I'm just so very pleased to get emails like that.

A New Success. This time we'll take a look at what Dennis has accomplished on the S&P 500 emini.  Using bots he created himself, he built a system that over a 7.5 year period has hypothetically achieved 65% winners, has winners beating losers by 2.13 to 1, and accumulating a net profit that I estimate to be about $118,000 (commissions deducted). His equity curve is a very straight line with a nice up-turn recently.  The top plot in the chart is price, the middle is his signal and the bottom is his equity curve.  Click the image to go to the Gallery of Customer Successes to see bigger images.

Summary:
Security: S&P500 emini (ES)
Bot: User Custom Bot
Gains: Hypothetical $118,000 in 7.5 years
Consistency: Straight equity curve
User: Dennis, The Netherlands, using Dakota EOD Standard Edition

What can YOU do with Dakota?

We just released Dakota R/T version 1.2 with further performance enhancements to tick and bar handling.  The Tick Historian was re-engineered to process faster than the feed and we accelerated the bar construction to be many times faster while on-line.

We also added a new price indicator on the Y (vertical) axis of the chart that shows the close of the currently developing bar so you can see whether the developing bar is with or against you as the ticks unfold.  Red indicates the developing bar is declining from the last bar's close, Green if it is rising and White (shown) if it is the same price.

Another neat user-suggested feature is pop-up message windows that appear when Dakota swarms are changing positions.  That way you don't have to be watching Dakota R/T, but be doing other things and be alerted to changing trading positions as they occur.

Tech Talk

Russell 2000 eMini Intraday
While testing the new release of Dakota R/T, I encountered using the Double XMA Smoothed Stochastic Equity Controller Bot on the emini Russell 2K intraday. At first I was using 1-minute bar historical test data from an R/T customer which I had converted into 1 hour bars using Dakota R/T's bar builder capabilities.  The equity curve isn't real straight (lower green curve, click image for bigger picture), but it certainly is a money maker, with 78.72% winners, a Win/Loss Point Ratio of 2.3743 and grabbing an average of 2.75 points per trade.  I hypothetically got 138 points vs. a buy and hold of 38.  Not bad for 100% walk-forward out of sample results.

Venturing further, I tried it on the tail end of the September contract with intraday ticks, not a lot, but a quick check on 63 1-hour bars between Aug 28th and Sept 3rd.  I forced Dakota out of the market during off hours using a "Trading Hours" stop.  Since the contract price was going pretty much vertical, I wondered if I could beat it.  I switched Dakota R/T into reporting $, trading one hypothetical emini contract and gave it a go. As a result, in about 2 days hypothetical trading, I netted $2,614 vs. a buy-n-hold of $1,920.  Of the 6 trades, 5 were winners (83%).  My screenshot is above.  Purple X's are where the trading hours stop set me aside.  Click on the image for a bigger view.  Sure, this 2nd test was only 6 trades over two trading days, but it does give another positive indication.  1-hour bars are perhaps a good balance between "noise" and price movement.