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AFT Trader John Weekly Trade Video Episode 4 – Trendometer with session breakout

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In this week’s Algo Futures Trading Live Update, AFT John demonstrates how to use the TrendOmeter and AlphaBias trend correlation system as a trade filter for both long and short trades. This is done using AFT7 trading in demonstration mode on the live futures market with the NinjaTrader Platform, trading the NYSE session open.

Please visit the link for TrendOmeter.

Note that the TrendOmeter settings filtered out bad trades and allowed through good trades as it was set tight at 50%. This is a stringent setting when used with a session breakout system and can be easily altered in real-time and saved. With session open breakout trading, the number of trade signals and opportunities will be less than when used in a trend reversal and pullback continuation scenario, which allows trades to be taken further away or anywhere on the chart using a smaller time frame.

As you can see, we don’t cherry-pick or edit videos. As John recollected, “The system still made money overall that day using the TrendOmeter, and there will be days where it will filter out lots of bad trades and some days where it filters out good ones.”

AFT Trader John Weekly Trade Roundup Info: Each week, AFT Trader John will be showing a summary of the trades, futures trading systems, and methods with Algo Futures Trader on the live market using the NinjaTrader Platform. Expect more depth and coverage each week as this new series starts to take shape.

AFT7 TrendOmeter Alpha Bias Trend

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Trend correlation, both vertical and horizontal, is provided by the Alpha Bias Trend System within the market analyzer. Trend momentum trading data stream is aggregated by the AFT TrendOmeter GUI into a proprietary formula known as the AlphaBias, Confluence, and Average Bias. Unlike traditional technical analysis, this system is real-time and reflects the actual market trend, not a projected or lagging view. This is the current state of price and trend, to be used in real-time.

  • TrendOmeter Trade Filter day trading futures trend scalping long winners
    Long only, all winners, no shorts allowed, no chop
  • Automated TrendOmeter Trade Filter day trading futures trend scalping
    TrendOmeter Trade Filter day trading futures trend scalping
  • AFT7 Futures Automated Trend Trader Scalper Trading System
    AFT7 Futures Automated Trend Trader Scalper Trading System
  • AFT TrendOmeter Integrated with Easy Trader
    AFT TrendOmeter Integrated with Easy Trader
  • AFT TrendOmeter with Market Analyzer
    AFT TrendOmeter with Market Analyzer

AFT7 TrendOmeter is a premium product available as a standalone or integrated into the AFT Algo Pro Trader. Please see pricing for details.

AFT TrendOmeter is 100% free for sim and demo trading. Simply download and use a turnkey workspace to see it working. AFT7 Plug And Trade – Install, Connect and Trade

View these links for details of the Automated Day Trading Scalper Turnkey Workspace.

The best traders know that a system is merely a system; it only becomes effective when used at a time that is most suited for its success. In other words, you need to know when to trade and when to use a trading system. We can simplify the market into two states: messy/choppy and directional/trending.

Time-wise, as a regular schedule, the NYSE open is a good time to sit down to trade as statistically, the market has a tendency to move and trend. But it can be anytime for whatever reason that the market becomes in a tradable moving directional state, for example, market-moving events or a self-fulfilling price technical break from a price cycle of consolidation, or merely the fact that big players have an obligation to make money and so are required to create a flowing market where all players can, for a time, win and keep the liquidity and profits flowing. The end result is the same, and we don’t care why or who.

As mere mortals and traders, we want to enter the market, if possible, at the start of this wave and ride it, or to recognize the movement of a good, easy market to trade and sit out the frothy, choppy market. Don’t be fooled by people who want to trade with death-defying stunts. Make life easy and sit out the chaos and look for the easy way. The main danger we have is trading is so easy a lot of times people think this is always the case and will hand it all back. So if we can stay out of danger, that is better.

So with this in mind, the Alpha Bias Trend correlation view of the AFT TrendOmeter and market analyzer view allows us to view and get the story of the US indices by color. Is it all red? Okay, that’s a short play. Is it all green? Okay, that’s long. Is it a mixed-up jumble of colors? Okay, that’s the markets not in sync. Consider the ES as the sun, the center of the solar system, and MYM, NQ, and RTY in orbit. They may indeed go different ways at times. EMD and RTY are, in fact, a good pair to track. NQ will go off and do what it does on the strength of the 25% tech giants, but all at some point will align and move with the ES as it is the world’s global leading indices, so orientate around this, at least consider it.

