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Key Daily & Intraday
Trading Systems
Robust Velocity System The Acceleration System The Velocity System Next Bar Forecast System Polychromatic Mtm System MaxLikelihoodRng System NoiseChanBrkout Systems 2-P NB Forecast System
Nth Order Fixed Memory
Polynomial System
Nth Order Fading Memory
Polynomial System
End Point Fast Fourier
Transform System
Goertzel DFT
System
Five Parameter
Parabolic System
Dennis Meyers
Working Papers
Key Daily & Intraday Trading Systems

The Key Daily & Intraday Trading Systems Version 5 contains a total of nine short term trading systems listed below .
The Key Daily & Intraday Trading Systems is available For TradeStation and NeuroShell Trader/DayTrader Pro.
  • Robust Repeated Median Velocity System
    This System finds the Velocity of N bars using the modern robust regression mathematical techniques called the Repeated Median Slope. If the Repeated Median Velocity(RMV) is greater than the threshold amount vup the system buys. If the Repeated Median Velocity is less than the threshold amount -vdn the system sells. The RMV is made into a super fast DLL. This DLL allows the System & Indicator to update in real time and makes optimization of the RMV system quick. "The Robust Repeated Median Velocity System" was presented in the Oct/2004 issue of Active Trader Magazine. A description of this system can be found on page Robust Repeated Median Velocity System
  • Least Squares Acceleration™ System
    This System finds the Acceleration of the N bar Least Squares 2nd order polynomial line. A super fast algorithm for the least squares acceleration of the 2nd order polynomial curve is used that avoids floating point overflow and cuts the computation time by 80%. If the acceleration is greater than the threshold amount aup the system buys. If the acceleration is less than the threshold amount -adn the system sells. "The Acceleration System" was presented in the July/2004 issue of Active Trader Magazine. A description of this system can be found on page Acceleration System
  • Least Squares Velocity System™
    This System takes the Velocity of the N bar Least Squares straight line. If the velocity is greater than the threshold amount vup the system buys. If the velocity is less than the threshold amount -vdn the system sells. "The Velocity System" was presented in the July/2003 issue of Active Trader Magazine. A description of this system can be found on page Velocity System
  • Next Bar Forecast System™
    This System takes the Least Squares straight line on the last N bars and projects the line out to the next bar. These next bar projections are connected into a next bar curve. The system then follows this next bar curve and generates it's buy and sell signals from the percent changes the curve moves from curve local lows and highs. This system was presented in the May/98 issue of Stocks & Commodities "Surfing The Linear Regression Curve With Bond Futures" and "The Next Bar Forecast System" presented in the May/2003 issue of Active Trader. A description of this system can be found on page  Next Bar Forecast System
  • The Polychromatic Momentum System™
    This new system takes unique combinations of many momentum time divisions to create it's buy and sell signals. The Polychromatic Momentum System was presented in the November/2002 Active Trader Issue. A description of this system can be found on page PolyChrMtm System
  • The Maximum Likelihood Range System™
    This new range based system uses a variable lookback period based upon a maximum likelihood range to generate it's buy and sell signals and reduce the false signals. The Maximum Likelihood Range System was presented in the March/2003 Active Trader Issue. A description of this system can be found on page  MaxLkHdRge System
  • The Noise Channel Breakout System™
    This is the Noise Channel Breakout System that was presented in the April/98 Stocks & Commodities Issue and in the September/2001 issue of Active Trader. A description of this system can be found on page Noise Channel B/O System
  • The Noise Channel-2 Breakout System™
    This system improves the Noise Channel Breakout System adding another parameter for better performance. The Noise Channel-2 Breakout was presented in the October/2001 Active Trader Issue. A description of this system can be found on page Noise Channel 2 B/O System
  • The 2-P Next Bar Forecast System
    The 2-P Next Bar Forecast system is a 2nd order polynomial Least Squares System that extrapolates the next bar's value and can react much faster to price changes than the Least Squares t+1 system above. A super fast algorithm for the 2nd order polynomial avoids floating point overflow and cuts the computation time by 80%. The 2-P Next Bar Forecast System was presented in the December/2004 Active Trader Issue. A description of this system can be found on page  2-P Next Bar Forecast System

