Python is the first strategy that I discovered that began making me money trading. It was in 2000, over 10 years ago that I discovered this pattern. Originally it was a swing trading strategy on daily bars for 30 Year T-Bonds. In 2000, this strategy worked well on Bonds with the volatility and ranges. In December 2000, I discovered it was a great strategy for the stock index futures on an intra-bar basis. I began using it as a swing trade system but have converted it to a day-trade system (same entry technique but close the strategy at the end of the day). I have also applied the Surge Exit strategy on the stock indexes and Euro Currency. I use this system to trade the E-mini S&P, E-mini Russell, Euro Currency, and Soybeans.
*The reports go back 1/1/2005
*Soybeans electronic trading started on 8/1/2006
*No Slippage or Commission is taken out