Aminda asignalstm. TradeStation Strategy Performance Summary. Aminda asignals TradeStation Workspace

Transcription

1 Aminda asignalstm TradeStation Strategy Performance Summary The Aminda asignals equity strategy employs pattern matching techniques to determine entry and exit signals with the goal of maximizing profit while minimizing volatility and risk. To avoid the dangers of curve-fitting associated with parameter optimization, the Aminda asignals Strategy uses a proprietary equity pattern representation method designed to identify an equity's technical and fundamental characteristics. There are 48 equity patterns available with the Aminda asignals Strategy through the TradeStation Strategy Network. The patterns can be applied to any equity symbol, using primarily 30 and 60 minute bars. A summary of the corresponding TradeStation Strategy Performance Report for a selected set of symbol/pattern combinations is shown below for the approximate 4-year period between 01/02/2008 to 11/11/2011: Symbol Pattern # Bars SLV min (24hr) 118% 341% GLD min (24hr) 104% 187% SLV min 118% 195% GLD min 104% 127% AAPL min 113% 303% POT min 1% 387% FWLT 1 30 min (71%) 322% UYM min (54%) 263% LVS min (44%) 419% C min (89%) 546% SLG min (22%) 421% GOOG min (6%) 165% EWZ min (19%) 221% SWN min 52% 202% BIDU min 298% 228% SNDA min 21% 236% Aminda asignals TradeStation Workspace The Aminda asignals workspace delivered with the TradeStation Strategy includes 16 Chart Analysis windows corresponding to the selected set of symbol/pattern combinations:

2 Aminda asignals - SLV Pattern 45 (30min bars, 24 hour session) Using the Aminda asignals Pattern 45 with equity symbol SLV, 30 minute intervals, a 24 Hour trading session, $100,000 initial capital, and a date range of 01/02/2008 to 118% 341% Aminda asignals GLD Pattern 46 (30min bars, 24 hour session) Using the Aminda asignals Pattern 46 with equity symbol GLD, 30 minute intervals, a 24 Hour trading session, $100,000 initial capital, and a date range of 01/02/2008 to 104% 187%

3 Aminda asignals SLV Pattern 47 (60min bars, regular session) Using the Aminda asignals Pattern 47 with equity symbol SLV, 60 minute intervals, 118% 195% Aminda asignals GLD Pattern 48 (60min bars, regular session) Using the Aminda asignals Pattern 48 with equity symbol GLD, 60 minute intervals, 104% 127%

4 Aminda asignals AAPL Pattern 21 (30min bars, regular session) Using the Aminda asignals Pattern 21 with equity symbol AAPL, 30 minute intervals, 113% 303% Aminda asignals POT Pattern 27 (30min bars, regular session) Using the Aminda asignals Pattern 27 with equity symbol POT, 30 minute intervals, 1% 387%

5 Aminda asignals FWLT Pattern 1 (30min bars, regular session) Using the Aminda asignals Pattern 1 with equity symbol FWLT, 30 minute intervals, (71%) 322% Aminda asignals UYM Pattern 34 (60min bars, regular session) Using the Aminda asignals Pattern 34 with equity symbol UYM, 60 minute intervals, (54%) 263%

6 Aminda asignals LVS Pattern 23 (60min bars, regular session) Using the Aminda asignals Pattern 23 with equity symbol LVS, 60 minute intervals, (44%) 419% Aminda asignals C Pattern 27 (30min bars, regular session) Using the Aminda asignals Pattern 27 with equity symbol C, 30 minute intervals, (89%) 546%

7 Aminda asignals SLG Pattern 19 (30min bars, regular session) Using the Aminda asignals Pattern 19 with equity symbol SLG, 30 minute intervals, (22%) 421% Aminda asignals GOOG Pattern 18 (30min bars, regular session) Using the Aminda asignals Pattern 18 with equity symbol GOOG, 30 minute intervals, (6%) 165%

8 Aminda asignals EWZ Pattern 25 (60min bars, regular session) Using the Aminda asignals Pattern 25 with equity symbol EWZ, 60 minute intervals, (19%) 221% Aminda asignals SWN Pattern 28 (30min bars, regular session) Using the Aminda asignals Pattern 28 with equity symbol SWN, 30 minute intervals, 52% 202%

9 Aminda asignals BIDU Pattern 31 (30min bars, regular session) Using the Aminda asignals Pattern 31 with equity symbol BIDU, 30 minute intervals, 298% 228% Aminda asignals SNDA Pattern 34 (30min bars, regular session) Using the Aminda asignals Pattern 34 with equity symbol SNDA, 30 minute intervals, 21% 236%

10 Aminda asignals Strategy Parameters The Aminda asignals Strategy has 7 parameters that determine how the strategy is applied to the chart symbol: PatternNumber: AllocationPercent: AccountTotalPlusMargin: SharesPerTrade: LongEntryType: ShortEntryType: UseStrategyExits: Integer between 1 and 48 specifying the Aminda asignals pattern being applied to the chart symbol. Integer between 0 and 100 specifying the percentage of the AccountTotalPlusMargin to allocate for each strategy position; requires SharesPerTrade = -1 to use AllocationPercent. Integer specifying the total amount available for trading within the account, including margin. Integer specifying a fixed number of shares to trade for each strategy position; set SharesPerTrade = -1 to use AllocationPercent. Close enter long positions using Close Limits; High enter long positions using High Limits; Low enter long positions using Low Limits; Market enter long positions at Market Close enter short positions using Close Limits; High enter short positions using High Limits; Low enter short positions using Low Limits; Market enter short positions at Market true both entry and exit signals are generated, Market orders are used to exit all positions; false no exit signals are generated, only entry. Pattern Matching to Find New Symbol/Pattern Combinations The Aminda asignals Strategy can be applied to any equity symbol through pattern matching, which avoids the dangers of curve-fitting associated with parameter optimization. To find a new symbol/pattern combination, use TradeStation s optimize function to simply cycle through the 48 available patterns to find the one that best matches the symbol s unique pattern of technical and fundamental characteristics. Cycle through 48 patterns to find a symbol s best performing match. Avoid curve-fitting by using pre-defined patterns that are designed to capture a symbol s pattern of technical and fundamental characteristics. When you find a new symbol/pattern combination with a great performance history, let us know (info@aminda.com) and we ll share it with our other customers. HYPOTHETICAL PERFORMANCE RESULTS HAVE MANY INHERENT LIMITATIONS. NO REPRESENTATION IS BEING MADE THAT ANY SYSTEM WILL OR IS LIKELY TO ACHIEVE PROFITS OR LOSSES SIMILAR TO THOSE SHOWN. IN FACT, THERE ARE FREQUENTLY SHARP DIFFERENCES BETWEEN HYPOTHETICAL PERFORMANCE RESULTS AND THE ACTUAL RESULTS SUBSEQUENTLY ACHIEVED BY ANY PARTICULAR TRADING PROGRAM. Aminda asignalstm info@aminda.com