All strategies are orientated to short term trading in all bar ranges from 1 tic, to 1 min bars to daily bars. These strategies can even be used on P&F charts. None of our strategies are "plug and play". By that I mean the strategies can't be used right out of the box. The input parameters in the strategy have to be "discovered" by TradeStation or NeuroShell optimization and comprehensive analysis for the tradeable and the time bars you are interested in. It takes some discriminating *skill* and experience to select the input parameters in the test optimization section that will produce profits in the out of sample future.

For TradeStation all of the EasyLanguage™ strategy and indicator codes are directly importable into your choice of TS2000i, TS8 and are fully disclosed. There are no locks of any kind on the EasyLanguage source code. The C++ DLL code is not disclosed. The Input parameters to the strategies and indicators are changeable and optimizable so that the user can develop his own parameter set on his price series and time frame of interest. Although the system results will give parameters for the intraday or daily futures the system was tested on, the user can easily use this system on any tradeable or on any time frame.

For NeuroShell Trader/DayTrader Pro, the Trading Strategy and Indicators are directly imported into NeuroShell via a special setup exe file and are fully disclosed in the Indicator wizard "MA_KeyTrSys" category and in the Trading Strategy Wizard "MA_KeyTrSys" directory. The C++ DLL code is not disclosed. The Input parameters to the strategies and indicators are changeable and optimizable so that the user can develop his own parameter set on his price series and time frame of interest. Although the system results will give parameters for the intraday or daily futures the system was tested on, the user can easily use this system on any tradeable or on any time frame.

The 100+ page manual consists of:

  • A short tutorial on the details of performing walk forward optimization with out-of-sample testing using TradeStation and how I look for the "best" parameters in a TS combinatorial optimization run(available in the TS Manual only).
  • A complete description of each system, it's derivation and it's input parameters.
  • The walk forward optimization method used and a table of the walk forward results for each system.
  • The input parameter test ranges
  • How to setup a chart using the Strategies and Indicators in TradeStation or NeuroShell.
  • An EasyLanguage Strategy and Indicator code printout (TradeStation and Multicharts only)
  • A chart printout with the Strategy & it's associated Indicator with all the system buy and sell signals displayed on the chart.
  • Performance Summaries for the test period and the out-of sample period segments.
  • Special %Runup-%Drawdown for each trade, trade by trade Summaries.

In addition each system has it's exact duplicate in indicator form which is displayable on the price chart so that the user can visually see how the buy and sell signals occur.

For TradeStation (TS8,TS2000i), The Key Daily & Intraday Trading Systems Version 5 package consists of a manual with tutorial as described above, Strategy, Indicator ELS/ELD file, and DLL file and is being offered through Meyers Analytics L.L.C. for $395 plus shipping if not by email. Shipping via Email consists of the Manual in Adobe PDF format, ELS/ELD file and DLL file.. The Key Daily & Intraday Trading Systems DLL file has a "Key Licence" that only allows it to be installed on two computers.

For NeuroShell Trader/DayTrader Pro, The Key Daily & Intraday Trading Systems Version 5 package consists of a manual as described above and a special setup exe file that installs all the Trading Strategies, Indicators, and DLL into NeuroShell. This product is being offered through Meyers Analytics L.L.C. for $395 plus shipping if not by email. Shipping via Email consists of a zip file containing the Manual in Adobe PDF format and the MA-KeyTrSysSetup.exe setup file. The Key Daily & Intraday Trading Systems DLL file has a "Key Licence" that only allows it to be installed on two computers.


How To Order
To order online click Order Online. To order via Fax or mail using a Visa or Master Card please fill out the order form on the Order Form page and Fax it to the telephone number on the order form or mail it to the address on the order form. If you would like to talk to me about the product, please call me at (312) 280-1687 M-F 12pm to 5pm CST. All E-mail queries can be sent to info@meyersanalytics.com.

Thank you for your Interest....Dennis Meyers



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