E-MINI S&P NIGHT TRADER

An automated trading strategy for the Tradestation, NinjaTrader, and MultiCharts platforms, that takes advantage of the tendency for smooth night time trends on the long side. This strategy provides diversity to day trading since there are many days where the market will chop intra-day or move down and the long trades that exited at the end of the day may have done really well if held overnight.

The day trade session can be seen as a "traffic jam". Margins are lower and liquidity is higher. At night, the "road clears" and the trends can be smoother. Initial entries for this strategy are taken during the evening session and can hold positions for several days. This strategy can work on all stock indexes but has the smoothest equity curve on the E-mini S&P and E-mini Dow. This strategy was developed in mid 2018 based on this observable pattern since 2016.

NIGHT TRADER EQUITY PEAKS 11/12/2019

Emini S&P NightTrader is one of those strategies that allows you to capture the gap up. Many times the biggest move of the day is the gap up and if you weren't in overnight, then you missed the move.

This is just one of the many tactics in the Stock Index Portfolio. 

If you try to make sure all strategies are profitable most of the time, then you bias your setup and lose diversity.

NinjaTrader 8 Market Replay

We run the NinjaTrader 8 Market Replay at MAX and we speed up the video during time periods when there are no trades to see the last 3 market replay trades of E-mini S&P NightTrader for trades through 4/1/2019.

You can also see the output indicator at the bottom, plotting the Daily P/L. it updates on a bar by bar basis and is green when the results are positive and red when the results are negative. The result for each day can also be written to a text file.

NinjaTrader 8's market replay is one of my favorite features in NinjaTrader as it lets you go back and test your code for dynamic data versus static backtests and also gives you a better feel for how the market moves during the day. You can miss many details when only scanning static data.

Trade on April 1, 2019

April Fool's Day trading is very bullish as the equity markets continue in a pattern of low VIX, gap up, followed by narrow ranges intraday. ES Night Trader is the best way to capture these market moves when this pattern persists. The long trade held from Friday exceeded its profit target and exited at the open Sunday night on a big gap up. The strategy re-entered again during the overnight session on Monday to capture further moves on Monday's trade.

The market appears to be short term overbought but as we know from the last 10 years, when the Fed gives Wall Street what it wants, it can remain overbought for a long time. This strategy provides diversity by getting into the market at night to capture the "smoother" trends that we see during low volatility bull markets.

E-mini S&P NightTrader 
Hypothetical Performance Summary
No Slippage or Commission
06/30/2016 - 11/12/2019
Annual Subscription
An annual subscription is the easiest way to get started. We do  not offer monthly subscriptions since strategies can go through multi-month losing streaks. An annual subscription will license you up to 4 contracts per market that you subscribe.
Lifetime License
The lifetime license doesn't limit the number of contracts traded and can be traded on all stock index futures. The code is close and the strategy remains proprietary but the code will never expire. 
Open Code License
The Open Code License gives you access to the code. This is beneficial for traders who want to know how the strategy works and for traders who want to modify the strategy to add their own custom rules to the trading system. The Open Code price is $25,000 and requires a Non-Disclosure Agreement. 
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U.S. Government Required Disclaimer - Commodity Futures Trading Commission. Futures 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 or options. No representation is being made that any account will or is likely to achieve profits or losses similar to those discussed on this website. 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.