## Tradestation

Product Name: SDB Strategy Optim

Type: STRATEGY USED WITH CHARTING

Price: (USD per month) $99

Free Trial: Available for 10 Days

Note: Our descriptions are a factual summary of our product and how it works.

Detailed Description

Overview:

*Strategy Optim is a trading strategy written specifically for the Charting application within TradeStation.

*Strategy Optim allows for an Input, from 1-23. Each Input Value corresponds to a sub-strategy, that can be found below.

*Double clicking Input Values enables use of TradeStation’s Optimizer.

*Using Format | Strategy | Optimization | enables the strategy to find the optimization values that are of most value.

*After optimization, simply review the output with TradeStation via Menu | View | Strategy Optimization Report (Alt+Shift+O).

Capabilities

Strategy Optim functionality includes the ability to optimize in search of the most superior hypothetical back-test results, for 23 underlying strategies, that output into the Optimization Report when using TradeStation’s optimizer.

The application may best be used with delayed, real-time, or 3rd party market data, on bar intervals from 1 minute or higher. Simulated or real-time accounts may be used. On the chart where Strategy Optim has been inserted, edit the symbol’s intervals as desired. We cannot guarantee that errors will not appear when using the application on other than OHLC bars.

Key Features

*Twenty Three (23) technical strategies (within a single strategy)

*Multi-strategy output while using optimizer

*Multi Asset-Class - Forex, Futures, Stocks

*Multi Bar Interval – Intra-Day, EOD

Optimization

*Input Values from 1-23 or use the optimizer to sort through the 23 strategies listed below.

Strategy List:

1=MACD

2=ConsecUpsDwns

3=Gap Up Down

4=Inside Bar

5=Key Reversal

6=MA Cross

7=MA2 Cross

8=MA3 Cross

9=OutsideBar

10=PercentR

11=PivotExt

12=RSI

13=Stochastic

14=Keltner Channel

15=Bollinger Band

16=Momentum

17=Parabolic

18=PivotRev

19=PriceChannel

20=VoltyExpan

21=VoltyExpan Close

22=ChanBreakout

23=New Highs Lows

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Strategy Code:

MACD

1=MACD LE,SE A Long or Short entry based on a MACD crossover. FastLength=12, SlowLength="26," MACDLength="9.

KELTNER

2=Keltner Channel LE, SE A Long entry based on prices crossing the upper Keltner Channel band. A Short entry based on prices crossing the lower Keltner Channel band. Price=Close, Length="20," NumATRs="1.5.

BOLLINGER

3=Bollinger Band LE, SE A Long entry is based on the highprice crossing below the upper Bollinger Band. A Short entry is based on the low price crossing above the lower Bollinger Band. BollingerPrice=Close, TestPriceUBand="Close," Length="20," NumDevsUp="2," NumDevsDn="2.

CONSEC

4=ConsecUpsDwns LE, SE A Long entry is based on a number of consecutive closes greater than the previous. A short entry is based on a number of consective closes less than the previous. ConsecutiveUps=3, ConsecutiveDns="3.

GAP

5=Gap Up Down LE, SE A Long entry is based on the occurrence of a Gap Up (if the current low price is higher than the previous bars high.) A Short entry is based on the occurrence of a Gap Down (if the current high price is lower than the previous bars low.)

INSIDE BAR

6=Inside Bar LE, SE A Long entry based on the occurrence of an inside bar.(Low greater than the previous Low, High less than the previous High) and the Close is greater than the Open.) A Short entry based on the occurrence of an inside bar.(Low greater than the previous Low, High less than the previous High) and the Close is less than the Open.)

KEY REVERSAL

7=Key Reversal LE, SE A Long entry based on a Key Reversal bar (a new low and a higher close than the previous bar.) A Short entry based on a Key Reversal bar (a new high and a lower close than the previous bar.) Length="1

MOMENTUM

8=Momentum LE, SE A Long entry is based on a rising momentum calculation. A Short entry is based on a declining momentum calculation. Price=Close, Length="12.

