Algorithmic Trading System Design & Implementation

AlgorithmicTrading.net is a third party trading system developer specializing in automated trading systems, algorithmic trading strategies and quantitative trading analysis.  We offer four different trading algorithms to retail and professional investors.
 

In this video, our lead developer & founder walks us through 2020 performance across all four trading systems.  Visit our Algorithmic Trading Blog to see other performance review videos and much more. Trading futures and options involve substantial risk of loss and is not suitable for all investors.

Receive Pricing Information & Get Started With Algorithmic Trading Today.

Algorithmic Trading Systems Offered

All of our Algorithmic Trading Strategies trade the S&P 500 Emini Futures (ES) and Ten Year Note (TY). They are 100% automated trading systems which can be auto-executed with best efforts by multiple NFA Registered Brokers. The following images are intented to highlight the strengths & weaknesses of each trading system. The degree by which the bubbles are filled in represents the relative strength of that trading system when compared to the other strategies we offer. Futures Trading involves substantial risk of loss and is not appropriate for all investors. Past performance is not indicative of future performance.

WAVE TRADER

Algorithmic Trading Strategy
The Wave Trader has the highest per trade win rate.  This 100% algorithmic trading system trades the S&P Emini’s and the Ten-Year Note. The returns on this algorithm are a bit less volatile; suggesting a relatively smooth journey into algorithmic trading.

> WAVE TRADER DETAILS

SWING TRADER

Algorithmic Trading Strategy
The Swing Trader is designed for the trader or investor who desires to trade our two most successful algorithmic trading strategies since going live.  This trading system attempts to take advantage of short term market inefficiencies by holding for one or more days.

> SWING TRADER DETAILS

S&P CRUSHER

Algorithmic Trading Strategy
The S&P Crusher trades five uncorrelated algorithms.  This 100% algorithmic trading system trades both Long and Short, swing and day trades. It has the lowest drawdown of any trading system we offer and has a per unit trade size of $30,000.

> S&P CRUSHER DETAILS

PRO TRADER

Algorithmic Trading Strategy
The Professional Trader Suite is arguably our best trading system.  This suite trades all six trading strategies, both Long and Short, swing and day trades. It boasts the highest return and has a per unit trade size of $30,000.

> PRO TRADER DETAILS

U.S. Government Required Disclaimer – Commodity Futures, Trading Commission Futures, Derivatives 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 website is neither a solicitation nor an offer to Buy/Sell futures, options, or any other assets. The past performance of any trading system or methodology is not necessarily indicative of future results.

CFTC RULE 4.41: Results are based on simulated or hypothetical performance results that have certain inherent limitations. Unlike the results shown in an actual performance record, these results do not represent actual trading. Also, because these trades have not actually been executed, these results may have under-or over-compensated for the impact, if any, of certain market factors, such as lack of liquidity. Simulated or hypothetical 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 profits or losses similar to these being shown.  Trading futures involves substantial risk of loss and is not appropriate for all investors.  

Ready To Join The Automated/Algorithmic Trading Revolution?

Schedule a Demo of our Algorithmic Trading Software

Covering the Essentials of Automated Trading System Design

Multiple Algorithmic Trading Systems Available

Pick from one of our trading systems – either  The Swing Trader, S&P Crusher, The Wave Trader or The Professional Trader Suite. Each produce page shows the live/walk-forward and the in-sample back-tested reports. These black-box, computerized trading systems are fully automated to generate alpha while attempting to minimize risk.

Multiple Trading Algorithms Working Together

Our quant trading methodology has us employing multiple algo trading strategies in order to better diversify your auto trading account.   Learn more by visiting our trading strategies design methodology page.

Trades During Bear & Bull Markets

In our opinion, the key to developing an algorithmic trading system that actually works, is to account for multiple market conditions. At any time, the market could transition from a bull to bear market. By taking a market direction agnostic position we are attempting to outperform in both Bull & Bear market conditions.

Fully Automated Trading Systems

You can auto trade our algorithmic trading software using an auto-execution broker (with best-efforts). We have multiple brokers for you to choose from. Remove emotional based decisions from your trading by using our automated trading system.

Does Algorithmic Trading Work?

