020 1 4112.50 3337.50
29.05.2020 29.05.2020 1 -650.00 2687.50
10.06.2020 10.06.2020 1 -462.50 2225.00
15.06.2020 16.06.2020 1 937.50 3162.50
17.06.2020 18.06.2020 1 25.00 3187.50
18.06.2020 18.06.2020 1 -487.50 2700.00
29.06.2020 30.06.2020 1 -700.00 2000.00
09.07.2020 09.07.2020 1 -612.50 1387.50
09.07.2020 09.07.2020 1 -662.50 725.00
09.07.2020 10.07.2020 1 725.00 1450.00
10.07.2020 13.07.2020 1 1925.00 3375.00
13.07.2020 14.07.2020 1 -687.50 2687.50
14.07.2020 14.07.2020 1 -612.50 2075.00
14.07.2020 14.07.2020 1 -637.50 1437.50
14.07.2020 14.07.2020 1 -650.00 787.50
14.07.2020 14.07.2020 1 -650.00 137.50
14.07.2020 15.07.2020 1 3012.50 3150.00
23.07.2020 24.07.2020 1 925.00 4075.00
27.07.2020 28.07.2020 1 150.00 4225.00
28.07.2020 28.07.2020 1 -212.50 4012.50
28.07.2020 28.07.2020 1 -475.00 3537.50
28.07.2020 29.07.2020 1 -137.50 3400.00
30.07.2020 31.07.2020 1 1000.00 4400.00
31.07.2020 31.07.2020 1 150.00 4550.00
31.07.2020 03.08.2020 1 925.00 5475.00
11.08.2020 11.08.2020 1 -575.00 4900.00
11.08.2020 12.08.2020 1 -200.00 4700.00
12.08.2020 12.08.2020 1 1200.00 5900.00
14.08.2020 14.08.2020 1 -387.50 5512.50
21.08.2020 21.08.2020 1 262.50 5775.00
21.08.2020 24.08.2020 1 1575.00 7350.00
03.09.2020 03.09.2020 1 2750.00 10100.00
23.09.2020 23.09.2020 1 -412.50 9687.50
25.09.2020 28.09.2020 1 2712.50 12400.00
02.10.2020 02.10.2020 1 362.50 12762.50
02.10.2020 02.10.2020 1 -925.00 11837.50
02.10.2020 05.10.2020 1 -225.00 11612.50
06.10.2020 06.10.2020 1 -12.50 11600.00
07.10.2020 08.10.2020 1 2875.00 14475.00
14.10.2020 15.10.2020 1 1437.50 15912.50
15.10.2020 16.10.2020 1 -25.00 15887.50
16.10.2020 16.10.2020 1 -512.50 15375.00
16.10.2020 18.10.2020 1 -587.50 14787.50
19.10.2020 19.10.2020 1 1925.00 16712.50
22.10.2020 22.10.2020 1 -250.00 16462.50
23.10.2020 23.10.2020 1 -500.00 15962.50
23.10.2020 23.10.2020 1 -187.50 15775.00
23.10.2020 23.10.2020 1 -150.00 15625.00
23.10.2020 25.10.2020 1 -525.00 15100.00
25.10.2020 26.10.2020 1 362.50 15462.50
02.11.2020 02.11.2020 1 -975.00 14487.50
02.11.2020 03.11.2020 1 812.50 15300.00
18.11.2020 19.11.2020 1 -387.50 14912.50
30.11.2020 01.12.2020 1 1600.00 16512.50
08.12.2020 08.12.2020 1 -350.00 16162.50
08.12.2020 09.12.2020 1 1712.50 17875.00
09.12.2020 09.12.2020 1 -437.50 17437.50
13.12.2020 14.12.2020 1 275.00 17712.50
14.12.2020 14.12.2020 1 612.50 18325.00
15.12.2020 15.12.2020 1 -200.00 18125.00
15.12.2020 16.12.2020 1 1462.50 19587.50
21.12.2020 21.12.2020 1 3237.50 22825.00
21.12.2020 22.12.2020 1 -812.50 22012.50
22.12.2020 22.12.2020 1 -312.50 21700.00
22.12.2020 23.12.2020 1 525.00 22225.00
23.12.2020 23.12.2020 1 275.00 22500.00
23.12.2020 23.12.2020 1 -437.50 22062.50
24.12.2020 24.12.2020 1 -300.00 21762.50
24.12.2020 27.12.2020 1 -662.50 21100.00
04.01.2021 04.01.2021 1 1225.00 22325.00
05.01.2021 05.01.2021 1 -737.50 21587.50
05.01.2021 06.01.2021 1 -262.50 21325.00
06.01.2021 06.01.2021 1 1300.00 22625.00
18.01.2021 19.01.2021 1 300.00 22925.00
25.01.2021 25.01.2021 1 -512.50 22412.50
25.01.2021 25.01.2021 1 -612.50 21800.00
26.01.2021 26.01.2021 1 -537.50 21262.50
26.01.2021 26.01.2021 1 275.00 21537.50
27.01.2021 27.01.2021 1 1300.00 22837.50
28.01.2021 28.01.2021 1 -87.50 22750.00
28.01.2021 29.01.2021 1 1337.50 24087.50
01.02.2021 02.02.2021 1 2750.00 26837.50
17.02.2021 17.02.2021 1 -387.50 26450.00
18.02.2021 18.02.2021 1 1012.50 27462.50
19.02.2021 19.02.2021 1 12.50 27475.00
19.02.2021 21.02.2021 1 -25.00 27450.00
24.02.2021 24.02.2021 1 -700.00 26750.00
24.02.2021 24.02.2021 1 -762.50 25987.50