MA CROSS

9=MA Cross LE, SE A Long entry based on prices being above a moving average for a consecutive number of bars. A Short entry based on prices being below a moving average for a consecutive number of bars. Price="Close," Length="9," ConfirmBars="1.

MA CROSS 2 LINES

10=MA2 Cross LE, SE A Long entry based on crossing moving averages. A Short entry based on crossing moving averages. Price=Close, FastLength="9," SlowLength="18.

MA CROSS 3 LINES

11=MA3 Cross LE, SE A Long entry based on crossing moving averages. A Short entry based on crossing moving averages. Price=Close, FastLength="4," MedLength =9, SlowLength="18.

NEW HIGH LOW

12=NewHighLow LE, SE A Long entry based on a new high for the specified time period. A Short entry based on a new low for the specified time period.

OUTSIDE BAR

13=OutsideBar LE, SE A Long entry based on the occurrence of an outside bar (Low less than the previous Low, High greater than the previous High and the Close is greater than the Open.) Short entry based on the occurrence of an outside bar (Low less than the previous Low, High greater than the previous High and the Close is less than the Open.)

PARABOLIC

14=Parabolic LE, SE A Long entry based on the value of the Parabolic calculation. Short entry based on the value of the Parabolic calculation. AFStep(.02), AFLimit(.2).

PERCENT R

15=PercentR LE, SE A Long entry based on the calculation of PercentR. A Short Long entry based on the calculation of PercentR. Length=14, OverSold="20," OverBought="80," Trigger="62.

PIVOT

16=PivotExt LE, SE A Long entry based on the occurrence of a low pivot point (a bar that is preceded by LeftStrength (Input) number of higher Price values and followed by RightStrength (Input) number of higher Price values.) A Short entry based on the occurrence of a high pivot pointa bar that is preceded by LeftStrength (Input) number of lower Price values and followed by RightStrength (Input) number of lower Price values. Price="High" or Low, LeftStrength="4," RightStrength="2.

PIVOT REV

17=PivotRev LE, SE A Long entry based on a breakout of a pivot high point. (A high pivot bar (or a swing high) is a bar that is preceded and followed by lower highs.) A Short entry based on a breakout of a pivot low point. (A low pivot bar (or a swing low) is a bar that is preceded and followed by higher lows.) Strength=4.

PRICE CHANNEL

18=PriceChannel LE, SE A Long entry based on price crossing above a price channel. A Short entry based on price crossing below a price channel.Length=20.

RSI

19=RSI LE, SE A Long entry based on an RSI calculation. A Short entry based on an RSI calculation. Price=Close, Lenght="14," OverBought="70," OverSold="30.

STOCHS

20=Stochastic LE, SE A Long entry based on the crossover of Stochastic lines. A Short entry based on the crossover of Stochastic lines.

VOLTY EXPAN OPEN

21=VoltyExpan Open LE, SE A Long entry based on price movement beyond the average range. A Short entry based on price movement beyond the average range. (At the open of the next bar plus or minus NumRanges (Input) times the average of the range.) Length=4, NumRanges="1.2.

VOLTY EXPAN CLOSE

22=VoltyExpan Close LE, SE A Long entry based on a percentage of price movement beyond the average range. A Short entry based on a percentage of price movement beyond the average range. (At a percentage of the average true range above or below the current close.) Length=5, NumATRs=".75.

CHANNEL BREAKOUT

23=Channel Breakout LE, SE A Long entry based on a breakout above the high of the last 20 bars. A Short entry based on a breakout below the low of the last 20 bars. Price = High Pricee = Low, Length="20.

**Please note, that due to some of the entry and or exit conditions required to generate signals that approximately match the underlying strategies within the TradeStation strategy library, bar intervals sub 1 minute or bar types other than OHLC may not produce the desired output.

