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Samurai Suite
designed and tuned specially for
Rediscover the Classics
Trade with Precision
2
What’s Inside
Quad Trading Precision
Behind Technical Analysis
Raw Data Streams
Stable Price Aggregates
Stochastic Price Beam
Quantum Uncertainty of Price
Double to Quad
Trading Precision
3
Where Precision Matters
 All classical technical indicators
 Building blocks of every trading strategy
 Precise blocks mean precise signals
 Up to quad precision against standard
 Sharpen entries and exits: cut slippage
 Avoid losses on false alarms
 Suitable to improve any strategy
 Trusted by institutional traders
4
Precise versus Standard Chart
5
Precise versus Standard
6
 Precise Bollinger Bands: Orange
 Versus Classical Bollinger Bands: Cyan
 Precise Bollinger period 3 equals to
 Classical Bollinger period 12 due to
 Quad channel price aggregation
 Up to quad faster reaction to market
 Up to quad grow profits
 Up to quad cut losses
Witness Live on Market
7
 Not convinced? Still in doubt?
 Watch our proven live performance
http://fractalfinance.com/solutions/com
modity-trading-advisor/
 Get your copy and trade better!
http://fractalfinance.com/products/sam
urai-for-ninja/
The Mystery of
Stock Prices
8
9
Behind Technical Analysis
Samurai Suite for NinjaTrader offer a simple
and powerful collection of improved
technical indicators inherited from classical
oscillators widely used throughout modern
technical analysis. These oscillators take
advantage of full intra-bar information
provided by the NinjaTrader charting
package. They allow for up to four times more
precision against their classical counterparts.
Precise Indicators on Chart
10
 Standard Error
Indicator
 Classical
version (Cyan)
 Precise version
(Orange)
 Notice narrowed and sharpened price
channel plotted by precise version
against classical version
Stable Price Aggregates
One way to improve precision without
acquiring additional data is to use all
available data from the provider and to
smooth the data. So in the case above, we
take all four data points lumped under one
time stamp and sum up averages over
several bars. Not only will you have four times
the amount of data, but the relative role of
high and low prices in the average will
steadily diminish.
11
Row Data Aggregation
12
Take Advantage of the Data
A standard bar on a price chart typically has
four channels: open, high, low and close.
Many technical indicators use only one of
these channels for the statistical inference
(analysis). In the image below, we illustrate
the benefits of using all four channels to
improve trading signal precision on a simple
example of a Bollinger Bands calculation. In
this suite we reconstruct many indicators on
the same improvement principle.
13
Precise Bollinger Bands
14
Price Probability Channel
The figure illustrates a simulated intra-bar
probability channel associated with price
components provided on the chart. The blue
price gradient depicts the associated
probability levels extrapolated from the price
sample within each bar. Over this price
distribution we plot Bollinger bands calculated
by the standard method against the
improved bar price resolution method.
15
Quantum Uncertainty Principle
16
Quantum Uncertainty of Price
 Uncertainty affects the measurement of
market conditions similar to what happens
in quantum systems.
 Take advantage of all four price channels
to leverage uncertainty.
 Read more in our paper:
Unraveling the Mystery of Stock Prices,
Stocks & Commodities, V. 28:3 (10-16)
http://store.traders.com/stcov281unmy.html
17
Precise
Indicators
18
Price Beam Indicator
Price Beam is the fundamental basic indicator
that constitutes the core foundation of all
other indicators in this suite. It visually shows
the stochastic distribution of the underlying
price points in the form of a visual heat map.
Lightly colored regions reveal a higher
concentration of the price probability
function, while darker regions correspond to
less likely price distribution ranges.
19
Price Beam Chart
20
Stochastic Price Channel
Price points are more concentrated in the
brighter high probability channels and
gradually fade out to less probable dark outer
regions where a trade is highly unlikely to
occur. Due to this feature, the Precision Price
Beam indicator should always appear on a
uniform black background. Black designates
a uniform outer field of zero probability, on
which the channel of positive probabilities is
depicted.
21
Linear Price Beam Chart
22
Precise versus Standard
 Next see pairs of indicators:
› Precise indicator chart: Orange
› Classical indicator: Cyan
 Notice improved precision
 Estimate the accuracy
 Observe the smoothness
23
Precise Average
24
Precise Bollinger Bands
25
Precise Exponential MA
26
Precise Forecast Oscillator
27
Precise Linear Regression
28
Precise MACD
29
Precise Percentage Oscillator
30
Precise Price Oscillator
31
Precise Rate-of-Change
32
Precise Standard MA
33
Precise Standard Deviation
34
Precise Standard Error
35
Precise Triple Exponential MA
36
Precise Triangular MA
37
Precise TRIX
38
Precise Time Series Forecast
39
Precise Weighted MA
40
41
Pioneers in the fractal exploration
of financial markets
Trading futures and options involves the risk of loss. You should consider carefully whether futures or options are appropriate to your financial
situation. You must review the customer account agreement and risk disclosure prior to establishing an account. Only risk capital should be used
when trading futures or options. Investors could lose more than their initial investment.
Past results are not necessarily indicative of futures results. The risk of loss in trading futures or options can be substantial, carefully consider the
inherent risks of such an investment in light of your financial condition. Information contained, viewed, sent or attached is considered a solicitation
for business.
Quant Trade, LLC has been a Commodity Futures Trading Commission (CFTC)
registered Commodity Trading Advisor (CTA) since September 4, 2007 and a
member of the National Futures Association (NFA).
