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#101: MY STUDENT'S STRATEGIES (CASE STUDY #42)

#101: MY STUDENT'S STRATEGIES (CASE STUDY #42)

Russell 2000 market is one of my favorite markets - that is no secret, but this is also true for most of my students. So today, we have another strategy for this market. The timeframe combination isn’t anything new, it’s actually quite popular; 15-minute with a daily. The strategy is trading both long and short, the ratio between long and short trades are roughly 3.7:1, but when it comes to net profit, it is just 1.6:1. This is quite usual when it comes to breakout strategies

#098: MY STUDENT'S STRATEGIES (CASE STUDY #41)

#098: MY STUDENT'S STRATEGIES (CASE STUDY #41)

You already know that when it comes to breakout strategies, my favorite markets are emini futures like TF or EMD as it is quite easy to find a breakout strategy for these. But besides this market group, there are a couple of other markets that are quite good for breakout strategies as well. One of them is the soybean market. We’ve already had a couple of strategies for this one and, today, I will present you with another one. It is using just one timeframe, daily, trading bot

#096: MY STUDENT'S STRATEGIES (CASE STUDY #40)

#096: MY STUDENT'S STRATEGIES (CASE STUDY #40)

One of the most common questions I receive is - which market is the best to start with? Where is it easiest to find a robust breakout trading strategy? And I always recommend e-mini markets (EMD, TF or others). As you can usually find a robust strategy pretty quickly, with a drawdown that is below $5,000. And the strategies that I present to you just prove it - as most of my students start with these and then move on to other markets, to diversify their portfolios. And today

#094: MY STUDENT'S STRATEGIES (CASE STUDY #39)

#094: MY STUDENT'S STRATEGIES (CASE STUDY #39)

Most traders focus on US markets, but we should not forget that there are other markets that we can trade as well. One of the most popular choices for European traders is the German stock exchange and the EuroStoxx 50 (FESX) market. It represents 50 of the most liquid and largest stocks in eurozone. Most of the companies are from France and Germany, but there are also companies from Belgium, Finland, Ireland, Italy, Netherlands, Great Britain, and Spain. Despite being in euro

#092: MY STUDENT'S STRATEGIES (CASE STUDY #38)

#092: MY STUDENT'S STRATEGIES (CASE STUDY #38)

In the previous case studies we’ve had different timeframes - from the usual ones, like 15, 30, 60, or 120-minute we also have had some that are not so usual, like 100-minute, but I don’t think we have had a strategy here that uses a 25-minute timeframe. And in combination with a 425-minute timeframe. But even these experiments can bring you some nice results. Let’s start from the beginning - today’s strategy is for the Emini Crude Oil market (QM). As you already know, it is

#090: MY STUDENT'S STRATEGIES (CASE STUDY #37)

#090: MY STUDENT'S STRATEGIES (CASE STUDY #37)

When you’re developing a new strategy, in some markets, like Russell 2000, it is quite simple to find one. Especially when you’re building a long-biased strategy. But, just as well, there are some other markets that are not so easy to find a strategy for. One of them is sugar. You can spend weeks trying to find a robust strategy for such a market without any luck. But I have a couple of students that managed to do precisely that. This is why I haven’t presented you with too m

#088: MY STUDENT'S STRATEGIES (CASE STUDY #36)

#088: MY STUDENT'S STRATEGIES (CASE STUDY #36)

Usually, strategies built for the Crude Oil (CL) market also work well on the Emini Crude Oil (QM) market, and that is quite understandable. But when you develop a strategy that performs well in other markets as well, like natural gas (NG), heating oil (HO), and also gasoline (RB), you have a solid foundation for your energies portfolio. And that is exactly the case of today’s strategy. This strategy was originally developed for the CL market (and it performs really well ther

#086: MY STUDENT'S STRATEGIES (CASE STUDY #35)

#086: MY STUDENT'S STRATEGIES (CASE STUDY #35)

When you begin with breakout strategies, it is easier and faster to build just long-biased ones. It is not optimal, it is generally better to have strategies trading both long and short, but it is a great way to start and to build your first portfolio to begin with live trading. And over time, you can either replace these long-biased ones or you can add to your portfolio some short-biased strategies to have it more balanced. I would like to present you such a strategy today.

#084: MY STUDENT'S STRATEGIES (CASE STUDY #34)

#084: MY STUDENT'S STRATEGIES (CASE STUDY #34)

Most of the strategies in this series are for E-mini markets, as it is easiest to find a robust strategy on these markets. Energies can be also interesting for breakout strategies, but even for softs, like coffee, you can also find some interesting breakout strategies for your portfolio. What might help you to find the strategies faster is to change your approach and look for swing strategies instead of intraday ones. Just replace the “end of day” exit with another one, like

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"Tomas is one of the most creative traders I know. He is able to generate unique trading ideas and elegant solutions to system development challenges."

Andrew Swanscott, BetterSystemTrader.com

"Tomas has been a professional trader for more than a decade and I have had the privilege of monitoring his accounts in action since 2006. His systems are performing as some of the best I have ever monitored and executed. I have been in the trading industry since 2002 and worked with many developers from all over the world. Tomas is definitely the one to consider."

Martin Lembak,

Systems Trading Expert,

MFRM, CAIA

"Tomas is a professional trader, who for the last 10 years has specialized in developing trading systems. We have been tracking his trading systems for about 5 years and they generally show very robust, stable and above average performance. Striker is pleased to work with someone like him - a real professional with enthusiasm and deep knowledge of trading."

William Galwas,

President Of Striker Securities, Inc

"Personal consultation with Tom helped me to re-evaluate the complexity of my robustness testing and optimization processes. Plus, it has helped me with a specific plan on how to take things forward. It has given me some great ideas on how to avoid overfitting and make my testing more robust and provided tips on low hanging fruit in terms of the best markets to trade for intraday/short-term breakouts."

Craig Peters,

semi-advanced trader,

United Kingdom

"Tom's approach to Automated Trading Strategies design, tests of robustness and portfolio diversification is really unique. He has been a professional trader for many years and the depth of his understanding of Breakout strategies and Market Internals is hard to find elsewhere."

Antonin Fisher,

Hedge Fund Manager,

Czech Republic

"Tom´s systems and trading approach do really work and can bring good, stable and reasonable returns. I can highly recommend him as a teacher."

David Hruby,

Trader, Czech Republic

"Tomas is truly an inspiring mentor and great trader with a positive life attitude. He has got very deep understanding of markets, breakout strategies, robustness testing procedures, and Market Internals."

Jan Lesanovsky,

Client, United Kingdom

"As an experienced trader, I used Tomas´s consultation to get more clarity on best-practise robustness testing procedures, risk management, and portfolio management. He was quickly able to help me refine my current trading and system development approaches, and pointed me to really practical measures that I could implement immediately. I found Tomas to be not only extremely knowledgeable but very helpful and a great teacher. This has given me more confidence in developing robust strategies that work, and I would recommend his mentoring as extremely valuable for any systems trader."

Trevor West,

advanced trader, Australia