Automated Trading System Ideas

Welcome, Trading Enthusiast!

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

Subscribe to our weekly newsletter with shiny new content, sent every Friday with the Trading System Idea of the Week, system 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 a new automated trading system every week

Join us every week 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 via the Contact page and we will give you all the details.  In the meantime….

Enjoy everything!

Our Recent Activity

SAT2021-23 Volume Scalp 1

This Trading System Idea of the Week is another scalping idea, but this time one based on volume. The idea is to take a trade when the volume is greater than 2 times the average volume. Why volume? I expect that a spike in volume is probably accompanied by volatility in price, so I want to see if there is a trading opportunity. For this idea to work, I need a market with lots of volume, a timeframe that allows a decent averaging of volume. I will use the four major U.S. index futures and a 720 minute timeframe, which…

SAT2021-22 Aggregate Fisher Index 2

This system is a redux of SAT2021-18, the Aggregate Fisher Index, based on Sofien Kabaar’s original idea. That week was a disaster and it was not properly tested. This week, I put this through my entire process and see if this idea is a good one or not.

SAT2021-21 Just Fractals 1

This week’s idea is based on the concept of Fractals, popularized by Bill Williams in his books Trading Chaos and New Trading Dimensions. This is the second fractal system I have featured here on Systematic Algo Trader.

SAT2021-20 Moderate 1-Bar 1

Several weeks ago, I presented a scalping idea: SAT2021-12 Moderate Scalp 2. That idea was to take a trade in the depending on whether the bar closed up or down, and where the Kaufman’s Adaptive Moving Average (KAMA) is within the body of the bar: upper quartile, lower quartile, and middle two quartiles.

SAT2021-19 10-100 Crossover 1

New week, new CPU, and new possibilities. This week’s idea is one I heard on episode 20 of the Top Traders Unplugged podcast, which featured Roman Lutz of Future Value Capital.