Trading System Updates for March 2020

We have a few updates for the trading systems as we end February 2020. The results on the month were very positive. Below is a list of the updates for the trading systems

1.) Order execution update for Tick Count Trend E-mini Nasdaq.

This update affects the Stock Index Portfolio (38), Liquid DayTrade Portfolio, and All Strategy Access (74). Increases in volatility can bring out the requirement for coding changes. We update the code in Tick Count Trend E-mini Nasdaq. This is simply an order execution update and doesn’t change the results. Testing the strategy going back five years, we see a $30 total net profit increase with the same number of trades. The reason for this change is to eliminate any rejected orders so that the strategy can trade correctly in higher volatility.

The best way to describe this change is that if you had a strategy that once the conditions were met, entered a trade like this:

Then Buy Next Bar at Lowest(L,3)[1] limit;

is changed to:

then begin if Close >= Lowest(L,3)[1] then buy Next Bar at Lowest(L,3)[1] limit else if Close < Lowest(L,3)[1] then buy Next bar at Close – 0 limit; e