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AFT8 Update release v20230522

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AFT8 Update Released: AFT8 Version 2023.5.22.1.
This is the last planned release before the official release. We need to assess feedback from users prior to rolling out the official RC1 version. Download AFT8 here

AFT8 Update Screenshot

Notes:
1) Workspaces were pruned down to make it easier, and templates are “lite” by default via removal of high-intensity CPU memory market grid for trendometer. The two tested working turnkey workspaces are: Turnkey Workspaces – semi/fully modes can be implemented.
Baseline versions for manual, semi-auto hybrid trading, and fully automated testing/tweaking to your tailor-fitted versions.
a) AFT8-SFG Breakout Trader-0000A – multi-time frame view, one instrument.
b) AFT8-SFG Breakout Trader-0000B – most popular four instrument view.
c) AFT8-Trend-Scalper-1000A – Proof of Concept version requires manual semi/auto hybrid use only, multi-time frame – this would probably benefit from the AWT API link in time.

AFT8 Workspace Screenshot

2) Algo entry and Algo trade manager were split into two parts – this allows one or many algos on the same account and instrument, and one or many trade managers on one account instrument, allowing quick switching of modes of use or blending combinations and rules.

Algo Entry and Trade Manager

3) The Keltner FibGrid – we evolved a classic by combining our proprietary “Fib Grid” into a Keltner band so the grid is moving and anchored to the mid band. This can be seen in workspace “AFT8-Trend-Scalper-1000A”. For those traders experienced with divergence, you can see some setups at the extremes as well as other patterns and trend bias filtering.

Keltner FibGrid Screenshot

4) Trade Manager – the trailing stops have been reworked so that lastTrailstop has the same parameters available as the initial trailing stop. Also, the layout and grouping have been reworked, plus additional functions for exits and filter control from the algo controller GUI in real-time.

Session Fib Grid Trend Power bias and Signal Age explained

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So, what are these numbers and where do they come from?

AFT8 TrendOmeter Grid
AFT8 TrendOmeter Grid for the NinjaTrader desktop trading platform – multi-session, multi-timeframe technicals, and trend correlations.
  • Fib Grid is a map/contextual view of the market, with price normalized as a percentage. This is an adaptive formula computed at the session start. Price moves within the grid, which is static all session. 0% is the open, F100% is the projected high, and -F100% is the projected low.
  • Trend Bias Power is a non-lagging real-time expression of the current trend/force. It is a volatility dynamic calculation on each market data change. Price moves within the grid of bands during the bar – 0% is the band, 100% is the outer volatility bands.
  • Signal Age marks when the trend began and if it’s valid or invalid, also known as a “black hole.”

TrendOmeter runs in the NT8 market analyzer and is aimed at high-spec, low-latency gaming desktop PCs and laptops, as it will lag up NinjaTrader 8 and slow down data processing on the system. AFT comes with lite workspaces to avoid this issue, and users can also use the AWT TrendOmeter system, which is lag-free and is a far more sophisticated system for web, desktop, and mobile. AFT8 will link via an API to AWT to allow filtering and signals off AWT.

Alpha Web Trader - TrendOmeter
Alpha Web Trader – TrendOmeter provides a lag-free aggregated instrument and multi-timeframe vertical and horizontal view of the market.
AlphaBias
https://alphawebtrader.com/alphabias shows the trend bias power and the Signal Age view in one screen.

AWT Advanced TrendOmeter is lag-free and will not slow down the PC or NinjaTrader. https://alphawebtrader.com/trendometer TrendOmeter here is showing 13 timeframes using Trend Bias Power. These timeframes are actually aggregations of related instruments and other timeframes combined from around 25 time series and different measurement studies. It is a pivot of the AlphaBias view: https://alphawebtrader.com/alphabias. AWT aggregates instruments such as SPY, VOO, IVV into one stream and aggregates the technicals for TrendOmeter and AlphaBias, so it would use the parent instrument, e.g., SPY, as the display. ES, SP, MES, for example. AWT also uses its own data stream and analytics engine, so it’s roughly equivalent to what you can see in AFT but never exact. AWT shows us breadth and depth based on correlations.

Trend Bias Power and Signal Age
Trend Bias Power and Signal Age provide a 2D view of the trend. The signal age shows trend start and when the trend is invalid as a black hole.