Type: STRATEGY USED WITH CHARTING

Price: (USD per month) $99

Free Trial: Available for 10 Days

Note: Our descriptions are a factual summary of our product and how it works.

Detailed Description

Overview:

*Strategy Optim is a trading strategy written specifically for the Charting application within TradeStation.

*Strategy Optim allows for an Input, from 1-23. Each Input Value corresponds to a sub-strategy, that can be found below.

*Double clicking Input Values enables use of TradeStation’s Optimizer.

*Using Format | Strategy | Optimization | enables the strategy to find the optimization values that are of most value.

*After optimization, simply review the output with TradeStation via Menu | View | Strategy Optimization Report (Alt+Shift+O).

Capabilities

Strategy Optim functionality includes the ability to optimize in search of the most superior hypothetical back-test results, for 23 underlying strategies, that output into the Optimization Report when using TradeStation’s optimizer.

The application may best be used with delayed, real-time, or 3rd party market data, on bar intervals from 1 minute or higher. Simulated or real-time accounts may be used. On the chart where Strategy Optim has been inserted, edit the symbol’s intervals as desired. We cannot guarantee that errors will not appear when using the application on other than OHLC bars.

Key Features

*Twenty Three (23) technical strategies (within a single strategy)

*Multi-strategy output while using optimizer

*Multi Asset-Class - Forex, Futures, Stocks

*Multi Bar Interval – Intra-Day, EOD

Optimization

*Input Values from 1-23 or use the optimizer to sort through the 23 strategies listed below.

Strategy List:

1=MACD

2=ConsecUpsDwns

3=Gap Up Down

4=Inside Bar

5=Key Reversal

6=MA Cross

7=MA2 Cross

8=MA3 Cross

9=OutsideBar

10=PercentR

11=PivotExt

12=RSI

13=Stochastic

14=Keltner Channel

15=Bollinger Band

16=Momentum

17=Parabolic

18=PivotRev

19=PriceChannel

20=VoltyExpan

21=VoltyExpan Close

22=ChanBreakout

23=New Highs Lows

////

Strategy Code:

MACD

1=MACD LE,SE A Long or Short entry based on a MACD crossover. FastLength=12, SlowLength="26," MACDLength="9.

KELTNER

2=Keltner Channel LE, SE A Long entry based on prices crossing the upper Keltner Channel band. A Short entry based on prices crossing the lower Keltner Channel band. Price=Close, Length="20," NumATRs="1.5.

BOLLINGER

3=Bollinger Band LE, SE A Long entry is based on the highprice crossing below the upper Bollinger Band. A Short entry is based on the low price crossing above the lower Bollinger Band. BollingerPrice=Close, TestPriceUBand="Close," Length="20," NumDevsUp="2," NumDevsDn="2.

CONSEC

4=ConsecUpsDwns LE, SE A Long entry is based on a number of consecutive closes greater than the previous. A short entry is based on a number of consective closes less than the previous. ConsecutiveUps=3, ConsecutiveDns="3.

GAP

5=Gap Up Down LE, SE A Long entry is based on the occurrence of a Gap Up (if the current low price is higher than the previous bars high.) A Short entry is based on the occurrence of a Gap Down (if the current high price is lower than the previous bars low.)

INSIDE BAR

6=Inside Bar LE, SE A Long entry based on the occurrence of an inside bar.(Low greater than the previous Low, High less than the previous High) and the Close is greater than the Open.) A Short entry based on the occurrence of an inside bar.(Low greater than the previous Low, High less than the previous High) and the Close is less than the Open.)

KEY REVERSAL

7=Key Reversal LE, SE A Long entry based on a Key Reversal bar (a new low and a higher close than the previous bar.) A Short entry based on a Key Reversal bar (a new high and a lower close than the previous bar.) Length="1

MOMENTUM

8=Momentum LE, SE A Long entry is based on a rising momentum calculation. A Short entry is based on a declining momentum calculation. Price=Close, Length="12.

