Automated Trading System Ideas

Welcome, Trading Enthusiast!

Systematic Algo Trader is dedicated to taking trading ideas and turning them into profitable, automated trading systems. Twice every month we take a trading idea, build a system, and test it to see how it may perform in the real world.

Subscribe to our twice monthly newsletter with shiny new content, sent the 15th and last day of every month with a new Trading System Idea, hypothetical portfolio update, and more!

Don’t worry, we will never, ever, ever sell, overuse, or donate your email address. Promise.

Watch us build and test new automated trading systems

Join us on the 15th and last day of every month as we take a new trading idea through our four phase development process:

  • 1: Plan & Design
  • 2: Build
  • 3: Test
  • 4: Deploy

Follow along and you will learn how we do what we do, as we do it.  We are never short of ideas and believe that we can never have too many good trading systems.

About 98% of ideas are bad and fail

We have a trashcan full of wonderful trading ideas and bad systems.  Failure is okay and expected. You will see our failures and successes here.

1-2% of ideas may result in good trading system

If a trading system passes all of our tests, we will put it into a virtual portfolio for the world to see how well it performs.  Our aim is to be as transparent as possible and show what a system may look like if it were in a real portfolio.  (Read our Disclaimer on hypothetical results).

We hope you learn more about systematic trading through this site and are entertained, amused, and educated by what we present.  If you have a trading idea that you would like for us to turn into a system, drop us a line and we will give you all the details.  In the meantime….

Enjoy everything!

Our Recent Activity

Trading Idea #029 – Momentum 1

I have been wondering about momentum systems for a while, so after hearing and learning about the differences between momentum and trend-following methods, I figured I would pick an idea from the ether and apply it to the forex markets.

Trading Idea #027 – RSIH Fractals 1

The idea that I present here uses a similar exit to SAT-007 Fractals 1. That system passed our trading system development process and is currently part of our hypothetical portfolio, trading Heating Oil (HO), so I have confidence in this exit.

Trading Idea #026 – RSI Hann 1

This system, our first of 2022, is based on a John Ehlers’ creation, the RSI with Hann windowing, or RSIH as I will be referring to it here. Ehlers has spent decades smoothing, reducing lag, and calculating cycles.