Copyright @ 2012 Quant Trade, LLC. All rights reserved. No part of the materials
including graphics or logos, available in this Web site may be copied,
reproduced, translated or reduced to any electronic medium or machine-
readable form, in whole or in part without written permission.
2 N Riverside Plaza
Suite 2325
Chicago, Illinois 60606
Quant Trade, LLC
Quant Trade Technologies, Inc.
(872) 225-2110
41

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Samurai Suite for NinjaTrader

  • 1. Samurai Suite designed and tuned specially for Rediscover the Classics Trade with Precision
  • 2. 2 What’s Inside Quad Trading Precision Behind Technical Analysis Raw Data Streams Stable Price Aggregates Stochastic Price Beam Quantum Uncertainty of Price
  • 4. Where Precision Matters  All classical technical indicators  Building blocks of every trading strategy  Precise blocks mean precise signals  Up to quad precision against standard  Sharpen entries and exits: cut slippage  Avoid losses on false alarms  Suitable to improve any strategy  Trusted by institutional traders 4
  • 6. Precise versus Standard 6  Precise Bollinger Bands: Orange  Versus Classical Bollinger Bands: Cyan  Precise Bollinger period 3 equals to  Classical Bollinger period 12 due to  Quad channel price aggregation  Up to quad faster reaction to market  Up to quad grow profits  Up to quad cut losses
  • 7. Witness Live on Market 7  Not convinced? Still in doubt?  Watch our proven live performance http://fractalfinance.com/solutions/com modity-trading-advisor/  Get your copy and trade better! http://fractalfinance.com/products/sam urai-for-ninja/
  • 9. 9 Behind Technical Analysis Samurai Suite for NinjaTrader offer a simple and powerful collection of improved technical indicators inherited from classical oscillators widely used throughout modern technical analysis. These oscillators take advantage of full intra-bar information provided by the NinjaTrader charting package. They allow for up to four times more precision against their classical counterparts.
  • 10. Precise Indicators on Chart 10  Standard Error Indicator  Classical version (Cyan)  Precise version (Orange)  Notice narrowed and sharpened price channel plotted by precise version against classical version
  • 11. Stable Price Aggregates One way to improve precision without acquiring additional data is to use all available data from the provider and to smooth the data. So in the case above, we take all four data points lumped under one time stamp and sum up averages over several bars. Not only will you have four times the amount of data, but the relative role of high and low prices in the average will steadily diminish. 11
  • 13. Take Advantage of the Data A standard bar on a price chart typically has four channels: open, high, low and close. Many technical indicators use only one of these channels for the statistical inference (analysis). In the image below, we illustrate the benefits of using all four channels to improve trading signal precision on a simple example of a Bollinger Bands calculation. In this suite we reconstruct many indicators on the same improvement principle. 13
  • 15. Price Probability Channel The figure illustrates a simulated intra-bar probability channel associated with price components provided on the chart. The blue price gradient depicts the associated probability levels extrapolated from the price sample within each bar. Over this price distribution we plot Bollinger bands calculated by the standard method against the improved bar price resolution method. 15
  • 17. Quantum Uncertainty of Price  Uncertainty affects the measurement of market conditions similar to what happens in quantum systems.  Take advantage of all four price channels to leverage uncertainty.  Read more in our paper: Unraveling the Mystery of Stock Prices, Stocks & Commodities, V. 28:3 (10-16) http://store.traders.com/stcov281unmy.html 17
  • 19. Price Beam Indicator Price Beam is the fundamental basic indicator that constitutes the core foundation of all other indicators in this suite. It visually shows the stochastic distribution of the underlying price points in the form of a visual heat map. Lightly colored regions reveal a higher concentration of the price probability function, while darker regions correspond to less likely price distribution ranges. 19
  • 21. Stochastic Price Channel Price points are more concentrated in the brighter high probability channels and gradually fade out to less probable dark outer regions where a trade is highly unlikely to occur. Due to this feature, the Precision Price Beam indicator should always appear on a uniform black background. Black designates a uniform outer field of zero probability, on which the channel of positive probabilities is depicted. 21
  • 22. Linear Price Beam Chart 22
  • 23. Precise versus Standard  Next see pairs of indicators: › Precise indicator chart: Orange › Classical indicator: Cyan  Notice improved precision  Estimate the accuracy  Observe the smoothness 23
  • 39. Precise Time Series Forecast 39
  • 41. 41 Pioneers in the fractal exploration of financial markets Trading futures and options involves the risk of loss. You should consider carefully whether futures or options are appropriate to your financial situation. You must review the customer account agreement and risk disclosure prior to establishing an account. Only risk capital should be used when trading futures or options. Investors could lose more than their initial investment. Past results are not necessarily indicative of futures results. The risk of loss in trading futures or options can be substantial, carefully consider the inherent risks of such an investment in light of your financial condition. Information contained, viewed, sent or attached is considered a solicitation for business. Quant Trade, LLC has been a Commodity Futures Trading Commission (CFTC) registered Commodity Trading Advisor (CTA) since September 4, 2007 and a member of the National Futures Association (NFA). Copyright @ 2012 Quant Trade, LLC. All rights reserved. No part of the materials including graphics or logos, available in this Web site may be copied, reproduced, translated or reduced to any electronic medium or machine- readable form, in whole or in part without written permission. 2 N Riverside Plaza Suite 2325 Chicago, Illinois 60606 Quant Trade, LLC Quant Trade Technologies, Inc. (872) 225-2110 41