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#042: MY STUDENT'S STRATEGIES (CASE STUDY #14)


Most of the intraday strategies are created for time frames like 15-, 30- or 60-minute. But don’t be afraid to experiment a little and try something new - like the following strategy which combines 45- and 135-minute timeframe.

This is the basic setup:

  • Market: Soybeans (S)

  • Main time frame (data1): 45-minute

  • Secondary time frame (data2): 135-minute

  • Time template: 9:30 - 13:15

  • Exit: stop-loss or at 13:15 exchange time (avg. winning trade +663 USD)

  • Stop-loss: 2,000 USD-only protective, never hit (avg. losing trade -317 USD)

The out of sample equity curve you can see below indicates that there aren’t many big drawdowns. And it is true, the biggest one is not even 2,000 USD. To be exact, it is 1,900 USD. Such a low drawdown, together with almost 60,000 USD profit in 6 years (almost 10,000 USD per year), makes this strategy really nice candidate for almost any portfolio.

The equity looks really nice (don’t forget it is out of sample equity), but when you take a look at the numbers, you can truly appreciate the quality of this strategy. Though the strategy makes only 44 trades per year, low drawdown, 219 USD average trade, and 2.52 profit factor are really great numbers.

This strategy is good not only in the soybean market, it works pretty well also in wheat - without changing a single parameter. The number of trades is rather low, but the drawdown is still quite low and the equity is still rising.

All the information mentioned above indicate that this could be quite a robust strategy - it has really nice equity and it works not only in soybean market but in wheat as well. And it gets even better. Without any change, this strategy performs well also in the crude oil market.

This strategy is a perfect example of what you can get when you start thinking outside a box. Sometimes all you need is just to change the point of view, combine the time frames that are not so common and you can get really nice results. Don’t be afraid to experiment, the rewards are worth it.

Learn more about the workflow I teach, by clicking here and start creating your own similar systems today.

Happy trading!

Tomas

Click here to read more success stories.

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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."

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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."

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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."

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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."

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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."

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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."

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David Hruby,

Trader, Czech Republic 

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