Hi, was wondering if anyone is interested in programming this method I use for spread trading U.S indices futures? Can a method of averaging be optimized in a simple system of trading the same contract(using 2 accts) or, for single acct, closely correlated contracts (e.g. indices futures YM&ES, er2&NQ) simultaneously but in opposite directions? On the winning side (regardless of long or short position), Average UP 1, 2, 3 â¦ contracts (variation of Anti-Martingale Model) adding 1 contract at each level Levels are based on N/2 increment where N could be 10, 20 or more ticks. i.e. +1@ N/2, +1@ N,... basically, just accumulate one every N/2. On the losing side (short or long), Routine: Just average 1 contract every N, 2N, 4N, 7N levelsâ¦ (*In practice, I close both sides at 3N to reduce exposure and re-start the whole algorithm*) _______________________________________ If the trend reverse and the winning side retrace by N/4, a)For 1 contract accumulated, hold and start the losing side routine when it retrace by N... b)For 2 contracts accumulated, take profit of 1 contract and start the losing side routine when it retrace by Nâ¦ c) For >2 contracts, take profit of half of the total number of contracts accumulated... When it retrace to the average of the original losing side, square off both sides. If, however, after taking profit, it changes direction again and reverts back by N/4, start accumulating 1 contract at the time as per normal at the designated levels. _____________________________________________ When it trends more than 3N level on either the long or short side, close both sides and restart. The net should always be a profit even after commissions (I use IB). The goal is at the end of the day/week, I want maximize the total net profits. We can extend this single pairs/accounts trading method into an integrated series of multi-pairs/accounts with different starting points placed at N distance apart (or any given interval), each generating profits on its own.