Trend Bias Power % In the chart of the 720min with the USAR indicator, we can see the mid-band is 0%, the upper band 1 is +100%, and the lower band 1 is -100%. Price moves from the mid-band out, so we can normalize price as a percentage. The bands are volatility intervals from the band, so it moves and adapts with the market price cycles of range. TSI/TA comes from this. Trend Bias Power is similar to the Fib Grid in some parts based on volatility and the relation of price within, but it is calculated and moves with the market on each bar. The Trend Bias Power % band could be any number of technical studies. Some examples typically for Moving Averages we use 20, 21, 34, 55 SMA, EMA, WMA with a 1 ATR band to define the 100% above and below -100%. For USAR, we use 1ATR, 1.25, 1.5, and 2.0 with a 1ATR volatility band to define the 100% zone. AFT8 focuses on USAR, Keltner wave, and MA Bands in the AFT8 indicators. Our measurements TA% and TSI come from Trend Bias Power.
Signal Age measures when the trend started and how old it is. SA% comes from this, etc. A black hole is where the signal, for example, is short when the trend first began, but if the trend is contra trend signal direction and it is losing, then it is an invalid trend and marked as a black hole. It could mean the system is transitioning and reversing or in a pullback. So we can focus on the confluence of winning valid trends and ignore or wait for the black holes to go green or red. A mixed view would be green, black, and red. A significant trend direction would be all one color.

Session Fib Grid
Session Fib Grid is a map of the monthly, weekly, or daily sessions with price normalized as a percentage, calculated at the start of each session and fixed.

Fib Grid is a map of the market with price normalized as a percentage, computed at the session start. Price moves within the grid. Fib Grid’s 0% stays static, whereas the Trend Bias’s 0% moves as the anchor point, typically some kind of band average moves with price. SFG uses the daily, weekly, monthly typical ranges usually above and below, but it can use different. So 0 is the open, +100 is the projected high, and -100 is the projected low. Other fib numbers are put in as intervals and no trade zone, and the rest is just statistical.

Trend Bias Power, Signal Age, and Session Fib Grid combined give a good view of the session price position and the trend flow, etc. So now we can move away from the old, stuck-in-the-mud classical lagging systems and start to build a 3D view, especially with other related instruments and order/speed, and so on. Get started 100% free until you decide with AFT Trading System.

Fed 2022 and the bear market

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S&P500 Chart
S&P500 just tested above the 50% retrace from the COVID low to high – next stop 3450 zone and 3200 below.

The central point of both the US system and the equity market is the CPI. The three elements that interest the Fed to intervene are (according to Bernanke’s teachings at Princeton) currently managed by outdated “80s methods:

  1. The short-term money supply:
    • M3, but it refers to Q2 and therefore is old data.
    • The total average weekly earnings – BLS Employment Report. This data shows that as of September 2022, on an overall level, total weekly earnings are year-over-year slightly negative in real terms, but at the individual level, the loss of purchasing power is 3.4%.
  2. Consumption – BEA Personal Income. See the attached tables, which reveal that consumption in real terms as of August 2022 is negative year-over-year and year-to-date, both using the PCE and the CPI as deflators.
  3. The CPI, which is our focus today.

View the Economic Analysis: https://algotradingsystems.s3.amazonaws.com/docs/V+studies.xls

One of the elements alerting us to new pushes or brakes on the CPI is the analysis of the CPI 3 months annualized – elaboration of the BLS CPI report Tab 3 – sheet 3. It is evident that it is a much faster sensor than the year-over-year measure. Demonstration:

  • 3 months indicated strong and increasing pressures on the CPI in February 2021, while year-over-year detected it in May – sheet 3 line 72 and line 123.
  • Let’s see the situation in 2022 to date – 3 months – line 123 and following:
  • The maximum inflationary push 2021-2022 occurs in June 2022 at +12.26 annualized and then collapses at the end of Q3 September 2022 to 0.67.
  • This indicates that at the US system level, the price system, TODAY, has been frozen, with sectors still showing strong increases and others strong contractions.

