Real Trading Strategy - Luxor Sugar - November 2021

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Welcome to the Peak Trading Research YouTube Channel. Dave Whitcomb, CFA, Head of Research, is your channel host. This channel is for beginner, intermediate, and expert traders looking to profit from Commodity Market Insights and Real Systematic Trading Strategies across Agriculture, Energy, and Metals futures markets.

Are you looking for algorithmic trading for beginners, quantitative trading basics, or just the best trading system 2021? Read more about that right underneath this video information.

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In this video: Dave Whitcomb, CFA, walks you through a fully-coded systematic trading strategy for the Sugar futures market. The original core code logic comes from the book, ‘Trading Systems’ by Urban Jaekle and Emilio Tomasini. The full EasyLanguage strategy code logic is below.

0:59 Luxor Strategy Origin Story
1:30 Full Luxor Code Logic
1:44 How the System Works & Code Translation
2:53 Watch the System Trade
3:13 Profit Statistics
3:38 What to LIKE About this System
4:08 Luxor works in Bitcoin, Crude Oil, Gasoline, Gold, Coffee…
4:17 What NOT to like About this System
4:39 Find Other Strategies Like This


Full Easy Language Code (Sugar futures, 360 minutes bars):

Inputs: FastLength(8), SlowLength(35), Max(5000), StopLoss(4500);
Variables: Fast(0), Slow(0), GoLong(False), GoShort(False), BuyStop(0), SellStop(0), BuyLimit(0), SellLimit(0);

Fast = Average(Close, FastLength);
Slow = Average(Close, SlowLength);

GoLong = Fast greaterthan Slow; GoShort = Fast lessthan Slow;

If Fast crosses above slow then begin BuyStop = High + 1 Point; BuyLimit = High + 5 Points; end;
If Fast crosses below Slow then begin SellStop = Low - 1 point; SellLimit = Low - 5 points; end;

If Volume greaterthan Volume[1] then begin
If GoLong and C lessthan BuyLimit then Buy ("Long") next bar at BuyStop Stop;
end;

If Time lessthan 1000 then begin
If GoShort and C greaterthan SellLimit then SellShort ("Short") next bar at SellStop Stop;
end;

Setstopposition; setstoploss(StopLoss);
If maxpositionprofit greaterthan Max then begin sell next bar market; buytocover next bar market; end;

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► www.PeakTradingResearch.com ◄

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► www.PeakAlgo.com ◄

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Peak Trading Research is a leading research provider in commodity markets. Peak’s research combines deep commodity trading experience with proprietary technology to offer you unparalleled insights into Agriculture, Energy, and Metals commodity markets.

With Peak’s deep expertise in commodity and futures markets, you’ve come to the right place to learn. Our Peak Trading Research YouTube channel covers commodities trading strategies, algorithmic trading options and futures trading systems. We’ll deep dive into these subjects during our explanatory videos. Also do we offer quantitative trading explained and commodities market explained.

Are you a beginner and really want to start from the foundations? We’ve got you covered. Dave will explain you everything about futures and commodities from A to Z.

Or are you searching for the best trading software? Trying to choose between Tradestation and Multicharts? You’ll learn everything you need to know right here.

For now, we have some suggestions for you to watch:

Recently, Dave published a mini-series about the Commitment of Traders (COT): COT 101, How the COT Works, and How to Trade COT Information. Watch the videos here:
►    • COT Explained   ◄

Are you looking for a trading strategy for the Sugar futures market? Dave will give you a complete walk-through in this video:
►    • Real Trading Strategy - Luxor Sugar - Nove...… ◄

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