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Neural DT Trading Systems The Neural DT day trading systems for
TradeStation are designed to
turn you into a consistently profitable day trader in the E-mini S&P MidCap 400 (EMD)
and mini Russell 2000 (TF -- formerly ER2) futures markets. Based on a novel hybrid neural
network/rule-based trading approach, Neural DT can profit in both up trends and
down trends in the markets to deliver outstanding performance. Neural DT
consists of Neural DT 60 to capture the day's primary trend on 60 minute bars
and Neural DT 1 to capture a quick profit early in the day on 1 minute bars.
Compared to other day trading systems for stock index futures, Neural DT offers
the following advantages:
- State-of-the-art hybrid trading logic, developed by a
Ph.D. engineer/trader, utilizes the best
features of neural networks and rule-based trading.
- Exclusivity. When too many copies of a system are sold, it can lose its
effectiveness. Only 99 copies of Neural DT will be sold.
- 100% objective trading logic. No discretion means no emotion-based
mistakes.
- Excellent back-tested performance (see below) to the beginning of the
EMD and TF/ER2 markets. Over 1000 trades in the history for each system.
- Same parameter values are used for long and short trades, which increases robustness.
- System parameters are normalized by volatility, so the systems
automatically adapt to changes in market volatility.
- Realistic entry and exit rules mean excellent fills with either
automated or manual trading.
- Designed for auto-trading in TradeStation (http://www.tradestation.com/)
for hands-free trading.
- Low drawdowns make it suitable for accounts as small as $7500.
- Neural DT 60 and Neural DT 1 are almost entirely uncorrelated, which
means superb diversification when trading both together.
Trade either system by itself or both
together. Neural DT (NDT) includes both systems. Based on past history, when trading both systems together on
the EMD, you'll have an average of 23 trades per month, with an average
monthly profit of $1183 per contract, 57% winning trades, and a
worst-case one-contract drawdown of $6250. Smaller accounts can start by
trading NDT 1 by itself on the EMD, where the worst-case drawdown is only
$2135 per contract.
Detailed performance reports for each system and market are
available at left.
| About the E-mini Markets
The E-mini S&P MidCap 400 (EMD) and mini Russell 2000 (TF/ER2) have been
two of the best day
trading markets for several years running. Compared to other futures
that are popular for day trading, such as
the E-mini S&P 500, the EMD and TF/ER2 have larger intraday moves
relative to their average true range, which means you see less
market "noise." The $100 point value combined with a low margin requirement
(especially the day trading rate) results in superior profit
potential. |
Only 99 copies of Neural DT will be sold.
Most have already been sold.
The price of $2900 is a one-time cost, not an annual
license fee, and includes the open code.
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Availability Update
As of 1/13/2009:
Sold out. Sorry. Please see our other systems
for sale.
Number of copies remaining:
0
Price: NA
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Examples of trades from Neural DT 60.
Back-tested Performance
Results
The back-tested equity curve based on trading one contract of the
E-mini S&P MidCap 400 (EMD) using Neural DT 60 is shown below.
Equity curve for Neural DT 60 on 60 min bars of the E-mini S&P MidCap 400 with one contract per trade.
$15 per contract has been deducted for trading costs. Time period: 1/3/2003 - 12/31/2008.
With one contract per trade, Neural DT
60 makes $61,845 since 1/2/2003 with 57% winners out of 1035 trades. It earns an
average of $868 per month per contract with a worst-case drawdown of $5385. For a detailed
list of performance statistics for Neural DT 60 on 60 min bars of the EMD, click
here.
The back-tested equity curve for Neural DT 1 on 1 min bars of the EMD is shown below.
Equity curve for Neural DT 1 on 1 min bars of the
E-mini S&P MidCap 400 with one contract per trade.
$15 per contract has been
deducted for trading costs. Time period: 1/3/2004 - 12/31/2008. With one
contract per trade, Neural DT 1 makes
$24,545 since 1/2/2004 with 57% winners out of 637 trades. It earns an average
of $410 per month per contract with a worst-case drawdown of $2135. For a detailed list of
performance statistics for Neural DT 1 on 1 min bars of the EMD, click here.
An example of a short trade with Neural DT 1 |
The real power of Neural DT comes from trading both systems together
as a portfolio. Although each system uses the same
parameter values for both long and short trades, Neural DT 1 has
mostly short trades and Neural DT 60 earns most of its profit on long
trades. Also, because Neural DT 1 trades early in the trading day, it
will exits its trade before Neural DT 60 enters the market. The
fact that these two systems trade so differently means they complement each
other very well. Trading both systems together provides excellent
diversification. This is particularly true when "position sizing" is
employed. Position sizing means using a variable number of contracts to
compound trading profits. |
The equity curve shown below demonstrates how
Neural DT 60 and Neural DT 1 trade together as a portfolio on the EMD when using
a variable number of contracts (position sizing).
Equity curve for Neural DT 60 and Neural DT 1 on
the E-mini S&P MidCap 400 with position sizing.
$15 per contract has been deducted
for trading costs. Time period: 1/3/2003 - 12/31/2008. The power of compounding
via position sizing combined with the diversification benefit of trading both
systems together is evident in the much higher net profit over the trading
period (1/3/2003 - 12/31/2008). For a detailed list of the
performance statistics
for trading both systems together with position sizing on the EMD market, please
click here. For
detailed performance results for Neural DT on the E-mini Russell 2000 (TF/ER2) market, please
click here.
Ordering Neural DT
When you
order the Neural DT day trading systems, your purchase
includes:
- Both Neural DT systems: Neural DT 1 for
one min bars of the EMD and TF/ER2, and Neural DT 60 for 60 min bars of the EMD
and TF/ER2.
- The Neural DT systems' code in EasyLanguage
format for TradeStation 8 or newer and for TS 2000i. The code is open
(unlocked) and is also
included in a text file so that those without TradeStation can view it.
- A clearly written user's guide in PDF format
with a free optional printed copy, which will be numbered and signed to
authenticate the copy number (out of 99 total copies to be sold). The user's guide includes a full
description of the systems, including the systems' rules, with detailed
instructions on all aspects of trading the systems.
- A TradeStation workspace file for TS 8 or
newer,
with charts and settings for each system and market.
- Free service and support. You'll
have the number for my direct phone line and my email address.
- Free upgrades.
- A full money back
guarantee. Click here to
review our refund/return policy.
- FREE BONUS: Market
System Analyzer (MSA) version 3 software from Adaptrade Software is included with
each purchase or, if you already own MSA 2 or higher, you'll receive $150
off your purchase. MSA is powerful money management and position sizing
software that will enable you to take full advantage of Neural DT.
Get all this for a single payment, not an annual license fee, and you have complete
access to the trading system code for both systems. The systems and user's
guide (PDF version) are available via download directly after you place your order.
The hard copy of the manual with a software CD can be optionally ordered for no
extra charge. Shipping is free.
Even if you're a dedicated do-it-yourselfer,
you could spend many months trying to combine neural networks and rule-based
trading approaches into a day trading system half as good as Neural DT. Or you
could purchase Neural DT and spend that time profitably trading the markets.
If you don't use TradeStation or would rather
have a broker trade Neural DT for you,
please contact us for the name of a
qualified and approved broker who can autotrade Neural DT for your account.
Once the remaining copies of Neural DT are
sold, the system will be unavailable, so please don't delay and risk missing
this opportunity.
Need more information?
Read
the FAQ (Frequently Asked Questions) for Neural DT
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 ACTUALLY 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 PROFITS OR LOSSES SIMILAR TO
THOSE SHOWN.
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