Track the daily progress of our quantitative trading algorithms with the OEC broker app. You will also receive daily statements from the NFA Registered clearing firm. Complete algorithmic trading examples are posted for all to see. Want to see some statements from live accounts? Visit the live returns & statements page.

Multiple Quant Trading Strategies

Our quantitative trading systems have different expectations based on the predictive algorithms employed.  Our Automated Trading Systems will place swing trades and day trades.  These 100% Quantitative Strategies are based purely on technical indicators and pattern recognition algorithms.

Multiple Trading Algorithms Are Traded As Part of A Larger Algorithmic Trading System

Each algorithmic trading strategy offered has various strengths and weaknesses. Their strengths and weaknesses are identified based on three potential market states: Strong Up, Sideways & Down moving markets. The Momentum ES trading strategy can outperform in up moving markets, while the treasury note algorithm excels in downward and sideways moving markets. Checkout the following collection of videos, where each trading algorithm offered is reviewed by our lead developer. The strengths of each trading algo is reviewed along with it’s weaknesses.

Trading futures involves substantial risk and is not appropriate for all investors. Past performance is not indicative of future performance.

Multiple Types of Trading Strategies Are Used in Our Automated Trading Software

Day trades are entered & exited the same day, while swing trades will take a longer term trade based on expectations for the S&P 500 to trend higher or lower in the intermediate term.

Swing Trading Strategies
The following Swing Trading Strategies place directional swing trades on the S&P 500 Emini Futures (ES) and the Ten Year Note (TY). They are used in both of the automated trading systems we offer to take advantage of longer term trends our market prediction algorithms are expecting.

 

Futures Swing Trading Strategy #1: Momentum Swing Trading Algorithm

The Momentum Swing Trading Strategy places swing trades on the Emini S&P Futures, taking advantage of market conditions that suggest an intermediate term move higher. This trading algorithm is used in three of our automated trading systems: The S&P Crusher, Pro Trader & The Swing Trader.

Futures Swing Trading Strategy #2:Ten Year Treasury Note Algorithm

The Treasury Note (TY) Trading Strategy places swing trades on the Ten Year Note (TY). Since the TY typically moves inverse to the broader markets, this strategy creates a swing trade that is similar to shorting the S&P 500. This T-Note algo has positive expectations for down moving market conditions. This trading algorithm is used in all of our automated trading systems: The S&P Crusher, Pro Trader, Wave Trader & The Swing Trader.

Futures Swing Trading Strategy #3: Geronimo Swing Trading Algorithm

The Geronimo Swing Trading Strategy places swing trades on the Emini S&P Futures, taking advantage of market conditions that suggest a short term move higher.  It differs from the Momentum ES algo, in that it typically gets out of the trade faster and places fewer trades (only the highest probability swing trades). This trading algorithm is used in two of our automated trading systems: The Pro Trader & The Wave Trader.

Day Trading Strategies
The following day trading strategies place day trades on the S&P 500 Emini Futures (ES). They almost always enter into trades during the first 20 minutes after the equity markets opened and will get out before the markets close. Tight stops are utilized at all times.

 

Futures Day Trading Strategy #1: Day Trading Short Algorithm

The Short Day Trading Strategy places day trades on the Emini S&P Futures when the market shows weakness in the morning (prefers a large gap down). This trading strategy is utilized in the S&P Crusher v2 automated trading system.

Futures Day Trading Strategy #2: Breakout Day Trading Algorithm

The Breakout Day Trading Strategy places day trades on the Emini-S&P Futures when the market shows strength in the morning. This futures trading strategy is utilized in the S&P Crusher v2 automated trading system.

Futures Day Trading Strategy #3: Morning Gap Day Trading Algorithm

The Morning Gap Day Trading Strategy places short day trades on the Emini S&P Futures when the market has a large gap up, followed by a short period of weakness. This trading strategy is utilized in the S&P Crusher v2 automated trading system.

While each of these trading strategies can be traded stand alone, they are best traded in a  broader collection of trading algorithms – as seen in one of our Automated Trading Systems such as The Swing Trader.

Trading Algorithms that Actually Work?

This algorithmic trading video series is done so that our customers can see the details of each trade on a weekly basis. Watch each of the following algorithmic trading videos to see in real time, how our trading algorithms perform. Feel free to visit our AlgorithmicTrading.net Reviews & Press Releases page to see what others are saying about us.

