Recruitment of participants SPY Swing Trading Strategy Pro TradeStation

SPY Swing Trading Strategy Pro TradeStation



An extremely accurate swing trading strategy for SPY based on fundamental market principles of mean reversion and trend following.

This is a professional trading strategy, ready for real-world automation or manual trading and includes user adjustable stop-loss orders.

This SPY Swing Trading Strategy is a 100% rules-based algorithm designed for taking long and short trades aligned with SPY's macro trends. It identifies and executes trading opportunities when price deviates significantly from its short-term range for fast, repeatable profits.

This strategy adapts to market volatility through a dynamic position sizing function, providing consistent performance.

I wrote and tested this strategy in 2016 using sophisticated statistically techniques and tools and since its deployment it continues to perform in real-time.
How It Works

The strategy automatically detects patterns that have historically produced repeatable outcomes that can be exploited as long or short trading opportunities. These patterns are defined mathematically using large tolerances to minimize curve-fitting to past data.

SPY must be in a confirmed uptrend or downtrend (trend following).
Trades are triggered when SPY surpasses a dynamically calculated threshold, buying or shorting depending on the trend.
Positions are closed when SPY returns to its average price (mean reversion).



Features

Adaptive position sizing based on real-time market volatility.
Option to manually set position size.
Ready for automated trading out of the box.
Fully annotated code for easy comprehension.
Transparency with no "black boxes."

What's Included

Quick start guide
EasyLanguage source code (.eld format)
TradeStation Workspace (.tsw format)
Full code (.txt format)
Life-time strategy updates



Learning From My Code

I think you'll find the following functions of interest to start coding and testing your own strategies!

Implemented Sub-Functions In This Strategy:
Trend determination
Optimum range calculations for S&P 500 mean reversion
Automatic position size calculation based on volatility
Open trade management
Stop-loss orders based on volatility

Happy Trading!