September 2022 – Q3 2022 – column E shows the weight on the CPI of the various sectors:

  • Overall situation of frozen prices:
  • Sectors that create a strong boost to CPI growth:
    • Food – weight 13.635% – +10.92 annualized. All sectors of food at home and away from home.
    • Energy services – Electricity – due to the high prices of inventories of production fuel.
  • All items less food & energy – weight 78.12% – still high at 5.11 annualized but trending down from June 7.43. This figure is strongly conditioned by the shelter – line 152 – weight 32.47% on the CPI – which remains high and growing. Rent and Equivalent Rent (Mortgages) due to the increase in Fed rates.
  • Sectors that offset the increases – Energy weight 8.24% – the decline in the CL of the “bad” Saudi.

FOOD:

  • The strong push is due to two factors:
  • Domestic and international agricultural production below demand. It is bad economic planning that cannot be resolved in the short term and cannot be resolved with interest rates.
  • A high-cost US production that has significant consequences on manufacturers’ inventories.
  • The fortune of Import prices – BLS Release – Food Feeds and Beverage – 3 months prices annualized September 2022 -9.14, June 2022 -1.90, March 2022 +21.16 – year-over-year September 2022 +3.43%, June 2022 +8.70%, March 2022 +13.62%. It is evident that at the import level there is a strong slowdown in prices. The boost in food is created in particular by Vegetables +20% 3 months annualized +15.50% year-over-year – lack of production. Prices are expected to drop with Southern Hemisphere harvests – December 2022 to April 2023.

SHELTER:

  • It is the Fed’s own policy that creates the inflationary push.

Conclusion:

  • The three elements that should guide the Fed’s monetary policy suggest CAUTION:
  • A consumer with a loss of real purchasing power.
  • Negative consumption in real terms, either using the PCE or the CPI as a deflator.
  • Inflationary pressure created by food due to a lack of domestic production. The increase in production in the agricultural sector is possible but it takes time and investments. The prices of the sector do not respond to interest rates. The growing inflationary pressure created by the shelter – 34% of the CPI – the same Fed policy creates it.

The Fed has already decided on a rate hike of 0.50 / 0.75 in November 2022. The risk is that they will make the same mistakes as Volcker in the 80s that brought the country and the market into recession.

Due to the forecast for November and the Christmas period, it is very likely the bottom will be set before March 2023, and we can expect some type of V bounce or large volatile frothy rallies to continue.

For more EcoNews, technicals, and fundamental analysis, join us for free in the trading group.

Bear Market Projected lows for S&P500 Super Bubble

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Bear market lows S&P500 2022
S&P500 projected lows for the bear market 2022 to 2023

BOA, Ray Dalio, Charlie Munger, Grantham, Dent, Gundlach, and Wesbury are all bearish, and it seems that no one is listening – price will tell us in time.

S&P500 lows for the bear market 2022/2023
This is not trading or investment advice – this is educational information using the Algo Futures Trader 8 swing pivots indicator for NinjaTrader 8 on a weekly chart to derive levels from the AFT Swing Pivots Indicator and the built-in NinjaTrader 8 Fib Retracement drawing tool. To get your copy for free, visit Downloads.

Price action will tell us what the market does – that is the only single source of truth – market price. However, we can project levels of historical price points for a view of where the market might go to and bounce or break, and this provides additional analysis and clarity of the bigger picture.

  • S1) 3639 current support from initial leg down.
  • S2) 3450 retrace and then down to the 50% level from the COVID era low to high.
  • S3) 3200/3100/3000 pre-COVID high as a significant bubble deflation level.
  • For a bubble burst, we will know within 6 months.
  • S4) 2700/2680 76.8% retrace.
  • S5) 2600/2500 figure
    • 2600 is a 50% retrace from the low of 2009 to the high of 2020.
  • For a super bubble meltdown – COVID Low
  • S6) 2200
  • S7) 2100/2000 – 2100 is a 61.8% retrace from the low of 2009 to the high of 2020 and COVID low.
  • For the all-time super bubble super meltdown
    • S8) 1700/1600 – 2016 Zone pre-Trump rally.

Looking at the Monthly Chart S&P500 Levels of Support

Monthly chart S&P500 2022
  • 2600 – the 50% retracement from the low of 2009 to the high of 2020 is the 2600 zone.
  • 2100 and a 61.8% retracement and COVID low – what a combo!
  • Below this, the Pre-Trump Rally Levels 1600 zone.

