NinjaTrader Automated Trading by Algo Futures Trader

hybrid algorithmic automated futures trading for prop firm traders, day & swing traders

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AFT8 the best and most advanced automated trading system for NinjaTrader

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AFT7 has been retired. Please upgrade to AFT8.

All AFT7 traders should upgrade to AFT8, available with freemium access and a full-featured free trial. Get AFT8 here for NinjaTrader.

Some claim! Yes, you heard it all before, and you should be skeptical. Use evidence-based decision-making, not emotion. Let us substantiate the facts below.

  1. Firstly, get a pedigree of who we are. View About Algo Trading Systems. This is about real traders with real systems designed, invented, and developed in-house using decades of professional trading and institutional-grade quantitative development and knowledge.
  2. Secondly, this is not a one-trick pony. It has many algorithms and billions of permutations for all different styles of trading: real swing, intermediate position trading, and day trading. Fully auto, semi-auto, and manual with automated exits, fault-tolerant, and even better, this is brought to retail so you may try them out free forever and decide if it’s for you or not.
  3. Thirdly, let’s look at the technical specs and understand why NinjaTrader’s open architecture allows us to create the best and most advanced system for retail trading. Check out the developer, our sister company MicroTrends Ltd across the pond – the pioneer and inventor of hybrid trading with a quick history of NinjaTrader algorithmic trading systems. See how they put the other vendors in top place with their white-label systems, but this one is only available direct from the source!

10 Quick Points of the Best Trading System Features

AFT8 resolves all the challenges for automated trading, fully and semi-auto hybrid, which the other systems in retail cannot do.
AFT8 Proprietary Trade Engine Features

  1. Manual, semi, or fully automated trading system
  2. Interactive real-time controls to set algorithms
    1. On/Off
    2. Long/Short set bias
    3. Semi-auto one trade and stop
    4. Fully auto trade as per configured rules
    5. Trader override and guidance and interaction with algo/trade management controller UI
  3. Stop and start NT – the system will auto-start when the workspace is opened and data is connected.
    1. Can start waiting for the trader to put on for auto
    2. Can start in fully auto mode
  4. Allows position compounding – adding to the same position or taking off. The system will adjust the stops and targets as required.
  5. Allows trader to close positions and cancel orders without stopping the system
  6. Allows restart of the NT system – will continue and work with orders and positions
  7. Fault tolerance allows the system to detangle orders and positions on a restart or in a fast market. If all orders are canceled, it will put the order back on, not leaving an unguarded position.
  8. True day trading, swing, and intermediate swing trading over the weekend for up to 3 months of a position. No matter how long you stop and start it, AFT8 will wake up and know what to do and continue onwards with your trading as long as there is a valid connection.
  9. Memory-persisted state between stops and starts so that the system can keep track of trades per day, per session, and money management goals. This is a vital element which other systems do not do, meaning you could blow your trade plan rules. AFT8 won’t let you. You can bypass the fail-safes and reset the memory – transparent data folder access or controls.
  10. Automatic data lag control will detect when the market is too fast and NT8 is lagging behind real-time data and prevent trading signals and executions of signal entries to prevent loss on slippage – news times, distance latency, and so on. Data lagging will be flagged visually in the market analyzers and can be set to 0.25s to 30s sensitivity. This is a vital element to stop trading during price shocks, news releases, and other scenarios which would enter with bad slippage and could blow your account. AFT8 safeguards trading against slippage and price shocks.

Plug and Play Turnkey Workspaces for Day Trading and Swing Trading

  • Turnkey baseline systems are made available for install, connect, and trading on sim
  • Designed for hybrid trading modes, man and machine, for real-time interaction
  • Baselines can be traded in fully automated mode to test and tweak to suit a trader
    • Session Breakout/Day trading/Swing
    • Trend Trading/Scalping
    • Range Trading/Mean Reversion
  • Off-Piste, a trader can use their imagination and experiment and build their own rules using the algo building blocks inside the system and even code their own in too!

Unrivaled Trading Flexibility

  • Multi-Time Frame, Multi-Algo
  • Multiple algorithms on the same account
  • Multiple Advanced Trade Managers on the same account
  • Asymmetrical bars for entry and exits
  • Can combine or pause and enable with real-time controls to suit the conditions on the day

Cloud Multi-Time Frame Filter System – AlphaWebTrader Trendometer API

  • Futures, Stocks, ETF aggregated amalgamated horizontal and vertical trend correlations
  • Cloud API Non-Lagging for CPU, disk, and data. NT8 will not go down and data lag/render delay
  • Aggregated data is read by AFT8 from the AWT.Desktop in real-time with no lagging or overhead
  • Vertical trend correlation up to 24 time frames per instrument
  • Horizontal trend correlation futures, Stock, ETF for bias
  • Group strength and weakness
  • Order flow by market ATR speed, volume, and trend efficiency
  • Signal Flow – order flow is good, but signal flow is a step above history and real-time
  • HTF Structure, gaps, levels, and more.
  • See AlphaWebTrader for more details

Battle-Tested Trading Systems on Real Money with a Real Fund

AFT8 Desktop comes from real live money trading of a $5 million hedge fund account from 2017 onwards to 2022 on trade sizes up to 1% or $50K USD stop loss risk. Clear Point Capital. In 2023, due to a lack of time and development obligations to the fund, we decided to release it to retail and cut it down from swing to day trade and make a desktop version of it for NT8, to allow the most advanced system for NT8 ever. We chose that route instead of migrating AFT7, but AFT7 parts and components are being added in over time.

