Adaptive Moving Average E-mini S&P
The Adaptive Moving Average Trading System is a day trade strategy for the E-mini and Micro S&P and Nasdaq. The length of the moving average input automatically adapts based on the market conditions.
This strategy trades on 15 minute charts and can capture both trend and counter trend moves in the market. The latest 2023 version is also included in this lease and is a more selective version measuring basic gap conditions and advance decline line conditions before entering trades.
The subscription is a closed code annual subscription and is available in the Tradestation and Multicharts platforms.
Adaptive Moving Average is typically included in one of our portfolios.
Adaptive Moving Average E-mini S&P
Hypothetical Tradestation Performance Summary
E-mini S&P One Contract
$25 Round Turn Slippage and Commission
01/01/2007 – 11/16/2022
Adaptive Moving Average 2023 E-mini S&P
(Low Frequency Version)
Hypothetical Tradestation Performance Summary
E-mini S&P One Contract
$25 Round Turn Slippage and Commission
01/01/2007 – 11/16/2022
cntrcts – number of shares/contracts to trade
DontTradeIfHoliday – set to True to not trade on holidays
UseMaxDailyEntries – set to True to limit the number of daily entries.
MaxDailyEntries – 1 is the default. Not in effect unless UseMaxDailyEntries is set to True.
UseMaxDailyLosses – set to True to limit the number of losing trades on a closed bar basis. False by default.
MaxDailyLosses – the number of losing trades allowed per day if UseMaxDailyLosses is True.
DailyLossLimit – set to False by default.
DailyLossLimitAmt – the amount of Daily Loss if DailyLossLimit is True.
WeeklyLossLimit – set to False by default.
WeeklyLossLimitAmt – the amount of Weekly Loss if WeeklyLossLimit is True.
MonthlyLossLimit – set to False by default.
MonthlyLossLimitAmt – the amount of Daily Loss if MonthlyLossLimit is True.
StartTime – the time of day that long trades can start signaling.
FinishTime – the time of day that long trades stop signaling.
ExTime – the time of day that trades exit.
StpLs – set to True to turn on the Stop Loss.
StpLsAmt – the size of the stop loss if StpLs is True.
The time based inputs are based on EST. These inputs will need to be adjusted for the timezone of your computer based on its difference from EST. For example, if your computer is on CST, then LongStartTime should be 845 instead of 945 since CST is one hour earlier than EST.
The stop loss and profit targets are based on a per contract basis. If the cntrcts increases, the dollar amounts for stop loss or profit target do not need to also increase since the stop loss is calculated on a per contract basis.