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2020 Full Year Performance Review
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2020 PERFORMANCE UPDATE (Jan-Jul)
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2019 FULL YEAR PERFORMANCE REVIEW
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VWAP Trading Strategy Example
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Awesome Oscillator Trading Example: What makes algorithmic trading different (part 2 of 2)?
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MACD Trading Strategy Example: How is algorithmic trading different (1 of 2)?
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What Separates Algorithmic Trading From Other Technical Trading Techniques?

These days, it seems like everyone has an opinion on Technical Trading techniques. Head & Shoulders patterns, MACD Bullish Crosses, VWAP Divergences, the list goes on and on. In these video blogs, our lead design engineer analyzes a few examples of trading strategies found online. He takes their Trading Tips, codes it up and runs a simple back-test to see how effective they really are.  After analyzing their initial results, he optimizes the code to see if a quantitative approach to trading can improve the initial findings.  If you are new to algorithmic trading, these video blogs will be quite interesting.  Our designer utilizes finite state machines to code up these basic trading tips. How does Algorithmic Trading differ from traditional technical trading?  Simply put, Algorithmic Trading requires precision and gives a window into an algorithms potential based on back-testing which does have limitations.

Looking For Free Algorithmic Trading Tutorial & How To Videos?

Watch multiple educational video presentations by our lead designer on algorithmic trading to include a video covering our Quant Trading Design Methodology  and an Algorithmic Trading Tutorial. These trading strategy videos provide algorithmic trading coding examples and introduce you to our approach of trading the markets using quantitative analysis. In these videos you will see many reasons why automated trading is taking off to include helping to remove your emotions from trading. Visit our  Educational Trading Videos page to see a full list of educational media.

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TRADING STRATEGY DESIGN METHODOLOGY
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COMBINING ALGOS INTO A SYSTEM
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Start Using One Of Our Automated Trading Systems Today

Don’t miss out. Join those already trading with AlgorithmicTrading.net. Get started today with one of our algorithmic trading packages.

Get Pricing Information Now

Multiple Automated Trade Execution Options Are Available

Our trading algorithms can be auto-executed with best-efforts under a Letter of Direction (LOD) using one of the following NFA registered auto-execution brokers.

The FOX Group is an independent introducing brokerage firm located at the iconic Chicago Board of Trade building in the heart of the city’s financial district. They are registered with the NFA and are able to auto-execute our algorithms with best efforts.

Interactive brokers is an NFA registered broker who can auto-execute our algorithms with best efforts. In addition, they support Canadian clients.

Cannon Trading is an NFA registered broker who can auto-execute our algorithms with best efforts. They are part of our newest addition of supported brokers and are able to support customers worldwide (including Canadian).

Questions?

Make sure you visit our Frequently Asked Questions page to see a list of common questions and answers. You can also click here to learn more about AlgorithmicTrading.net and it’s Lead Developer.

SYSTEMS OFFERED

The Swing Trader

The Wave Trader

The S&P Crusher

Professional Trader Suite

DUE DILIGENCE

Reviews & In The Press

Our Design Methodology

History of Algorithmic Trading

Compared to Trading Academies

CONTACT

Contact Us

About Us

Design Services

Request A Demo

Get Started

FREQUENT QUESTIONS

Frequently Asked Questions

VIDEOS

Algorithmic Trading Educational Videos

BLOG POSTS

Algorithmic Trading Blog



AlgorithmicTrading.net provides trading algorithms based on a computerized system, which is also available for use on a personal computer. All customers receive the same signals within any given algorithm package. All advice is impersonal and not tailored to any specific individual's unique situation. AlgorithmicTrading.net, and its principles, are not required to register with the NFA as a CTA and are publicly claiming this exemption. Information posted online or distributed through email has NOT been reviewed by any government agencies — this includes but is not limited to back-tested reports, statements and any other marketing materials. Carefully consider this prior to purchasing our algorithms. For more information on the exemption we are claiming, please visit the NFA website: http://www.nfa.futures.org/nfa-registration/cta/index.html. If you are in need of professional advice unique to your situation, please consult with a licensed broker/CTA.

