Zonetrader2 ES NQ

Coming tomorrow will be all reports of the new Zone Trader ES / NQ by Murray Ruggiero and Peter Zwag

Actual code to buy will be a few days later. I just need to tidy up the code and document it.

Whats so good about this?
Negative correlation to GSB systems
The ES and NQ system on the same market have little correlation with each other.
Trad-able with micro ES / NQ or emini ES / NQ
Outstanding systems. Very hot markets right now.
The systems are not free, but very affordable with early bird discounts.
Discounts also for existing ZoneTrader purchasers.
url to buy is here
https://trademaid.info/gsbhelp/Systemsforsale.html



U.S. Government Required Disclaimer - Commodity Futures, Trading Commission Futures, Derivatives and Options trading has large potential rewards, but also large potential risk. You must be aware of the risks and be willing to accept them in order to invest in the futures and options markets. Don't trade with money you can't afford to lose. This website is neither a solicitation nor an offer to Buy/Sell futures, options, or any other assets. The past performance of any trading system or methodology is not necessarily indicative of future results.

CFTC rule 4.41 - Hypothetical or simulated performance results have certain limitations. Unlike an actual performance record, simulated results do not represent actual trading. Also, since the trades have not 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 profit or losses similar to those shown.

Quote: Originally posted by edgetrader

Will it be fully accessible code? With or without non-disclosure agreement to be signed?

Here are reports of ZT2ES,NQ and combined with GSBSYS1es. All reports inc 1 tick slippage each side and $2.40 brokerage each side

Early bird Price for those who bought the original ZTES is $249,
for others its $699. Price will increase by $50 at the end of the month, and a total increase of $100 1 month later.

I personally trade all of these systems on a total of 6 Emini contracts.

October 19 2020, reports upgraded to version 1.02 Tiny change in code giving significant boost to average trade
Ave trade boosted by $25 on es and $56 on nq from version 1.01

all results are hypothetical and included 2 ticks round turn +$4.80 brokerage round turn




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whats interesting about this code is no oscillators (Atr used a little) and there is trend following and counter trend. Here is a counter trend. We are below the yesterdays close, so GSB systems will go short at this point.
ZT goes long in this case.

Quote: Originally posted by edgetrader

Largest losing trade in ZT2-NQ.REV1.01.mht is $3,485.00. Is it a fixed stop loss or adaptive? I found it really hard to come up with a good NQ stop pre-Covid that worked well during Covid, all my older NQ systems had trouble with this.

There are stops keyed to the entry type, but fail safe stop of 5k.
SOme of these stops are very tight. 6 points
I know thats a big stop, but its what works best.
If you cant handle the potential loss, trade the micros.
gsbes + zf es/nq is a very good combination.
Basically if volatility is high, you need big stops. You get more big losses and more bigger wins.
Ive seen too many traders who are risk averse, loose money or make little money on systems when ive made great money. Put a tight stop on gsbsys1es and see the results. esp in march 2020
You need to not over trade your account, but with emicros... the risk levels are very adjustable with contract numbers

ZoneTrader2 info with some more docs etc is here



get the word document or view html here
https://trademaid.info/gsbhelp/Systemsforsale.html

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Purchasers are going to get more info early next month

Quote: Originally posted by admin

Quote: Originally posted by edgetrader   Largest losing trade in ZT2-NQ.REV1.01.mht is $3,485.00. Is it a fixed stop loss or adaptive? I found it really hard to come up with a good NQ stop pre-Covid that worked well during Covid, all my older NQ systems had trouble with this. There are stops keyed to the entry type, but fail safe stop of 5k. SOme of these stops are very tight. 6 points I know thats a big stop, but its what works best. If you cant handle the potential loss, trade the micros. gsbes + zf es/nq is a very good combination. Basically if volatility is high, you need big stops. You get more big losses and more bigger wins. Ive seen too many traders who are risk averse, loose money or make little money on systems when ive made great money. Put a tight stop on gsbsys1es and see the results. esp in march 2020 You need to not over trade your account, but with emicros... the risk levels are very adjustable with contract numbers

Regarding stock indexes they will probably grow in value long term for many years. So in time even a 5K stop will not be enough in volatile periods for a E-mini. We will probably be forced down to micros sooner or later, other markets like CL that trades within the same range of ATH most of the time could have a static stop like 1K much longer i think. By the way today was my first trade on the ES system of ZT.2 funny how the last bar befor exit just took of ..........I was going to ask if max nr trades per day are 2, long&short ? Is this specified in the code or could there be more trades ? hypothetically speaking,what is the max risk per day&strategy for E-mini ? Is it 5K or more regarding more than 1 trade ?

Quote: Originally posted by SwedenTrader

Today i noticed that @ES already rolled the contract in the TS platform, i think they usually roll around 10:th if i remember correctly even if expiration date is 18:th so i had ESZ20 on data1 and only @ES on data 2 and data3 and then i saw i had no trade today on the ZT ES even if the original workspace did have a short trade and small loss. So just a note, it is safer to have the exact month on all data series especially near the rollover but the whole backtest looks different otherwise.

Quote: Originally posted by admin

Quote: Originally posted by SwedenTrader   Today i noticed that @ES already rolled the contract in the TS platform, i think they usually roll around 10:th if i remember correctly even if expiration date is 18:th so i had ESZ20 on data1 and only @ES on data 2 and data3 and then i saw i had no trade today on the ZT ES even if the original workspace did have a short trade and small loss. So just a note, it is safer to have the exact month on all data series especially near the rollover but the whole backtest looks different otherwise. I think ts roll the second wed night of the month, you see the c {data correction up the top of the chart TS roll one day too early from memory. Long term I want to fix this, just not sure the exact custom symbol to use. I think you should have all contracts in sync. All the results should not change. Im on holiday so not looking into the finer detail of this. Easier for me as I can trade a ts chart using @es.d as my IBlink has symbol substitution. Few people have such luxuries.

Quote: Originally posted by SwedenTrader

In regards to early close holidays, i saw in the ZT code that there is some kind of support to close the position at next opening if not closed during the shorter trading day. But i want to ask how you usually handle this both for ZT and GSB systems. Do you not trade these days, or manually exit, or just take the risk these few times to close at next trading day and have some slippage negative or positive. As i have heard you can code these specifik days to close at the end of shorter session but i belive thats not worth it. Thanks for your views.

Quote: Originally posted by Carl

Hi SwedenTrader, My thoughts... To have statistical valid data you need 30 or more cases. So if a trading system uses a profit target of 6k and this level has been hit more than 30 times, that would be okay. It would be better if this exit was hit 100 times or even more. But if this exit has only been hit once or twice, I would say "no, this is not statistical valid information". The absolute volatility (so points wise) on ES is increasing. Don't know what the future will bring. Hopefully the end of covid. You could test the profit target on 50% in sample data on your platform and see what the optimal level is. Then look at the optimal level in the out of sample period. Are the IS and OOS values almost the same? Than it could be robust. Otherwise you could try a volatility based profit target: multiplier*ATR*bigpointvalue Again test on 50% IS and see what the optimal multiplier is. Compare the best IS multiplier to the best OOS multiplier. Almost the same value? Than it could be robust.