Download the golden ticket gold day-trading system

THE GOLDEN TICKET
GOLD DAY-TRADING SYSTEM
USER GUIDE
Version 1.4
Revised: October 2016
METHOD
Trend
STYLE
Day Trading
DESCRIPTION
Methodology – Golden Ticket is a customizable day trading system for traders and
institutions with experience trading Gold Future Contracts (@GC). It is designed
to take advantages of momentum in the Gold market based on a unique
algorithm that looks for strong professional buying and an unusual imbalance
between buyers and sellers.
Golden Ticket was designed in 2012 using 30% out of sample data and has
slippage and commission deducted from all trades. Several techniques such as
walk forward, sensitivity analysis, reward/risk analysis among others were
employed to avoid curve-fit and to test the reliability of the strategy. It continues
to perform exceptionally well in the hardest environment possible: real time.
It is one of the most robust Gold day trading systems on the market and is traded
in real time by the designer. It is a great starting strategy for anyone beginning to
trade Gold or a fantastic addition to a collection of systems running concurrently.
The number of contracts can be set by the user or the user can enable the built in
money management algorithm that automatically adjusts the number of
contracts to current market volatility, limiting risk.
Golden Ticket can be deployed as an automatic plug-and-play trading system, or
used for decision support by discretionary traders.
TRADE LOGIC – Golden Ticket uses a proprietary model of the Gold market to
time exact buy and sell points when the market is moving quickly by professional
buyers and while there is an anomaly between the big buyers and sellers in the
market. The Gold market is often moved higher by fear and Golden Ticket takes
full advantage of this phenomenon.
Since trading technology is not fail safe, all automation must be used with caution
and constant supervision.
Data – The system requires a minimum of 60 days of @GC 15min data (day time
and overnight sessions).
Signals – There are on average 29 trades a year.
Money Management Rules – Golden Ticket allows the user to set their risk
percentage and maximum leverage to suit the trader’s risk tolerance.
MINIMUM REQUIREMENTS
TradeStation 9.5 or higher (version 9.1 compatible)
INPUTS - There are five user-defined inputs:
1) useMoneyManagement: Boolean variable. Set to 1 if the user wants to use
the internal money management algorithm (recommended). Set to 0 if the
user wants to set the number of contracts or shares manually.
2) contractsSet: Set the number of contracts or shares manually when
useMoneyManagement is set to 0.
3) riskPercent: Risk percent of portfolio. Can be changed to suit the trader’s
risk-return profile.
4) maxLeverage: Maximum leverage allowed. Can be changed to suit the
trader’s risk-return profile.
5) portfolioSize: Value of portfolio size for back testing purposes. The code
will automatically look up trader’s account size in real time when placing
automated trades.
Figure 1: Strategy Settings
FORMAT SYMBOL
For back testing use 10 years of @GC 15-minute data.
For live trading use @GC Symbol =@GCxYY x= H (Mar), M (Jun), U (Sep), Z (Dec)
YY= year.
Example: @GCZ16 for GC contract expiring in December 2016
DISPLAY
Use Time Zone = Exchange.
Figure 2: Symbol Settings
PROPERTIES FOR ALL
Commission = $2.50 per contract (real world conditions!)
Position Slippage = $10 per contract (real world conditions!)
Initial Capital = $25,000
Use Look-Inside-Bar Back-testing = Enabled
Max number of bars study will reference = 200
Figure 3: Strategy Properties for All
AUTOMATION
To automate Gold Anomaly, change the chart symbol to the current contract. The
amount of data required should be st to 60 days of continuous data.
Format Strategies > Check Box “Generate strategy orders…” > Check “Automatic
execution using” > Check “account confirmation off”.
Figure 4: Automation Settings
WHO WE ARE
We are a team of traders and engineers dedicated full time to the research and
development of futures and equities trading strategies with a combined
experience of over 20 years. We have been coding and trading with TradeStation
and Easy Language since 2009. We have worked with induvial traders and $25M+
hedge funds, building strong relationships and a reputation for providing world
class strategies.
CONTACT US
Feel free to contact us at [email protected] if you have any questions.
DISCLAIMER
All information in this document is for educational purposes only and nothing
here should be considered personalized financial or investment advice. Only
trade with funds you can afford to lose. Futures trading is not appropriate for all
traders. There is a substantial risk of loss associated with trading these markets.
Losses can and will occur. No system or methodology has ever been developed
that can ensure returns or prevent losses. No representation or implication is
being made that using the systems or signals described in this document will
generate returns or ensure against losses. We do not and cannot give individual
investment advice.
U.S. Government Required Disclaimer - Commodity Futures Trading Commission
Futures 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 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.
CFTC RULE 4.41 - HYPOTHETICAL OR SIMULATED PERFORMANCE RESULTS HAVE
CERTAIN INHERENT 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.