You might see a scenario of trend arbitrage whereby the NQ, ES, and YM are long above the SFG Session open by a fraction and trending uniformly with the RTY lagging back. Well, that is a setup for a long on the RTY as it crosses to join the gravitational pull of the others, especially easy to spot if the EMD mid-cap has already crossed.

The purpose is to provide more scope and context to trading, to make it higher probability by using the old saying, “The trend is your friend until the end.” Nothing new here; we are just building tools on proven timeless methods for trading and evolving them.

AFT TrendOmeter – Integrated with “AFT Algo Pro Trader”
If you open the supplied turnkey workspaces, then you should see it working alongside the AFT Easy Trader – NinjaBuddy GUI. You can toggle off the toolbar menu.

Realtime TrendOmeter Filter – Multi-Time Frame Trend Filter
Seen below is a chart from the Workspace AFT SFG Breakout Trader-0000A-Generic-Micros with the TrendOmeter Filter set to on for real-time signal filtering based on the trend aggregation of seven time frames and rules for long and short signal execution:

  • Allow Long Trades when AFT% > 50%
  • Allow Short Trades when AFT% < 50%
AFT TrendOmeter Integrated with Easy Trader
AFT TrendOmeter Integrated with Easy Trader to filter signals based on AFT% score

Market Analyzer – Alpha Bias Trend View

Here we can see above in the market analyzer, the overall market US indices trend is largely green/bullish, so we would be more interested in a long. When the market analyzer is too messy/mixed in color, it’s usually best to stay out. What we are looking for is a uniform/confluence of color and market direction: green for long, red for short. A mixed state of color is neutral.

AFT TrendOmeter Standalone – Chart Indicator
You can add the AFT indicator “AFT 200- AlphaBias Trend” to a chart by itself to test.

  • Open the “AFT TrendOmeter Demo” workspace to view the following
AFT TrendOmeter with Market Analyzer
AFT TrendOmeter with Market Analyzer – powering the Alpha Bias view

AFT TrendOmeter is powered by the Market Analyzer – Alpha Bias

  • The Market Analyzer open with the relevant instruments
    • MES, ES, NQ, MNQ, RTY, M2K, YM, MYM, EMD.
    • MES, MYM, M2K, MNQ is enough if you are trading micros only, etc.

From the NT7 control center, open the market analyzer and right-click to load the template:

  • 009ATrendometer for short terms
  • 008ATrendOmeter for short to medium terms

NOTE: RTY Small Caps Trend Correlation with Mid Caps
If you want to track correlations with RTY, add the EMD mid-cap if you are enabled for that.

AFT7 Downloads 100% Free for Sim, Demo, Replay Trading

Please visit https://aftwebprod1.wpengine.com/downloads/

Related Links

For more guidance, tips, tricks, and videos, please connect to AFT

Plug and Trade – Turnkey Trading Systems for day trading futures

Simply Install, Connect. Learn and practice with ready to use turnkey settings and workspaces for Session Open Breakout trading and Trend Trading reversal and pullback continuation trading. Start NinjaTrader, connect to a futures data feed & open an AFT Turnkey workspace, the trading systems will appear on chart and are ready for simulator trading micro equity Index futures.
  1. Get NinjaTrader & a datafeed
  2. Download & install AFT
  3. Get started day trading with AFT
 

Session Open Dynamics trading indices futures hybrid automated traders

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As we approach the NYSE open, here are some key points to consider:

  1. Session Open Dynamics:
    • At the opening bell, the market could either see a trending breakout or engage in light volume, frothy or choppy see-saw movements around the session open within the Daily Session Fib Grid.
  2. Key Levels to Monitor:
    • MSFG, WSFG, DSFG previous session Open NTZ, highs and lows. These levels can be significant in determining early market direction and potential support or resistance points during the session.
    • Additionally, be mindful of outside gaps (where the opening price is outside the previous session’s range) and inside gaps (where the opening price is within the previous session’s range). These gaps can offer clues about market sentiment and potential follow-through.
  3. Time Cycle 10 AM Jiggle:
    • Around 10:00 AM, the market often experiences the “10 AM Jiggle,” where it establishes a clearer direction and often a new high or low.
      • This may lead to a reversal attempt or we could see a pullback followed by a continuation of the earlier trend, posting a higher low or lower high for the session.
  4. News Catalysts:
    • Be aware of any scheduled news releases around 10:00 AM, as they can act as catalysts by reinforcing the current trend or triggering a reversal.
    • During earnings season, particularly pay attention to the MAG7 (Meta, Apple, Google, Microsoft, Amazon, Nvidia, Tesla) earnings reports, as well as AI tech-related companies and banks. These sectors can have a significant impact on market sentiment and direction.
  5. Indices Futures Correlations:
    • For an easy view of the correlations between indices futures trends and price action, check AWT Trendo: AWT Trendometer. This can help determine whether the market is mixed, choppy, or confluent, and provide a bias for the upcoming session.
  6. Overall Market View:
    • For a comprehensive market view that includes levels, signals, gaps, and pending news, visit TradingPoint: Overall Market View.

