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Trading System Signals on 02/26/2024

There were no live trades today in the 250K, 67 Strategy Portfolio. We are focused on Viper NQ, Option 5. It did not generate any trading system signals today so we stayed flat in a choppy market.



The market continued its choppy pattern and seems determined to only provide time corrections and not price corrections. Time corrections are when the market goes sideways. The VIX was down in the 13 handle today. There are some gaps that do need to be filled.


The hypothetical results for the 250K, 67 Strategy Portfolio, if we traded all strategies would have been -$6,776.25.


The hypothetical results for the Stock Index Portfolio 27 E-mini were -$5,575.00

The hypothetical results for the Stock Index Portfolio 27 Micro were -$557.50


We paused live portfolio trading last week and recommended individual strategies.


It is one of the most congested day trade market environments I have seen in a long time. Markets can change quickly and we continue to look for opportunities to re-enter with low risk.


Viper NQ, the V-Reversals, as well as the Gap Continue I and Gap Fill Combo from the Seven Trading Systems Book are a few of the strategies that give us a low risk entry point that are doing well now.


I also spent some time in Chat GPT 4.0 this weekend working on an adaptive RSI trading system. It won't trade unless the win rate of the last 10 trades is 70%. The goal is to move from adaptive to predictive by work on testing and finding some machine learning setups with Tradestation based strategies.


It was interesting to see how I could ask Chat GPT 4.0 to convert the strategy to Ninjascript as well as Python. I haven't tested the output yet for those languages but hope to do so soon.


Additional adaptive ideas (not related to machine learning) are to design it so the parameters adapt to the market so the last 10 trades have a 70% or greater win rate.


ADAPTIVE RSI Trading System NQ







 
 
 

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