24.02.2021 25.02.2021 1 950.00 26937.50
25.02.2021 25.02.2021 1 2200.00 29137.50
01.03.2021 01.03.2021 1 1037.50 30175.00
02.03.2021 02.03.2021 1 -675.00 29500.00
05.03.2021 07.03.2021 1 -250.00 29250.00
08.03.2021 08.03.2021 1 -825.00 28425.00
08.03.2021 08.03.2021 1 287.50 28712.50
08.03.2021 08.03.2021 1 -1175.00 27537.50
18.03.2021 18.03.2021 1 -512.50 27025.00
18.03.2021 18.03.2021 1 -575.00 26450.00
18.03.2021 18.03.2021 1 -587.50 25862.50
18.03.2021 19.03.2021 1 250.00 26112.50
22.03.2021 22.03.2021 1 375.00 26487.50
23.03.2021 23.03.2021 1 62.50 26550.00
23.03.2021 23.03.2021 1 -400.00 26150.00
23.03.2021 24.03.2021 1 887.50 27037.50
25.03.2021 26.03.2021 1 75.00 27112.50
20.04.2021 20.04.2021 1 -337.50 26775.00
20.04.2021 20.04.2021 1 -50.00 26725.00
21.04.2021 21.04.2021 1 687.50 27412.50
22.04.2021 22.04.2021 1 -550.00 26862.50
23.04.2021 23.04.2021 1 1162.50 28025.00
30.04.2021 30.04.2021 1 -362.50 27662.50
30.04.2021 30.04.2021 1 -37.50 27625.00
02.05.2021 02.05.2021 1 -87.50 27537.50
30.11.2020 01.12.2020 1 1600.00 29137.50
08.12.2020 08.12.2020 1 -350.00 28787.50
08.12.2020 09.12.2020 1 1712.50 30500.00
09.12.2020 09.12.2020 1 -437.50 30062.50
13.12.2020 14.12.2020 1 275.00 30337.50
14.12.2020 14.12.2020 1 612.50 30950.00
15.12.2020 15.12.2020 1 -200.00 30750.00
15.12.2020 16.12.2020 1 1462.50 32212.50
21.12.2020 21.12.2020 1 3237.50 35450.00
21.12.2020 22.12.2020 1 -812.50 34637.50
22.12.2020 22.12.2020 1 -312.50 34325.00
22.12.2020 23.12.2020 1 525.00 34850.00
23.12.2020 23.12.2020 1 275.00 35125.00
23.12.2020 23.12.2020 1 -437.50 34687.50
24.12.2020 24.12.2020 1 -300.00 34387.50
24.12.2020 27.12.2020 1 -662.50 33725.00
04.01.2021 04.01.2021 1 1225.00 34950.00
05.01.2021 05.01.2021 1 -737.50 34212.50
05.01.2021 06.01.2021 1 -262.50 33950.00
06.01.2021 06.01.2021 1 1300.00 35250.00
18.01.2021 19.01.2021 1 300.00 35550.00
25.01.2021 25.01.2021 1 -512.50 35037.50
25.01.2021 25.01.2021 1 -612.50 34425.00
26.01.2021 26.01.2021 1 -537.50 33887.50
26.01.2021 26.01.2021 1 275.00 34162.50
27.01.2021 27.01.2021 1 1300.00 35462.50
28.01.2021 28.01.2021 1 -87.50 35375.00
28.01.2021 29.01.2021 1 1337.50 36712.50
01.02.2021 02.02.2021 1 2750.00 39462.50
17.02.2021 17.02.2021 1 -387.50 39075.00
18.02.2021 18.02.2021 1 1012.50 40087.50
19.02.2021 19.02.2021 1 12.50 40100.00
19.02.2021 21.02.2021 1 -25.00 40075.00
24.02.2021 24.02.2021 1 -700.00 39375.00
24.02.2021 24.02.2021 1 -762.50 38612.50
24.02.2021 25.02.2021 1 950.00 39562.50
25.02.2021 25.02.2021 1 2200.00 41762.50
01.03.2021 01.03.2021 1 1037.50 42800.00
02.03.2021 02.03.2021 1 -675.00 42125.00
05.03.2021 07.03.2021 1 -250.00 41875.00
08.03.2021 08.03.2021 1 -825.00 41050.00
08.03.2021 08.03.2021 1 287.50 41337.50
08.03.2021 08.03.2021 1 -1175.00 40162.50
18.03.2021 18.03.2021 1 -512.50 39650.00
18.03.2021 18.03.2021 1 -575.00 39075.00
18.03.2021 18.03.2021 1 -587.50 38487.50
18.03.2021 19.03.2021 1 250.00 38737.50
22.03.2021 22.03.2021 1 375.00 39112.50
23.03.2021 23.03.2021 1 62.50 39175.00
23.03.2021 23.03.2021 1 -400.00 38775.00
23.03.2021 24.03.2021 1 887.50 39662.50
25.03.2021 26.03.2021 1 75.00 39737.50
20.04.2021 20.04.2021 1 -337.50 39400.00
20.04.2021 20.04.2021 1 -50.00 39350.00
21.04.2021 21.04.2021 1 687.50 40037.50
22.04.2021 22.04.2021 1 -550.00 39487.50
23.04.2021 23.04.2021 1 1162.50 40650.00
30.04.2021 30.04.2021 1 -362.50 40287.50
30.04.2021 30.04.2021 1 -37.50 40250.00
02.05.2021 02.05.2021 1 -87.50 40162.50



Subscriptions

Lease, Free Hold and Source Code Options Available
299 USD

Supported 24-7

Tested & Validated