Summary of Levels

  • Retest bounce or break current swing low support level of 3639.
  • Retest of the 50% retrace of COVID low to all-time high – 3450.
  • Below this, a 61% retrace and pullback COVID rally bull flag base – 3200.
  • It is conceivable a flash down and bounce at 2000/2500 levels could occur.
  • Time will tell via price action – that is the one single truth of all opinions.

A Day Trader’s Perspective

Our interest is only volatility up or down; we don’t care about the direction, ideally tradeable volatility, not the frothy volatility that can be seen in the typical bear market. Trading the NYSE Session breakout E-Mini micro equity indices futures has never been so easy due to the large ranges and high prices. However, at the same time, the market enters periods where nothing seems to work…
The important thing is to not overtrade – bank money, leave some powder dry, and always remember the trend is your friend until the end – let winners run. Time-honored methods include trend correlations, higher time frame analysis, news catalysts, and more. Join us for free and see how good you are as a trader risk-free learning on the sim in the real market with free coaching every weekday 9:15 EST to 11:30 EST. For more info, visit automated trading systems.

For more technicals, economic news, and insights on the market, you can join us and read it from the inside track in the Free Day Trading Group for Futures Traders from our resident financial systems economist.

AFT8 Beta version 202208311 – new workspace for day trading emini micro indices futures

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AFT8 Emini Micro Indices Futures day trading session breakout hybrid algo trading system
Workspace AFT8-SFG Breakout Trader-0000B Emini Micro Indices Futures day trading session breakout hybrid algo trading system

Two turnkey futures day trading workspaces are better than one.

Workspace AFT8-SFG Breakout Trader-0000B

AFT8 Mode Hybrid Semi-automated trading - manual entry and fully automated exits
AFT8 Mode Hybrid Semi-automated trading – manual entry and fully automated exits

The new workspace is essentially the same theme as the original beta but much more refined and simplified. It provides four charts side by side with fully automated trade management. Each chart has a tabbed view from the higher time frame down to the trading time frame with self-optimizing bars for session breakout and trend trailing.

  • EOD MSFG
  • 60-Min WSFG
  • 5-Min RTH Gap Analysis
  • SASR – DSFG

For all AFT8 updates, please use the Downloads page. There is only one link and one installer. It can’t be any easier. Download, install, connect, open the workspace, and trade risk-free on the sim account.

Workspace AFT8-SFG Breakout Trader-0000A

AFT8 Hybrid Trading Turnkey Workspace
Workspace AFT8-SFG Breakout Trader-0000A – AFT8 Hybrid Trading Turnkey Workspace multiple chart multi-time frame view

This workspace allows context clicking to set the instrument context across all views with fast switching. The same system and trade management rules but a different view. Ready to use out of the box – only one workspace should be loaded at a time.

NEW Trading Group AFT8 Forum Has the Answers

Join us in the trading group and get the inside track on updates and discounts for elite members.

For all AFT8 updates, please use the Downloads page. There is only one link and one installer. It can’t be any easier. Download, install, connect, open the workspace, and trade risk-free on the sim account.

Compare AFT8 versus AFT7 and other vendor products. View the developer details of Algorithmic Trading Systems to understand why this is the very best trading system brought to you 100% free for sim…

AFT8 Trading Systems Stats

AFT8 server edition has been providing baseline trading system stats since the trading group was started in 2021 – so the same systems are available in the AFT8 retail system.

AFT8 Roadmap

1) AFT8 is a beta available to traders who can self-support – so we focus on delivery.
2) AFT8 will be released as a series of ongoing updates over 2022 – notifications will be made.
3) Turnkey workspaces and examples will be provided.
4) System optimization from the baseline will take place and more stats/systems provided.
5) Guidance and articles will be provided after AFT8 is ready for public release.

What About AFT7?

  • Existing lifetime members will be able to use it for as long as the NinjaTrader 7 platform is supported and available by NinjaTrader LLC.
  • AFT7 will be maintained for lifetime purchasers and in 2023 will be taken down as purchasable on lease and no longer supported or maintained.

