[TradeStation] Neural DT Trading Systems

[VladimirM]

The Neural DT day trading systems for TradeStation are designed to turn you into a consistently profitable day trader in the E-mini Russell 2000 (ER2) and E-mini S&P MidCap 400 (EMD) futures markets. Based on a novel hybrid neural network/rule-based trading approach, Neural DT can profit in both up trends and down trends in the markets to deliver outstanding performance. Neural DT consists of Neural DT 60 to capture the day's primary trend on 60 minute bars and Neural DT 1 to capture a quick profit early in the day on 1 minute bars. Compared to other day trading systems for stock index futures, Neural DT offers the following advantages:
o State-of-the-art hybrid trading logic, developed by a Ph.D. engineer/trader, utilizes the best features of neural networks and rule-based trading, o Exclusivity. When too many copies of a system are sold, it can lose its effectiveness. Only 99 copies of Neural DT will be sold, o 100% objective trading logic. No discretion means no emotion-based mistakes.
o Excellent back-tested performance (see below) to the beginning of the ER2 and EMD markets. Over 1100 trades in the history for each system, o Same parameter values are used for long and short trades, which increases robustness.
o System parameters are normalized by volatility, so the systems automatically adapt to changes in market volatility, o Realistic entry and exit rules mean excellent fills with either automated or manual trading, o Can be auto-traded in TradeStation (http://www.tradestation.com/) for hands-free trading, o Low drawdowns make it suitable for accounts as small as $7500.
o Neural DT 60 and Neural DT 1 are almost entirely uncorrelated, which means superb diversification when trading both together.
Trade either system by itself or both together. Neural DT (NDT) includes both systems. Smaller accounts can start on the EMD and move to the ER2 as the account grows. Based on past history/ when trading both systems together on the ER2, you'll have an average of 24 trades per month, with an average monthly profit of more than $1300 per contract, 58% winning trades, and a worst-case one-contract drawdown of $4280.
Performance Update*, 6/19/08





Detailed performance reports for each system and market are available at left.
* 1 contract per trade, $15 per contract trading costs deducted, based on TradeStation performance reporting.
About the E-mini Markets

The E-mini Russell 2000 (ER2) has been the best day trading market for several years running and shows no sign of changing. Compared to other popular day trading futures, including the E-mini S&P 500, the ER2 has larger intraday moves relative to the average true range, which means you see less market "noise." The $100 point value of the ER2 combined with a low margin requirement (especially the day trading rate) results in superior profit potential.
The E-mini S&P MidCap 400 (EMD) trades similarly to the ER2 but with slightly lower volatility. Many systems that trade well on the ER2 also trade well on the EMD. The lower volatility generally means you'll see slightly lower drawdowns with slightly lower profits. The margin requirement for the EMD is also a little lower than that for the ER2.
Only 99 copies of Neural DT will be sold. Most have already been sold. The price of $2900 is a one-time cost, not an annual license fee, and includes the open code

About the E-mini Markets
The E-mini Russell 2000 (ER2) has been the best day trading market for several years running and shows no sign of changing. Compared to other popular day trading futures, including the E-mini S&P 500, the ER2 has larger intraday moves relative to the average true range, which means you see less market "noise." The $100 point value of the ER2 combined with a low margin requirement (especially the day trading rate) results in superior profit potential.
The E-mini S&P MidCap 400 (EMD) trades similarly to the ER2 but with slightly lower volatility. Many systems that trade well on the ER2 also trade well on the EMD. The lower volatility generally means you'll see slightly lower drawdowns with slightly lower profits. The margin requirement for the EMD is also a little lower than that for the ER2.
Only 99 copies of Neural DT will be sold. Most have already been sold. The price of $2900 is a one-time cost, not an annual license fee, and includes the open code.
Availability Update
As of 6/19/2008:
Number of copies remaining: 30
Price: $2900

Examples of trades from Neural DT 60.
Back-tested Performance Results
The back-tested equity curve based on trading one contract of the E-mini Russell 2000 (ER2) using Neural DT 60 is shown below.