MA CROSS

9=MA Cross LE, SE A Long entry based on prices being above a moving average for a consecutive number of bars. A Short entry based on prices being below a moving average for a consecutive number of bars. Price="Close," Length="9," ConfirmBars="1.

MA CROSS 2 LINES

10=MA2 Cross LE, SE A Long entry based on crossing moving averages. A Short entry based on crossing moving averages. Price=Close, FastLength="9," SlowLength="18.

MA CROSS 3 LINES

11=MA3 Cross LE, SE A Long entry based on crossing moving averages. A Short entry based on crossing moving averages. Price=Close, FastLength="4," MedLength =9, SlowLength="18.

NEW HIGH LOW

12=NewHighLow LE, SE A Long entry based on a new high for the specified time period. A Short entry based on a new low for the specified time period.

OUTSIDE BAR

13=OutsideBar LE, SE A Long entry based on the occurrence of an outside bar (Low less than the previous Low, High greater than the previous High and the Close is greater than the Open.) Short entry based on the occurrence of an outside bar (Low less than the previous Low, High greater than the previous High and the Close is less than the Open.)

PARABOLIC

14=Parabolic LE, SE A Long entry based on the value of the Parabolic calculation. Short entry based on the value of the Parabolic calculation. AFStep(.02), AFLimit(.2).

PERCENT R

15=PercentR LE, SE A Long entry based on the calculation of PercentR. A Short Long entry based on the calculation of PercentR. Length=14, OverSold="20," OverBought="80," Trigger="62.

PIVOT

16=PivotExt LE, SE A Long entry based on the occurrence of a low pivot point (a bar that is preceded by LeftStrength (Input) number of higher Price values and followed by RightStrength (Input) number of higher Price values.) A Short entry based on the occurrence of a high pivot pointa bar that is preceded by LeftStrength (Input) number of lower Price values and followed by RightStrength (Input) number of lower Price values. Price="High" or Low, LeftStrength="4," RightStrength="2.

PIVOT REV

17=PivotRev LE, SE A Long entry based on a breakout of a pivot high point. (A high pivot bar (or a swing high) is a bar that is preceded and followed by lower highs.) A Short entry based on a breakout of a pivot low point. (A low pivot bar (or a swing low) is a bar that is preceded and followed by higher lows.) Strength=4.

PRICE CHANNEL

18=PriceChannel LE, SE A Long entry based on price crossing above a price channel. A Short entry based on price crossing below a price channel.Length=20.

RSI

19=RSI LE, SE A Long entry based on an RSI calculation. A Short entry based on an RSI calculation. Price=Close, Lenght="14," OverBought="70," OverSold="30.

STOCHS

20=Stochastic LE, SE A Long entry based on the crossover of Stochastic lines. A Short entry based on the crossover of Stochastic lines.

VOLTY EXPAN OPEN

21=VoltyExpan Open LE, SE A Long entry based on price movement beyond the average range. A Short entry based on price movement beyond the average range. (At the open of the next bar plus or minus NumRanges (Input) times the average of the range.) Length=4, NumRanges="1.2.

VOLTY EXPAN CLOSE

22=VoltyExpan Close LE, SE A Long entry based on a percentage of price movement beyond the average range. A Short entry based on a percentage of price movement beyond the average range. (At a percentage of the average true range above or below the current close.) Length=5, NumATRs=".75.

CHANNEL BREAKOUT

23=Channel Breakout LE, SE A Long entry based on a breakout above the high of the last 20 bars. A Short entry based on a breakout below the low of the last 20 bars. Price = High Pricee = Low, Length="20.

**Please note, that due to some of the entry and or exit conditions required to generate signals that approximately match the underlying strategies within the TradeStation strategy library, bar intervals sub 1 minute or bar types other than OHLC may not produce the desired output.

**Product Document Here**