since 1994
since 1994
TSPC means "Trading Signal Performance Control" which typically is an integer 0 to 10 or above. You may manually input a number above 10. The smaller number, the more sensitive and the more trades. It is a key parameter for a dynamic and self-adopted trading system. "Auto Select TSPC " routine will select a TSPC for the best net profits, or for the best AbleSys Index.
Default value of TSPC is 10
"Deviation" (DEV) is another key parameter for a better system performance. Based on market conditions and your risk preference, basic AbleTrend stop values are calculated. However, the theoretical calculations might have a deviation from the realistic market conditions. Main function of Deviation is adjusting AbleTrend stop values by certain percentage of deviation. For example, if the buy stop (small blue dot) value is 100, Deviation 1.0 (%) will adjust the buy stop value to 99. Inversely, if the sell stop (small red dot) value is 100, Deviation 1.0 (%) will adjust the sell stop value to 101. Because of DEV used it will change the stops values, and therefore, the entry points will be changed accordingly. Adjusting DEV can help the system performance.
"Auto Select" routine will select a TSPC/DEV for the best net profits or the best AbleSys Index.
Default value of TSPC is 10
"Signal Accuracy" means Real Time Signal Accuracy (RTSA), which is different from system winning rate. RTSA is the ratio of real trading signals to total signals trigged in real time. There are some false signals, which are ON/OFF in real time before the bar close. If there were total 10 trades and 6 of them were winning, the winning rate is 60%. RTSA is different. It measures how accurate the trading signals in real time. Or in another word, it tells how many false signals the system would give in real time.
Because of using real time tick data, before the bar close, trading signals might be ON/OFF according to the market conditions. Some of the trading signals might be false, which would pop-up and disappear. The false signals do not show after the bar close. If you don’t wait the bar close then take trading signals, you might take some false signals. You may wait for the bar close to take trading signals, with this way you can avoid the false signals and the RTSA will be 100%. This is the positive side of using "Entry at Bar Close" (EBC). However, the negative side of using EBC is that it has larger slippages when you use longer time bars (such as 15-min or above) or the markets are in fast moving conditions. The bar closing prices might be far away from the real time signal trigged prices. In many cases, buy/sell signals are given at the bar opening time. If you wait till the bar close to take the trades, the slippages are almost equal to the whole bar range. Knowing the system RTSA it would help you to decide which execution method you should use.
AbleTrendTS (ATTS, Trading System) combined all AT indicators (AT1, AT2, AT3 and ATSig) and our classic AbleTrend trading rules to one. It is the key feature of AT stand-alone software using Internet data and it has evolved to be one of the world’s most powerful universal mechanical trading systems with back-testing performance reports. It represents a new milestone for AbleSys’ trading tool offerings.
ATTS is universal and robust. Without curve fitting, AbleTrend reveals the true nature of market movements; therefore it is universal for all markets with any time interval. It makes no difference whether the market is trading stocks, bonds, commodities, currencies, or futures. It works well with position trading, swing trading or day trading. Not relying on portfolio diversification, the strength of the core algorithm is so robust that desired performance results could be expected from individual market symbols.
ATTS is a mechanical trading system with back testing ability. There are no complicated charts to interpret, AbleTrend generates precise buy/sell signals in real-time as well as at the end-of-day. No more hypothetical trading ideas to test, AbleTrend is a fully developed mechanical system. Not only has the system been tested with historic data, but also it has been proven in a variety of markets by a variety of users worldwide for over five years. No more static patterns to identify, AT is dynamic and progressive adaptive to the ever-changing market. AbleTrend is the single trading system needed by a trader.
Simplify, simplify and simplify. While some people like to make simple things complicated, we are able to make complicated things simple. Unlike many packages in the market, which need extensive chart analysis, or require "votes" from 30 traditional indicators, ATTS provides specific buy/sell signals with no discretionary decision to make. ATTS is even powered with Parameter Auto-Selection (PAS) capability for optimal exits and optimal trading intervals. You have complete power, and yet you will find it is easy to learn and use
You will get into "Format Trade Signal for Active Chart" dialog by clicking the icon from the toolbar of the software. You may quickly refer the following sections for how to format ATTS.
If you are a new user, simply keep it as is, use all system defaults.
