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AutoTrader

JFTSAutoTrader

JFTSAutoTrader

Automated or Discretionary Trading System for NinjaTrader®

Below is a brief description of controls and parameters.

Controls

Auto Is ON

  1. Auto is ON: Entries will be executed automatically.
  2. Auto is OFF: Only manual entries via the EnterLong and EnterShort controls.
  3. Closing positions at the end of the trading period, as well as suspensions, do not depend on the state of this control.

Close Position

  1. Close Position and turn Auto to OFF, since this is a discretionary action.

Enter Long

  1. If it is not in position, it sends a buy order and changes Auto to OFF, as this is a manual operation.
  2. The StopLoss, PatternsStop and AutoExit controls are switched to the OFF state, preventing immediate exits from the new position.
  3. When the position is closed, the controls revert to the state prior to manual entry.

Enter Short

  1. If it is not in position, it sends a sell order and switches Auto to OFF, as this is a manual operation.
  2. The StopLoss, PatternsStop and AutoExit controls are switched to the OFF state, preventing immediate exits from the new position.
  3. When the position is closed, the controls revert to the state prior to manual entry.

Flat(0/0)

0.00

  1. Current position, unrealized PnL, executed quantity/Entry Qty, average execution price.

PnL(0)

$0.00

  1. Unrealized PnL in ticks and average price once on position.

on

Target(0)

$0.00

0.00

  1. Target(ticks)
  2. Profit($)
  3. ExitPoint
on

PatternStop(0)

$0.00

0.00

  1. StopLoss(ticks)
  2. Loss($)
  3. Exit Point
  4. Each pattern has it owns Stop.
  5. It is defined once on position. For manual entries pattern 2 is used.
  6. Note that Pattern Stop Loss can be larger that desired so it is recomended to have another Stop Loss to avoid that.
off

AutoExit(0)

$0.00

0.00

  1. AutoExit(ticks)
  2. Profit($)
  3. Exit Point.
  4. If PnL is greater than ProfitUC and an reversal sign is detected, close the position.
  5. Note that ProfitUC can be reached, no reversal signal is detected and PnL turns to loss, so must be used with some Stop Loss to avoid large loss.
off

Trigger(0)

$0.00

tg/tl/fr

  1. Trigger(ticks)
  2. Profit($)
  3. Trigger/Trailing/Frequency in ticks
off

StopLoss(0)

$0.00

0.00

  1. StopLoss(ticks)
  2. Loss($)
  3. Exit Point
  4. Traditional Stop Loss but with the possibility of being repositioned if on position.
  5. To use the movable feature:
  6. Right click the related arrow on chart.
  7. Move the mouse to the desired point.
  8. Right click again
off

RiskStop(0)

$0.00

%/$0.00

  1. RiskStop(Ticks)
  2. Loss($)
  3. Percent/CashValue
  4. It is possible to use a pre-defined value or the CashValue of current account via parameter 'Use this Cash Value', as detailed in parameters.
off

CumPnL(0)

M.Profit:$0

M.Loss :$0

  1. CumPnL is the realized PnL + PnL of the current position.
  2. M.Profit (Maximum Profit) is the profit sought during the entire period of operation. If equal to 0 it is ignored.
  3. M.Loss (Maximum Loss) is the maximum loss during the entire period of operation. If equal to 0 it is ignored.
  4. If the control is in the ON state and one of the conditions is satisfied, the position will be closed and all other functions are blocked.
  5. To return to operation it is necessary to restart the strategy.
off

M.Entries(qty/max)

  1. M.Entries (Maximum Entries) is the maximum entries during the period of operation.
  2. If equal to 0 it is ignored.
  3. If the control is in the ON state, at each position closing the condition is evaluated. If the condition is satisfied, all other functions are blocked.
  4. To return to operation it is necessary to restart the strategy.

Parameters

00.JFTSRunHistorical

Run Historical

  1. Whether or not to ignore history entries. Must be ON for optimizations, OFF recommended for live trading.

01.JFTSMain

EntryQty

  1. Number of contracts per operation.

Start Trading

  1. Start of operations according to local time (Windows time).
  2. 10 second verification cycle.

End Trading

  1. Termination of operations according to local time (Windows time).
  2. 10 second verification cycle.
  3. If in position, it is closed.
  4. To trade 24h, use the parameter StartTrading = EndTrading, for example, StartTrading = 00:00 and EndTrading = 00:00. In this case, the Cross MidNight parameter must be activated.
  5. If the desired period is not within the same day, the CrossMidNight parameter must be disabled.

