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FAQ for Neural DT

 

Performance Reports

Neural DT 60, ER2

Neural DT 1, ER2

Neural DT Portfolio, ER2

Neural DT 60, EMD

Neural DT 1, EMD

Neural DT Portfolio, EMD

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 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.

Long trade examples, Neural DT 60

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.
Short trade example, Neural DT 1

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.