The Neural DT day trading systems for
TradeStation are designed to
turn you into a consistently profitable day trader in the E-mini Russell 2000 (ER2) and
E-mini S&P MidCap 400 (EMD) 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
ER2 and EMD markets. Over 1100 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.
- Can be auto-traded 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. Smaller accounts can start on the EMD and move to the ER2 as the
account grows. Based on past history, when trading both systems together on
the ER2, you'll have an average of 24 trades per month, with an average
monthly profit of more than $1300 per contract, 58% winning trades, and a
worst-case one-contract drawdown of $4280.
| Performance Update*, 6/19/08 |
| |
EMD |
ER2 |
| June* |
-270 |
780 |
| May |
2345 |
-400 |
| Apr |
3210 |
1820 |
| Mar |
2835 |
-1100 |
| Feb |
2585 |
1425 |
| Jan |
460 |
-405 |
| Total: |
$11,165 |
$2,120 |
Detailed performance reports for each system and market are
available at left.
* 1 contract per trade, $15 per contract
trading costs deducted, based on TradeStation performance
reporting. |
| About the E-mini Markets
The E-mini Russell 2000 (ER2) has been the best day
trading market for several years running and shows no sign of
changing. Compared to other popular day trading futures, including
the E-mini S&P 500, the ER2 has larger intraday moves relative to
the average true range, which means you see less market "noise." The
$100 point value of the ER2 combined with a low margin requirement
(especially the day trading rate) results in superior profit
potential.
The E-mini S&P MidCap 400 (EMD) trades similarly
to the ER2 but with slightly lower volatility. Many systems that
trade well on the ER2 also trade well on the EMD. The lower
volatility generally means you'll see slightly lower drawdowns with
slightly lower profits. The margin requirement for the EMD is also a
little lower than that for the ER2. |
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.
|
Availability Update
As of 6/19/2008:
Number of copies remaining:
30
Price: $2900
|
To purchase now, click here.
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
Russell 2000 (ER2) using Neural DT 60 is shown below.
Equity curve for Neural DT 60 on 60 min bars of the E-mini Russell 2000 with one contract per trade.
$15 per contract has been deducted for trading costs. Time period: 1/3/2003 - 12/27/2007.
With one contract per trade and a starting account size of $7500, Neural DT
60 makes $55,585 since 1/2/2003 with 57% winners out of 843 trades. It earns an
average of $857 per month per contract with a worst-case drawdown of $4295. For a detailed
list of performance statistics for Neural DT 60 on 60 min bars of the ER2, click
here.
The back-tested equity curve for Neural DT 1 on 1 min bars of the E-mini
Russell 2000 is shown below.
Equity curve for Neural DT 1 on 1 min bars of the
E-mini Russell 2000 with one contract per trade.
$15 per contract has been
deducted for trading costs. Time period: 1/3/2003 - 12/27/2007. With one
contract per trade and a starting account size of $7500, Neural DT 1 makes
$36,245 since 1/2/2003 with 59% winners out of 761 trades. It earns an average
of $554 per month per contract with a worst-case drawdown of $2400. For a detailed list of
performance statistics for Neural DT 1 on 1 min bars of the ER2, 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 usually exit 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 ER2 when using
a variable number of contracts (position sizing).
Equity curve for Neural DT 60 and Neural DT 1 on
the E-mini Russell 2000 with position sizing.
$15 per contract has been deducted
for trading costs. Time period: 1/3/2003 - 12/24/2007. 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 - 6/19/2008). For a detailed list of the
performance statistics
for trading both systems together with position sizing on the ER2 market, please
click here. Neural DT trades even better on the
E-mini S&P MidCap 400 market. For performance results on this 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 ER2 and EMD, and Neural DT 60 for 60 min bars of the ER2
and EMD.
- 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
click here for our recommended broker.
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
Neural DT Trading Systems
Price: $2900.00
Order now through our secure ordering system.
Ordering
information.
Terms & Conditions
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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