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REVIEW DISCLAIMERS - HYPOTHETICAL MODEL ACCOUNT PERFORMANCE
“The statistics on this page are calculated via the combination of three hypothetical data sets:
1. Backtested, 2. Tracked, and where available 3. Live.
Backtested Performance is calculated by running a trading system backwards in time, and seeing what trades would have been done in the past when applied to backadjusted data. Tracked performance is calculated by running the trading system forwards on data each and every day, and logging the trades as they happen in real time day after day. Live performance is calculated by running the trading system on LIVE tick data for actual clients and tracking the actual buy and sell prices those clients trading the system receive in their account.
We use Live results to calculate monthly returns for any month in which clients were trading for the entire month, Tracked fills for those months in which there are no client fills for the entire month, and computer generated fills for those months occurring before we loaded the system onto our trade servers. The results are hypothetical in that they represent returns in a model account. The model account rises or falls by the single contract profit and loss achieved by the system in whichever data set is available. The hypothetical model account begins with the Sugested Capital listed, and is reset to that amount each month. The percentage returns reflect inclusion of commissions, fees, slippage, and the cost of the system. The commission, slippage, fees, and monthly system costs are subtracted from the net profit/loss prior to calculating the percentage return.
Please note that the method of resetting the model account to the initial value at the start of each month creates a track record which is representative of the simple returns for each time period, but that it does not, by definition, show how returns would compound over time. Should an investor following said program trade a single contract indefinitely without also resetting their account to the initial capital amount each month, their performance will differ from the performance detailed herein.”
WHY AUTOMATED TRADING
| No Emotions Very few traders can successfully control hope, greed, anxiety, fear and panic in their trading; letting those emotions leak into their trading decisions. Automated trading systems don’t have an opinion and don’t have emotions – they stick to a programmed set of rules no matter what is happening around them, providing the discipline and patience required for a more objective and reliable approach to trading. |
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| Backtested While it is largely impossible to test how your gut feelings and intuitions about a market would have performed in the past, automated trading systems can easily be backtested using historical prices to see how the system would have performed (hypothetically) if it had been active in past market environments. While there are limitations to backtesting (chief among them that the code was prepared with the benefit of this hindsight), we would still rather see how the current algorithms worked on past prices than not having that data point when considering an automated trading strategy. |
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| Forward-Tested Given the limitations of backtesting, we also forward-test each trading strategy -running the strategy in real time on live market data . This out of sample test can help confirm the effectiveness of the trading strategy on today’s market climate and expose any problems inherent in the code. |
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| Real Money Fills While backtesting is nice to have, and forward tests help confirm a strategy is viable – knowing how actual investors are doing on a trading strategy with real money is the most valuable piece of data, in our opinion. The iSystems platform by TradingMotion tracks the buy and sell prices (the ‘fills’) for each and every user for each and every trading strategy on the platform, showing subscribers the best fill price received, worst received, and average price across all accounts following a trading strategy. No more questioning if what you see on the website is what you’ll get. Users are guaranteed to be within the best and worst prices, and while sometimes you may get the best price, and sometimes the worst – more often than not you will be right around the average price due to the orders being sent in random order, resulting in actual performance over time lining up with what you see on the platform. |
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| Fully Automated Automated means it runs automatically, without the need for you to be glued to the computer so as to not miss any trade setups or exit points. The trading strategies are programmed to react to price movements and place orders to enter and exit as needed. All you need to do is activate a strategy, and it will run day in and day out until you deactivate it, doing the hard work for you. You can monitor your performance, make real time changes to your portfolio of strategies as needed, and the iSystems platform by TradingMotion will automatically do the rest, giving you accurate information on your fills and account status, leaving human error out of the equation. |
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| Diversified Trading strategies come in many different shapes and sizes, some preferring to pick market tops and bottoms, others coded to ride the daily trend, and everything in between. They also run on over 40 markets spanning different countries and asset classes, with everything from Euro Bunds to Corn to the emini S&P futures. The the iSystems platform by TradingMotion allows you to study, compare, and choose from many different trading strategies to create a diversified portfolio with various developers, markets, and strategies. Such trading of a portfolio of uncorrelated trading strategies can help reduce risk and potentially lower drawdowns. |
TRUSTED TECHNOLOGY
| 10 Years in the Making… The iSystems platform was created by a Spanish company called TradingMotion, SL. Since 2002, TradingMotion has offered automated trading systems from different developers to investors, starting the service at the leading futures broker in Spain – Interdin.com. After years of perfecting their execution technology, expanding the number of available systems, and providing better tools for their analysis; the platform is now available to US investors. |
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| Reliability Automated Trading has spent years working with TradingMotion to insure the fastest and most fair execution available. Every trade is sent to the exchange via a direct connection, and sent in random order to assure no one account gets preferred treatment. Once a trade is filled, clients can see the best, worst, and average price received across all accounts trading each strategy, and how much that fill differed from the strategy ‘fill price’, what we call slippage. The mission of the iSystems platform is to insure the performance you receive in your account over a representative period of time matches the performance you see on the platform. |
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| Server-Based Execution TradingMotion technology sends orders direct to the various futures exchanges within milliseconds after a trading system has generated a signal, running the trading algorithms on the same servers as the order routing technology to remove the latency which comes from building charts or running system code on a remote machine which then must transmit orders to another machine. |
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| Trading Algorithms Hosted In-House The iSystems platform by TradingMotion runs all of the automated trading systems available on the platform on its servers in house. By requiring that developers send their trading system code into TradingMotion, all of the problems with the code running on the developers’ machines are removed (poor backup facilities, manual overrides, the potential for constant changing of the code, and so on). |
VIEW PERFORMANCE
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REVIEW DISCLAIMERS - HYPOTHETICAL MODEL ACCOUNT PERFORMANCE
“The statistics on this page are calculated via the combination of three hypothetical data sets:
1. Backtested, 2. Tracked, and where available 3. Live.
Backtested Performance is calculated by running a trading system backwards in time, and seeing what trades would have been done in the past when applied to backadjusted data. Tracked performance is calculated by running the trading system forwards on data each and every day, and logging the trades as they happen in real time day after day. Live performance is calculated by running the trading system on LIVE tick data for actual clients and tracking the actual buy and sell prices those clients trading the system receive in their account.
We use Live results to calculate monthly returns for any month in which clients were trading for the entire month, Tracked fills for those months in which there are no client fills for the entire month, and computer generated fills for those months occurring before we loaded the system onto our trade servers. The results are hypothetical in that they represent returns in a model account. The model account rises or falls by the single contract profit and loss achieved by the system in whichever data set is available. The hypothetical model account begins with the Sugested Capital listed, and is reset to that amount each month. The percentage returns reflect inclusion of commissions, fees, slippage, and the cost of the system. The commission, slippage, fees, and monthly system costs are subtracted from the net profit/loss prior to calculating the percentage return.
Please note that the method of resetting the model account to the initial value at the start of each month creates a track record which is representative of the simple returns for each time period, but that it does not, by definition, show how returns would compound over time. Should an investor following said program trade a single contract indefinitely without also resetting their account to the initial capital amount each month, their performance will differ from the performance detailed herein.”
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