XXX_RealTraded = All the trades are done by strategy (XXX) in live (not backtested)

XXX_BackTest = Equity curve from backtest (too good usually), real problem which one to choose (parameter dependent)?, Best ProfitFactor, Best Net Profit, ... (I would chose smoothest equity curve, that’s good form to my personal trading psychology. But there are plenty of very profitable algorithms with even percent profitable less than 20%! ) The order has nothing to do with best ones.. and even bad ones will be included.

Yes, the number of optimization parameters are significant! (curve fitting)


Ongoing project so check later again, please!.   (Play Slideshow to see those better)


Basic info: All the next ones are intraday strategies (no overnight position), 1 contract max. Standard commissions included (if not mentioned otherwise).


Alternative custom-made strategies are done by request. Several equity graphs at blogger too. Actually there are much more those current commodity robot eqs. than here.


There is a substantial risk of loss in trading any futures. Past performance is not indicative of future results.

Some samples of different NinjaTrader strategies

Strategy images & equity curves

PriceVoodoo sites: