Mnikolic Investment Technologies
intelligent investment technologies™
Mnikolic Investment Technologies
intelligent investment technologies™

Target market: SPDR Dow Jones Industrial Average ETF (NYSE: DIA)
Supported platforms: TradeStation, MultiCharts
Strategy type: Trend-Following, Swing-Trading
Risk: Balanced
Time frame: Intraday - 30 minute
Required add-on(s): TradeBuilder Ultimate Edition
Included components: 4xStrategy (LE, LX, SE, SX)
Optimization and testing period: 36 months
Workspace designation: TU5011

This agile DIA strategy (originally featured in the TradeBuilder Ultimate debut announcement) makes use of all 4 auto-trading add-ons - LE and LX for long trade management; SE and SX for short trade management. Trade openers (LE, SE) are configured more conservatively so that trades open on more reliable signals, while trade exiters (LX, SX) are configured more aggressively, getting you out of the market at the early signs of trend or momentum weakness. This approach (open conservatively, close aggressively) to strategy development is recommended if your objective is to follow trend in either direction while minimizing trading activity during consolidation.

TradeBuilder Ultimate makes use of Ease of Movement to verify trend via price-volume analysis, CCI and RSI to ensure sufficient momentum, and Linear Regression Curve to validate that volatility is in favor of trend. What we're trying to do is trade with agility - get in when a directional move looks promising and get out at the first sign of trouble (reversal or consolidation), cutting losses early.

Order specs: 1000 shares per trade, which is also the max we held at any given time. To simulate realistic trading conditions commission of $5 cent per trade (TradeStation pricing) was applied.


TradeBuilder Ultimate TU5011: DIA (SPDR Dow Jones Industrial Average ETF) Equity Curve with Max % Drawdown


TradeBuilder Ultimate TU5011: DIA (SPDR Dow Jones Industrial Average ETF) Performance Summary


TradeBuilder Ultimate TU5011: DIA (SPDR Dow Jones Industrial Average ETF) Trade Analysis


TradeBuilder Ultimate TU5011: DIA (SPDR Dow Jones Industrial Average ETF) Monte Carlo Analysis


TradeBuilder Ultimate TU5011: DIA (SPDR Dow Jones Industrial Average ETF) Monte Carlo Profit Distribution Analysis


TradeBuilder Ultimate TU5011: DIA (SPDR Dow Jones Industrial Average ETF) Trade Distribution


TradeBuilder Ultimate TU5011: DIA (SPDR Dow Jones Industrial Average ETF) Run-Up vs Drawdown


TradeBuilder Ultimate TU5011: DIA (SPDR Dow Jones Industrial Average ETF) Value Added Monthly Index


TradeBuilder Ultimate TU5011: DIA (SPDR Dow Jones Industrial Average ETF) Strategy in Action (chart)


TradeStation/MultiCharts Strategy Properties:

  • Commission: $5/trade
  • Trade Size: 1000 shares
  • Maximum position any one time: 1000 shares
  • Optimized and backtested on minimum of 36 months of 30 minute data


The DIA 30-minute workspace is available for download to any TradeBuilder Ultimate client from the user community forum.

Marko Nikolic
President and Chief Developer
December 19, 2017, Toronto, Canada



CFTC Rule 4.41 – Hypothetical Or Simulated Performance Results Have Certain Limitations. Unlike An Actual Performance Record, Simulated Results Do Not Represent Actual Trading. Also, Since The Trades Have Not Been Executed, The Results May Have Under-or-over Compensated For The Impact, If Any, Of Certain Market Factors, Such As Lack Of Liquidity. Simulated Trading Programs In General Are Also Subject To The Fact That They Are Designed With The Benefit Of Hindsight. No Representation Is Being Made That Any Account Will Or Is Likely To Achieve Profit Or Losses Similar To Those Shown. You Agree To Using Tradebuilder Ultimate Edition At Your Own Risk. Marko Nikolic, Marko Nikolic Investment Research, And Nitrode Inc. Are Not Liable For Any Losses You May Incur By Using Tradebuilder Ultimate Edition.

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