Ant Strategy Explorer Futures & commodities Trading System. Free demo available via TradeStation AppStore.


Below is a table of performance for an ES strategy that was modelled by the Artificial Intelligence Designer. Performance is shown across multiple bar intervals:

Back-testing results are for the period 1998-08-18 to 2018-08-03.
Assumed Slippage (Market/Stop orders) $6.25/contract, (Limit orders) $3.125/contract, Commission $2.50/contract.
Fixed trade size of 1 ES contract. Initial capital $25k.

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This table has been created by the SAME strategy using the exact SAME input settings for all intervals for the whole 20 year period.

As can be seen from the above table, the results are remarkably stable across all bar intervals from 21 to 60 minute bars. In other words, the exact same strategy, using the exact same input settings, performed consistent across bar intervals 21,24,27,30,33,36,39,42,45,48,51,54,57,60.
In this case, only the 39 and 45 minutes bar data was in sample and ALL other bar intervals were out-of-sample and never seen by the strategy during back-testing. Large number of trades provide statistical significance.





Risk Disclaimer - All trading involves risk. Leveraged 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 is neither a solicitation nor an offer to Buy/Sell futures or options. No representation is being made that any account will or is likely to achieve profits or losses similar to those discussed on this web site. The past performance of any trading system or methodology is not necessarily indicative of future results. Note that the figures on this page contains hypothetical results.

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 CONDITIONS. IN ADDITION THE ABILITY TO WITH STAND LOSSES OR TO ADHERE TOA PARTICULAR TRADING PROGRAM IN SPITE OF TRADING LOSSES ARE MATERIAL POINTS WHICH CAN ALSO ADVERSELY AFFECT ACTUAL TRADING RESULTS. THERE ARE MANY OTHER FACTORS RELATED TO THE FINANCIAL 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, ALL OF WHICH CAN ADVERSELY AFFECT ACTUAL TRADING RESULTS.

 

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