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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.
Thanks received (2):
+1 cotila1 at 2020-11-24 06:05:36 +1 saycem at 2020-10-15 04:28:16
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edgetrader
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Will it be fully accessible code? With or without non-disclosure agreement to be signed?
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admin
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Code will be unlocked and nda needs to be signed
Thanks received (1):
+1 edgetrader at 2020-10-15 05:53:45
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admin
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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
Attachment: Login to view the details
 
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admin
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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.
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edgetrader
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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.
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admin
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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
Thanks received (1):
+1 edgetrader at 2020-10-16 05:13:31
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admin
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Code is not ready as expected. I made a very simple but very significant change that improves all metrics.
It will be finished monday, then I need to document it & tidy up the code. So a few more days after that.
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admin
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Code is ready for sale, and results updated with zone trader 1.02
Boost per trade with tiny tweak per trade is $25 for ES and $56 for NQ
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admin
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There is a pdf documentation thats been made by Murray R.
I will email out to purchasers on monday
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admin
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Zonetrader 2 upgrade for users who bought ZT1 from Murray Rugireo will increase in price to $299 effective midnight 31 October Central USA time
The updated docs have small changes to be made by MR , so I havnt sent them out yet.
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admin
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ZoneTrader2 info with some more docs etc is here
get the word document or view html here
https://trademaid.info/gsbhelp/Systemsforsale.html
Attachment: Login to view the details
Purchasers are going to get more info early next month
Thanks received (1):
+1 cotila1 at 2020-11-24 06:08:36
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admin
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Some MC users may have different data, or issues using 3rd party data.
If you want to test using TS data, use this.
Its from a different TS, so results may differ a fraction
Attachment: Login to view the details
Attachment: Login to view the details
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admin
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There is a code change for users who use market held entry stops.
Sometimes they are well through the current market price and will get rejected.
I have a fix for this that I am testing. results 99.99% the same.
Short or long term use market if touched entries.
Hope you banked some decent profits today.
Mistake in code documentation.
make stop for micros 450es 500 nq regardless of the amount of contracts traded.
reason is code has this added already
setstoploss(stp*tnum);
setprofitTarget(Ptarget*tnum);
Profit target also added. Not likely to hit, but I banked about $6000 on gsbsys1es when the system made less than $2000
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SwedenTrader
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| 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 ?
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admin
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I think there is a max of 2 trades per day. The system is not designed for many trades per day as it works on pivots that are a decent amount of
points away.
some of the stops are tight. 6 points and others $4500 for es
5k is for nq
If you cant cope with the potential risk, micros are good. The upwards potential on this system is high however, and current conditions have been good
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SwedenTrader
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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.
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admin
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| 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.
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SwedenTrader
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| 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. |
Yes it looks good when all data series have the specified contract. Regarding how much data to use in live trading i noticed that data 3 needs about
minimum 2.5 years and i have 1 year for data1 and data2.....probably its enough with 3-6 months for data 1 if one want to save RAM in the VPS but it
feels safe with 1 year
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admin
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zt is unusual that it needs more data that most systems. 1 year is my default for systems in general.
TS for me is stable if you do two things.
1) reboot pc once per week.
2) dont have many charts with all data going back to contract start.
The ram saving on one system shouldn't be significant, but when you have many systems that's a different matter
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SwedenTrader
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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.
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admin
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| 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. |
One day I will automate this on all systems, but it varies from one market to another.
1/2 trading days rarely trade, and have low range.
I would not trade them
these are the 1/2 days in the last year or so
20190703.00
20191129.00
20191224.00
20201127.00
Thanks received (2):
+1 LucaRicatti at 2020-12-24 05:35:37 +1 SwedenTrader at 2020-12-23 19:50:21
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SwedenTrader
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I retested som targets on E-minis today and ZT.2 NQ was good around 6000 (or 6050 like the code)
ZT.2 ES i thought that a target around 3400 was almost the same as a target of 4200 except that the profit was 2500 USD better (with target of 3400)
last year (2020) and 1000 USD worse at year 2008.
especially GSBsys1 ES i liked better also with around a target of 3400 compared to 6000 cause last 3 years were better and all earlier history the
same.
Max DD was little bit better with the lower target of 3400 on ES systems even if no big difference.
We dont know the daily ranges and volatility ahead though. Admin, you have tested these systems with EWFO ? but the targets are not a part of testing
what is more robust ?
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Carl
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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.
Thanks received (1):
+1 SwedenTrader at 2021-01-10 10:12:01
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SwedenTrader
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| 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. |
Hi Carl and thanks for your thoughts, these approaches are similar to mine, i was just curious why admin uses 6K, especially on GSBsys1ES....when the
last years are better with about half that target (including large range days and volatility) and rest of history equal.
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