DISCLAIMER: Commodity Futures Trading Commission Futures 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 markets. Don't trade with money you can't afford to lose. This is neither a solicitation nor an offer to Buy/Sell futures. No representation is being made that any account will or is likely to achieve profits or losses similar to those discussed on this website or on any reports. The past performance of any trading system or methodology is not necessarily indicative of future results.

Unless otherwise noted, all returns posted on this site and in our videos is considered Hypothetical Performance. HYPOTHETICAL PERFORMANCE RESULTS HAVE MANY INHERENT LIMITATIONS, SOME OF WHICH ARE DESCRIBED BELOW. NO REPRESENTATION IS BEING MADE THAT ANY ACCOUNT WILL OR IS LIKELY TO ACHIEVE PROFITS OR LOSSES SIMILAR TO THOSE SHOWN. IN FACT, THERE ARE FREQUENTLY SHARP DIFFERENCES BETWEEN HYPOTHETICAL PERFORMANCE RESULTS AND THE ACTUAL RESULTS SUBSEQUENTLY ACHIEVED BY ANY PARTICULAR TRADING PROGRAM. ONE OF THE LIMITATIONS OF HYPOTHETICAL PERFORMANCE RESULTS IS THAT THEY ARE GENERALLY PREPARED WITH THE BENEFIT OF HINDSIGHT. IN ADDITION, HYPOTHETICAL TRADING DOES NOT INVOLVE FINANCIAL RISK, AND NO HYPOTHETICAL TRADING RECORD CAN COMPLETELY ACCOUNT FOR THE IMPACT OF FINANCIAL RISK IN ACTUAL TRADING. FOR EXAMPLE, THE ABILITY TO WITHSTAND LOSSES OR ADHERE TO A PARTICULAR TRADING PROGRAM IN SPITE OF TRADING LOSSES ARE MATERIAL POINTS WHICH CAN ALSO ADVERSELY AFFECT ACTUAL TRADING RESULTS. THERE ARE NUMEROUS OTHER FACTORS RELATED TO THE MARKETS IN GENERAL OR TO THE IMPLEMENTATION OF ANY SPECIFIC TRADING PROGRAM WHICH CANNOT BE FULLY ACCOUNTED FOR IN THE PREPARATION OF HYPOTHETICAL PERFORMANCE RESULTS AND ALL OF WHICH CAN ADVERSELY AFFECT ACTUAL TRADING RESULTS.

With the exception of the statements posted from live accounts on Tradestation and/or Gain Capital, all results, graphs and claims made on this website and in any video blogs and/or newsletter emails are from the result of back-testing our algorithms during the dates indicated. These results are not from live accounts trading our algorithms. They are from hypothetical accounts which have limitations (see CFTC RULE 4.14 below and Hypothetical performance disclaimer above). Actual results do vary given that simulated results could under — or over — compensate the impact of certain market factors. Furthermore, our algorithms use back-testing to generate trade lists and reports which does have the benefit of hind-sight. While back-tested results might have spectacular returns, once slippage, commission and licensing fees are taken into account, actual returns will vary. Posted maximum draw downs are measured on a closing month to closing month basis. Furthermore, they are based on back-tested data (refer to limitations of back-testing below). Actual draw downs could exceed these levels when traded on live accounts.

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.

Statements posted from our actual customers trading the algorithms (algos) include slippage and commission. Statements posted are not fully audited or verified and should be considered as customer testimonials. Individual results do vary. They are real statements from real people trading our algorithms on auto-pilot and as far as we know, do NOT include any discretionary trades. Tradelists posted on this site also include slippage and commission.

This strictly is for demonstration/educational purposes. AlgorithmicTrading.net does not make buy, sell or hold recommendations. Unique experiences and past performances do not guarantee future results. You should speak with your CTA or financial representative, broker dealer, or financial analyst to ensure that the software/strategy that you utilize is suitable for your investment profile before trading in a live brokerage account. All advice and/or suggestions given here are intended for running automated software in simulation mode only. Trading futures is not for everyone and does carry a high level of risk. AlgorithmicTrading.net, nor any of its principles, is NOT registered as an investment advisor. All advice given is impersonal and not tailored to any specific individual.

* Published percentage per month is based on back-tested results (see limitations on back-testing above) using the corresponding package. This includes reasonable slippage and commission. This does NOT include fees we charge for licensing the algorithms which varies based on account size. Refer to our license agreement for full risk disclosure.