Cross MidNight

  1. The period of operation crosses the day, that is, it starts on one day and ends on the next day.

02.JFTSHaltTrading

Halt Trading

  1. Parameters used to avoid being in position during an event such as releases of economic indicators, results, etc.
  2. Very fast and violent changes in prices can cause losses well above the Stops (slippage).
  3. Open position will be closed and entry signal are ignored during suspend.
  4. You can define three periods of Suspension.
  5. Periods equal to 00:00 are ignored.
  6. Parameter 'HaltTrading Minutes' has to be different from 0 (if 0, the control is ignored).
  7. The three periods must be consecutive and increasing.
  8. A period equal to 00:00 will cause the next ones to be ignored.
  9. This control is ignored in history, it is only available when in RealTime mode.

HaltTrading Minutes

  1. Time in minutes for which operations will be suspended.
  2. If equal 0 it is ignored.
  3. Note that the suspension time starts 'HaltTrading Minutes' before the defined period and ends 'HaltTrading Minutes' after it.
  4. For example, for a 10:30 3-minute sleep:
  5. If in position, it will be closed around 10:27.
  6. Entries between 10:27 and 10:33 will be ignored.
  7. Important, every time the strategy is disabled this parameter is reset, therefore it must be defined again.

03.JFTSTarget

Start

  1. Initial state of the control (ON, OFF).

Ticks

  1. Target in ticks.
  2. If equal 0 it is ignored.

04.JFTSPatternStop

Start

  1. Initial state of the control (ON, OFF).

05.JFTSAutoExit

Start

  1. Initial state of the control (ON, OFF).

Ticks

  1. AutoExit in ticks
  2. If the number of ticks is reached and a trend reversal is detected, the position is closed.
  3. If the number of ticks is reached and a trend reversal is detected, the position is closed.
  4. If there is no reversal signal or the profit is less than the defined one, the trade can go to loss.
  5. The mechanism is only triggered if the two conditions are met: Profit and Reversal.

06.JFTSTrail

Start

  1. Initial state of the control (ON, OFF).

Trigger Ticks

  1. Starts trailing when reached.

Trailing Ticks

  1. Trailing ticks.

Frequency Ticks

  1. Update Trailing Stop.

07.JFTSStopLoss

Start

  1. Initial state of the control (ON, OFF).

Ticks

  1. Traditional Stop Loss but with the possibility of being repositioned during an operation (drag and drop).
  2. Once the position is closed it returns to its predefined value.

08.JFTSRiskControl

Start

  1. Initial state of the control (ON, OFF).
  2. Recommended to always starts checked.

PerCent

  1. It is, in percentage, the value at risk, for each operation, according to the 'Use this Cash Value' parameter.

Use this Cash Value

  1. Value to be used for risk calculation.
  2. If equal to zero, the CashValue of the operating account will be used.

09.JFTSMaxPnL

Start

  1. Initial state of the control (ON, OFF).

MaxProfit$

  1. Expected profit during the operating period.
  2. If equal 0 it is ignored.

MaxLoss$

  1. Maximum loss during the operating period.
  2. If equal 0 it is ignored.

10.JFTSMaxEntries

Start

  1. Initial state of the control (ON, OFF).

Entries#

  1. Maximum number of entries in position during the operating period.
  2. If equal 0 it is ignored.

JFTS AutoTrader is a nice tool for auto and discretionary trading

Risk Disclosure:

Futures and forex trading contains substantial risk and is not for every investor. An investor could potentially lose all or more than the initial investment.

Risk capital is money that can be lost without jeopardizing ones’ financial security or life style.

Only risk capital should be used for trading and only those with sufficient risk capital should consider trading. Past performance is not necessarily indicative of future results.

Hypothetical Performance Disclosure:

Hypothetical performance results have many inherent limitations, some of which are described below.

No representation is being made that any account 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.

One of the limitations of hypothetical performance results is that they are generally prepared with the benefit of hindsight.

In addition, hypothetical trading does not involve financial risk, and no hypothetical trading record can completely account for the impact of financial risk of actual trading.

For example, the ability to withstand losses or to adhere to a particular trading program in spite of trading losses are material points which can also adversely affect actual trading results.

There are numerous other factors related to the markets in general or to the implementation of any specific trading program which cannot be fully accounted for in the preparation of hypothetical performance results and all which can adversely affect trading results.