Connect to AFT for Updates and Info

AlgoFuturesTrader 8 Beta update released v20220825

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AFT8 Trading System
AFT8 is our very best trading system made for NinjaTrader, developed by MicroTrends Ltd.

AFT8 Turnkey Workspace: Trade Flow Manual Entry and Auto Exits

  • AFT8 trade workflow for hybrid manual trade entry with automatic trade management:
  • 1) Signal arrives, sounds an alert in the Alerts Window.
  • 2) Click the signal row – charts switch to the signal instrument.
  • 3) Check and decide to trade using Chart Trader.
  • 4) Automatic trade management places the exits.
  • 5) Manage the trade with visual orders using Chart Trader.

Turnkey Workspaces Info – Multi-time Frame

  • Spoiler Alert: This workspace displays 4 charts with tabs, showing an instrument in multiple timeframes.
  • Note: Workspace is designed for a monitor size of 1920 x 1080, fitting 80% of screens.
  • This setup is different from what you have seen before, featuring advanced navigation for quick chart switching to a single view of an instrument, with others visible via the trendometer/trading info and signals.

Pending Turnkey Workspaces for AFT8

  • Session Breakout: 4 Charts view of Emini micro indices side by side.
  • Trend Scalper
  • More such as Mean Reversion and others

NEW Trading Group: AFT8 Forum Has the Answers

Join us in the trading group and get the inside track on updates and discounts for elite members.

Automation: Hybrid and Fully Automatic Trade Management

  • 100% fully automated Algo Trade Entry is enabled, but turnkey workspace settings are not yet released.
  • Fully automatic advanced trade management is provided by the turnkey workspace.

AFT8: Our Best Automated Trading System for NinjaTrader

Why exactly is AFT8 the best algorithmic trading system for NinjaTrader, developed by MicroTrends Ltd?

AFT8 is a constantly evolving product that will become AFT9, growing with the times to stay ahead of the curve.

AFT8 server edition, first created in 2017 to power a hedge fund system by MicroTrends Ltd, evolved to 2021. It was decided to splice off a subset of this fully automated swing trading cloud technology to deliver a lightweight retail AFT8 desktop version, merging in the concepts of AFT8 hybrid trading. Battle-tested live on mini futures on commercial-sized accounts, it is now available for retail trading with accounts from 20K up for auto and less for hybrid pilot and machine.

AFT8 provides the best automated trading systems for retail day trading and swing trading Emini Micro and popular Futures, developed by MicroTrends as of 2022.

AFT8 versus AFT7

AFT7 is now just a classic minnow and a fond memory for those who have transitioned to AFT8.

  • AFT8 is an evolved system containing a superset of AFT7 and a hedge fund system trading engine.
  • AFT8 has more algorithmic trading systems and multiple timeframes:
    • Session Breakout/Gap Trader
    • Swing Trend Trader
    • Day Trader Trend Scalper
    • Mean Reversion
    • Pending:
      • News Trader
      • Cloud Trading
      • AI
      • and more…
  • AFT8 also integrates with AlphaWebTrader API link for real-time trade filters.
  • AFT8 is a true automated technology for day and swing trading, fault-tolerant and the most advanced available for NinjaTrader.
  • Desktop Hybrid controls for desktop trading.
  • Web Remote Controls for fully automated trading.

Compare AFT8 versus AFT7 and other vendor products. View the developer details of Algorithmic Trading Systems to understand why this is the very best trading system, brought to you 100% free for simulation.

AFT8 Trading Systems Stats

AFT8 server edition has been providing baseline trading system stats since the trading group was started in 2021. The same systems are available in the AFT8 retail system.

AFT8 Roadmap

1) AFT8 is a Beta available to traders who can self-support, allowing us to focus on delivery.
2) AFT8 will be released as a series of ongoing updates over 2022 – notifications will be made.
3) Turnkey workspaces and examples will be provided.
4) System optimization from the baseline will take place, with more stats/systems provided.
5) Guidance and articles will be provided after AFT8 is ready for public release.

What About AFT7?

  • Existing lifetime members will be able to use it as long as the NinjaTrader 7 platform is supported and available by NinjaTrader LLC.
  • AFT7 will be maintained for lifetime purchasers and in 2023 will be taken down as purchasable on lease and no longer supported or maintained.

Connect to AFT for Updates and Info

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