AFT Trading Signals to web desktop mobile and inbox with enhanced realtime technicals from AWT

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AFT and AWT are merged to produce a trading signal based on the pre-configured trading systems in AFT8 – only a few of what is available.

  • Futures Day Trading + Prop Trading
    • Signals.USAR – Trend Scalper with order flow
    • Signals.USAR-DSFG – RTH Session Breakout
    • Signals.USAR-DSFG-Gap – RTH Session Breakout with Gap Filter
  • Swing Trading
    • Signals.USAR-WSFG – Weekly Session Breakout
    • Signals.USAR-MSFG – Monthly Session Breakout
    • Signals.USAR.TR120 – Trend Trader 120 minute
    • Signals.USAR.TR720 – Trend Trader 720 minute

Trade Signal Channels

Users can select which system and which watchlist of futures instruments are sent out via AWT Web.

Email Trade Signals on Steroids!

  • Another first for ATS, we have taken what works well already to a new level by enhanced intelligence trading.
  • Now you can see in one glance inside the email the trade system and instrument signal.
  • Plus the context of the real-time market generated non-lagging technicals plus higher time frame price analysis of daily and weekly chart real-time snapshots!
  • Easy to day trade swing from a mobile phone and make high probability trading decisions on the move!
  • 30-day free trial available to traders of all levels.

Below is an example of a trade signal sent by email

Signals.USAR-WSFG Long MNQ 09-24 @ 18526.25

(CT): 8/9/2024 10:00:06 AM -05:00

MNQ Signals
InstrumentActionPriceSystemDateTime (ET)
MNQ 09-24Buy18526.25Signals.USAR-WSFG8/9/2024 11:00:00 AM -04:00
MNQ 09-24Buy18529.5Signals.USAR-DSFG-Gap8/9/2024 10:12:09 AM -04:00
MNQ 09-24Buy18529.5Signals.USAR-DSFG8/9/2024 10:12:09 AM -04:00
MNQ 09-24Buy18513.25Signals.USAR-WSFG8/9/2024 2:00:00 AM -04:00
MNQ 09-24Buy18514.25Signals.USAR.TR1208/8/2024 2:00:00 PM -04:00
MNQ 09-24Buy18289.25Signals.USAR8/8/2024 10:09:48 AM -04:00
MNQ 09-24Buy18273Signals.USAR-DSFG8/8/2024 10:04:33 AM -04:00
MNQ 09-24Sell17877.5Signals.USAR.TR1208/7/2024 6:00:00 PM -04:00
MNQ 09-24Sell18327.25Signals.USAR8/7/2024 12:03:35 PM -04:00
MNQ 09-24Sell18382.25Signals.USAR-DSFG-Gap8/7/2024 11:45:01 AM -04:00
MNQ 09-24Sell19763.5Signals.USAR-MSFG7/24/2024 2:00:00 AM -04:00
MNQ 09-24Sell19865Signals.USAR-MSFG7/22/2024 12:00:00 PM -04:00
MNQ 09-24Sell20087Signals.USAR.TR7207/17/2024 12:00:00 PM -04:00

View Trade Signals

MNQ Trendometer
TSI:49.00
SFG:15.00
WSFG:13.00
MSFG:-66.00
M01:6.00
M03:56.00
M05:46.00
M10:126.00
M15:68.00
M30:24.00
M60:-3.00
LTF:3.00
HTF:46.00

View Trendometer


Daily Chart View
MNQ HTF Daily Chart View

Weekly Chart View
MNQ HTF Weekly Chart View

AFT8 the best and most advanced automated trading system for NinjaTrader

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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!

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.

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