Equity curve for Neural DT 60 on 60 min bars of the E-mini Russell 2000 with one contract per trade. $15 per contract has been deducted for trading costs. Time period: 1/3/2003 - 12/27/2007.
With one contract per trade and a starting account size of $7500, Neural DT 60 makes $55,585 since 1/2/2003 with 57% winners out of 843 trades. It earns an average of $857 per month per contract with a worst-case drawdown of $4295. For a detailed list of performance statistics for Neural DT 60 on 60 min bars of the ER2. click here.
The back-tested equity curve for Neural DT 1 on 1 min bars of the E-mini Russell 2000 is shown below


Equity curve for Neural DT 1 on 1 min bars of the E-mini Russell 2000 with one contract per trade. $15 per contract has been deducted for trading costs. Time period: 1/3/2003 - 12/27/2007.
With one contract per trade and a starting account size of $7500, Neural DT 1 makes $36,245 since 1/2/2003 with 59% winners out of 761 trades. It earns an average of $554 per month per contract with a worst-case drawdown of $2400. For a detailed list of performance statistics for Neural DT 1 on 1 min bars of the ER2. click here.



The real power of Neural DT comes from trading both systems together as a portfolio. Although each system uses the same parameter values for both long and short trades, Neural DT 1 has mostly short trades and Neural DT 60 earns most of its profit on long trades. Also, because Neural DT 1 trades early in the trading day, it will usually exit its trade before Neural DT 60 enters the market. The fact that these two systems trade so differently means they complement each other very well. Trading both systems together provides excellent diversification. This is particularly true when "position sizing" is employed. Position sizing means using a variable number of contracts to compound trading profits.

The equity curve shown below demonstrates how Neural DT 60 and Neural DT 1 trade together as a portfolio on the ER2 when using a variable number of contracts (position sizing).


Equity curve for Neural DT 60 and Neural DT 1 on the E-mini Russell 2000 with position sizing. $15 per contract has been deducted for trading costs. Time period: 1/3/2003 - 12/24/2007.
The power of compounding via position sizing combined with the diversification benefit of trading both systems together is evident in the much higher net profit over the trading period (1/3/2003 - 6/19/2008). For a detailed list of the performance statistics for trading both systems together with position sizing on the ER2 market, please click here.
Neural DT trades even better on the E-mini S&P MidCap 400 market. For performance results on this market, please click here

Installation Notes, Extra Information and Download/Mirror Links

Installation Notes

No installation notes are provided about this release.

Extra Information

No extra information is provided about this release.
Filename: NN Inspired1.ELD

Download/Mirror Link

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[JoeDOM_Admin]

VladimirM:

Did you notice that your title for this post went absent ?

Please correct it ! !

[VladimirM]

Originally Posted by JoeDOM_Admin

Hi, JoeDOM.

5 times altered from for fonts

[Fx_Gold]

Membership: Moderators(版主)

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[JoeDOM_Admin]

Fake

VladimirM:

We are not sure if you did this intentionally or unintentionally, but look at the following:

The Neural DT System you contributed here is not the real NeuralDT
It is a FREE newsletter code taken from the same developer website.

Open the .rar file you contributed and you will see a NN Inspired1.ELD file. Open this file with Tradestation's Easylanguage editor and compare the code with this one http://www.breakoutfutures.com/PreDownload.htm or more precisely http://www.breakoutfutures.com/Downl...ERVOL2NO10.txt

Moreover, the developer website, says that NeuralDT includes some text files, a complete PDF document explaining entirely how the NeuralDT system works. This was nowhere to be found in your contribution.

We like to believe you did this unintentionally, since uploading these types of releases will degrade your account credibility and trust for future posts.

Please, next time ,try to make sure you have full real resources before contributing them.

[Fx_Gold]

Originally Posted by JoeDOM_Admin

Well, joe, look, you are much better than me on some SPYING / detection processes, too LOL

Fact is i have no TradeStation feed, and don't know TS enough to test anything for it.....

So, GREAT job you have done on this stuff

[VladimirM]

Originally Posted by JoeDOM_Admin

Hi, JoeDOM, thanks for your work, have laid out a file how it was at me, not testing, there was no possibility. It is a pity, that it has appeared not what it is necessary.