Not a One-Trick Pony

  1. Time-Testing Approaches – Evolved
    1. Session Breakout – daily, weekly, monthly – custom breakout
    2. Trend Trading – USAR/Dynamic trend
    3. Range Trading – Mean Reversion fibGrid Bands
    4. News Trader – pending needs AWT API
    5. Multi-Time Frame Trend systems – AWT API Trendo etc.
  2. Many programmable systems available or even can add own code rules and compile into the system and use your rules and algo with the full off-the-shelf features

Build Your Own – Bring Your Own Algo
ATS & NT8 allows you to build your own and test for strategies and also for integration into AFT8 algos and leverage all the off-the-shelf features.

AFT8 Versus Traditional NT8 Strategies

NT Strategies do not provide this level of interaction and flexibility and cannot swing trade or self-recover. They require manual resolution of positions and orders to make safer before starting. AFT can start and resolve it all itself. NT Strategies don’t allow a trader to close positions and cancel orders without halting the strategy. AFT will also ship in the future with a strategy for backtesting, optimizing, and if preferred for trading, the most advanced ever built for NinjaTrader 8 Powered by ATS QuadroBase. This will be open source in the strategy to allow you to combine third-party and create your own algos combined with AFT8 sealed indicator components, with script development support in the Discord Trading Group.

Money Management – Challenges

Static or fixed fractional position sizing based on volatility stop-loss – fixed fractional or professional mode fund of funds position sizing and money management.

  • Off a user’s defined amount
  • Off the account
  • Or weighted balanced per asset stream – different values

Systematic Trading Systems – Trade Signal Generation & Execution

The system does all you need for manual, semi, or fully automated signal execution

  • Entry signal types
  • Exits
  • Stops and targets

Web Algo Trading Remote Control

  • On/Off of algorithms
  • Long/Short bias
  • Monitor and interact

There’s a lot more to come, and we don’t want to give it all away before we roll it out.
Note: Unlike our other white-label technologies used by well-known vendors in the ecosystem, we don’t license this to anyone else to resell!

How to upgrade from AFT7 to AFT8

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AFT7 has been retired. Please upgrade to AFT8.

All AFT7 traders should upgrade to AFT8, available with freemium access and a full-featured free trial. Get AFT8 here for NinjaTrader.

ATS Customer Success is Waiting to Facilitate

  • Upgrade fees apply to traders who did not subscribe to the optional annual maintenance, which provides upgrade assurance from AFT7 to AFT8.
  • This includes all prior customers who purchased AFT7 from the exclusive reseller “Omegavus Trading LLC.”
  • The cut-off date is for anyone who bought a lifetime license before June 2022 and did not get upgrade assurance. They are liable for the upgrade fee. Please book a call to verify details below.
  • Do not panic; upgrading is easy and can be done at any time. If you do not wish to upgrade now, no problem.
  • AFT8 will still work for free on sim, demo, backtest, and prop firm evaluation. It only requires a live license for live trading.
  • It is possible to upgrade to a better package, such as the AFT to ATS combo: AFT + AWT.
  • If you are in an AWT subscription, you can even have the fees refunded against the upgrade deal.
  • Typically, the upgrade fee is 35% of the full lifetime ticket price, but it can vary depending on your current subscriptions and prior purchases, such as AWT, if you upgrade to the ATS Combo!
  • Book your upgrade call with ATS Customer Success
    • Upgrade options for AFT and ATS Combo packages will be presented.
    • Payment details and promotions will be provided in the meeting.

CLICK HERE TO BOOK YOUR UPGRADES CALL

For AFT Ultimate Lifetime Owners from 2021/2022 AFT7 to AFT8

Customers who bought the AFT Ultimate reserved access to AFT8 when launched and do not need to upgrade as it was included. However, your AFT licenses will need migrating to the new system so that you can use AFT8 for live trading and access the ultimate features. Your licenses will appear in your ATS Universal Account with the same email login used for purchase. For any questions and queries, you can contact ATS Customer Success on a quick call to resolve and migrate your old account licenses to the new system.
CLICK HERE TO BOOK YOUR UPGRADES CALL

AFT8 Update release v20230524

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Algo Trading Systems AFT8

AFT8 Update Released: AFT8 Version 2023.5.24.2 This version is running on the algo server in soak test mode—no filters, all signals 100% fully active with a variety of modes. It is operating in the live market as shown in the attached image in the futures trading group.

Note on Version Info: 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. So far, we are moving forward unless someone provides feedback with a showstopper. The RC1 update, likely to follow this release next week, will include a login and ATS Desktop Control Center. The plan is to combine all the AFT, AWT, and AST into one control center, replacing the AWT Desktop. This will allow one login for both web and desktop applications.

Updating: You can simply run the same installer in your downloads folder or get it again from the trading system downloads page. This installer never changes; its job is to get the latest AFT8 version from the cloud and install it. Once you have it, you don’t need to download it again. AFT8 App updates will also pop up a notification and allow in-place installation on your PC, assuming there is no overzealous antivirus running to block it.

Notes:
System Turnkey Workspaces will be overwritten.
System Settings and templates.
N.B: This is why you need to rename your templates/workspaces to preserve your settings.

AFT8 Changes

AFT8 Algo Trade Entry Position Sizer
Inline CheckBox for Algo Entry module controller for Position Sizing toggle On/Off for real-time settings.
AFT8 Algo Trade Manager Stop Risk Control
Trade Management Control Center – Control for stops and position size quantity. On for Controller, off for algo module control as configured.
AFT Algo Controller Settings Popup
Popup fixes for settings from inline control center—caveats: it will go where the OS wants it.

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?

  • 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.