Alert
TSPC (default 10)
MONEYRISK (default 2.0)
DEVIATION (default 0)
EBC (ON/OFF, Entry at Bar Close, it means 100% mechanical)
Auto TSPC (Auto setup TSPC value)
First Hour (First hour rule appled)
Trend2 Rule (Use T2 stops)
S/R Alert ON/OFF
S/R Alert % (ON/OFF, ON – value in %)
S/R Alert Value (Use price value)
AbleTrend Stop (ON/OFF)
Nth Bar (ON/OFF)
Nth Bar (value)
Intelligent Nth Bar Exit (ON/OFF)
Profit Target Exit (ON/OFF)
Profit Traget % (Setup % profit target, default 5)
MA Exit (ON/OFF)
MA 1 Length (default 5)
MA 2 Length (default 9)
Green Bar Exit (ON/OFF)
Break Even Exit (ON/OFF)
Trailing Stop Exit (ON/OFF, use AbleTrendT13 stops)
Intelligent Trailing Stop Exit (ON/OFF)
Trailing APL Exit (ON/OFF)
Trailing EBC Exit (ON/OFF)
Trailing Re-Enter (ON/OFF)
EOD Exit (ON/OFF)
STARC Exit (ON/OFF, hit STARC bands exit)
After STOP Exit (ON/OFF)
Risk Control Exit (ON/OFF)
Extreme Control (ON/OFF)
View System Performance Report
Click an indicator to select it, you will see "Display Indicator Report" icon, show up. Clicking the icon, system performance report will pop up. You may see the system performance reports for All Trades, Long Trades, Short Trades and Trade-by-Trade. Pay attention to the Total Net Profit and AbleSys Index.
Here is the typical report format:
Performance Summary:
(For Symbol from mm/dd/yy to mm/dd/yy)
Total Net Profit Buy/Hold Net Profit
Total % Net Gain Buy/Hold % Gain
Max Draw Down Buy/Hold Max Draw Down
% Max Draw Down % Buy/Hold Max Draw Down
Gross Profit Total Trades
Gross Loss Winning Trades
Win/Loss Ratio Winning Rate
Profit Factor AbleSys/EXP Index
Avg Winning Trade Consecutive Winning Trades
Avg Losing Trade Consecutive Losing Trades
Avg Trade Avg Holding Bars
Largest Winning Trade Avg Winning Bars
Largest Losing Trade Avg Losing Bars
Total Net Profit is our goal in trading. Three key factors of a trading system will help us to reach this goal.
Winning Rate = ( Winning Trades / Total Trades ) • 100%.
Win/Loss Ratio = Avg Winning Trade / Avg Losing Trade.
Profit Factor = Gross Profit / Gross Loss.
Among the three factors mentioned above, the Profit Factor is the most important. If the Profit Factor is greater than 1.0, it means that the trading system is a winning system. A Profit Factor greater then 1.5 is a tradable system.
AbleSys Index is an overall performance factor, which equals the product of (a), (b) and (c), i.e.,
AbleSys Index = (a) x (b) x (c)
If AbleSys Index = 0.50, it means the trading system is just break even. AbleSys Index > 0.50 is a winning system. In the trading software industry, an AbleSys Index > 1.2 means a tradable system. However, with ATTS, typically, look for an AbleSys Index > 2.5 as your tradable system. Do not trade any symbol or chart with an AbleSys Index less than 2.5 even through the symbol or chart may be one of your favorites.
EXP Index is another overall factor to evaluate a trading system.
EXP = [ (1 + Win/Loss Ratio) * Winning Rate] – 1
EXP = 0 means the trading system breaks even. EXP > 0 the trading system is winning. EXP > 0.5 the trading system is tradable. The bigger number, the better performance.
For Users of Money Management Option only:
If you select Money Management (MM) module, you will see special testing report with MM. See the following example.
And, you can also view the trade-by-trade results with MM. See example below. Here Pos./MM_Size means the Trading Size with Money Management, w MM means with Money Management, w/o MM means without Money Management.
Risk Disclosure: Futures and options 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 one's financial security or lifestyle. 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.
Testimonial Disclosure: Testimonials appearing on this website may not be representative of the experience of other clients or customers and is not a guarantee of future performance or success.
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