Grain Systems
The grain systems which are detailed on the
following pages are generated from multiple years of historical data, in
some instances dating back as early as the 1960's.
The strategy employed involves a long term
trend following approach which is designed to catch the major moves in
each market. Although the system is usually successful in capturing these
major trends, it often will experience a series of losing trades when the
market finds itself in a sideways, congestion area.
To varying degrees these systems also use
Parallel Function Technology. Detailed explanations of this programming
approach can be examined here.
Considerable detail in contained in the
system reports you are about to view. An explanation of the various report
fields can be examined on the TradeStation
Report Explanations Page. Although many will find these detailed
reports useful, I think the best feel for a system can be obtained by
examining not only the net profit for each system, but also the maximum intraday
drawdown, maximum consecutive losing trades and the average profit per
trade.
Click on the links below for details on
each system.
Order
Form
Corn
Soybeans
Soybean Meal
Oats |