top of page

Version 2 Launch & Walkthrough|

Mastering Algorithmic Trading: Your Path to Understanding Genius Frequency Introduction:

(This is a Tradingview Buy Signal ^ ) Each of these signals have statistics, derived from live data ( In & out samples ) Now we can automate these signals using our bridging system Ninjaview, to automate our systems signals from Tradingview directly to Ninjatrader. - Systems have Non-Repainting signals - Systems are tracked on live data that's been frwrd tested Automation: These Signals can be either automated into Prop Firms or Personal Accounts. - How to Pass a Prop Firms Evaluation Phase.

Here is a chart of 2 different sized accounts. One 50k trailing drawdown Eval account and one 250k EOD drawdown account.

Account

50K Trailing Drawdown EVAL

250K EOD Drawdown

Profit Goal

$3,000

$15,000

Max Drawdown

$2,500 (Trailing)

$7,000 (Static), $4,300 (Daily Limit)

To pass the evaluation account we need to make 3k on the 50k account and 15k on the 250k account. Although we can only lose $2500 on the 50k & 7k in total and $4300 daily on the 250k. How does the Trailing drawdown work in evaluations?

In your evaluation account your drawdown never stops trailing from your highest unrealized profit.

Example: You start with an account balance $50,000 and your max drawdown is $2,500 (minimum account balance of $47,500). If you make a trade and close for a profit of $1,000 your minimum account balance moves up to $48,500. Algo Tracker:

Term

Definition

Live Date

The date since the data is being tracked from.

Link

Once you gain access, you will get direct access to each algo through the link in the Algo Tracker.

Ticker

Unique symbol used to identify a specific stock, index, commodity, or financial instrument on an exchange.

TF

Time frame of the chart on which the algo is trading from.

ID

The specific ID for the current Algo, used for building your portfolio from the Algo Tracker.

ALGO

The algo name and version and mode (OVN or RR).

QTY/ PY

Quantity: The number of contracts/shares/lots/units per trade, or the amount in base currency or a percentage of available equity. Pyramiding: Maximum number of successive entries allowed in the same direction.

# of Trades

Number or quantity of trades taken by the algo over a year or its respected deep backtest.

Avg # of trades/day

Average number of trades per day by the algo.

DEEP DD

The greatest loss drawdown, the greatest possible loss the algo had compared to its highest profits.

1Yr Profits

Profits of the algo in the recent year.

Profit/DD Ratio

The profitability of the trading algo relative to its maximum loss, indicating the efficiency and risk management of the strategy.

PF

Profit Factor is the measure of its trading performance, calculated as the ratio of gross profits to gross losses.

%PROF

The percentage of winning trades, the number of winning trades divided by the total number of closed trades.

COB

Cost of Business, represents the amount of capital you're willing to risk in an investment, reflecting your risk tolerance. It's a crucial metric for managing potential losses.

Allowance

The amount remaining after subtracting your max drawdown from your Cost of Business (COB), acting as a financial buffer. It ensures that part of your capital is reserved and not exposed to potential losses.


- Building Automated Portfolios to Pass Prop Firms  Evaluation Phase. Now we can use our Algo Tracker to build our Automated Portfolio (AP ) by simply taking the pre-collected data and pull from the tracker to help us build up what algos we are going to run. 1. First Reference our Account Sizes:

Account

50K Trailing Drawdown EVAL

250K EOD Drawdown

Profit Goal

$3,000

$15,000

Max Drawdown

$2,500 (Trailing)

$7,000 (Static), $4,300 (Daily Limit)

2. Finding our COB (Cost of Business): You want to figure out how much of your Max Drawdown your willing to risk and how much you will set aside as your allowance (amount not being used; your buffer). For the 50k account Eval we can use 75% of our Max Drawdown: Max Drawdown:$2500 x 0.75 = $1875 --> COB Max Drawdown:$2500 - $1875 = $625 --> Allowance We can set the amount we want to risk with a bigger COB for sizing in heavier or with a smaller COB for sizing lighter. The choice is yours!

Were going to use 75% of our max drawdown for the 50k account cause we want to pass the Evaluation account fairly faster and in turn allowing a higher risk tolerance. 3. Building our COB: Now that we have pre-defined our rules to how much we are going to Risk with finding our COB were now going to use the Algo Tracker to help us fill out and build our COB.



COB = $1875 We want to now how many algos or how many contracts we can use to scale in with to use of the amount of leverage to

meet our Cost of Business. (Green Section)

Allowance / Buffer - The accounts max drawdown minus our COB will be our allowance. The amount we will not be leveraging. (Grey Section)


In a Evaluation account our goal is to get the account passed at a faster rate, so the amount we will be risking (COB) will be higher. 4. Using the Algo Tracker: A. Go through the different algos in the Algo Tracker. ALL THE STATS FROM THE ALGO TRACKER ARE TAKEN FOR MES/MNQ and MICRO PAIRS. ( You can choose which one you want to use for setup.)

B. Review each of the algos different stats.

C. Once you have looked through the Algos you can navigate to see them on the charts and start building your Automated Portfolio. Start by clicking through the links in the link column of each algo. ALSO NOTE: If an Algos Ticker is set on a Mini such as NQ or ES but, the QTY (Quantity) is a Micro Its for us to run the Algo on the stated ticker but signals built for the stated QTY/PY .


In our example we chose ROCKY_L_V3B D. You will be sent to the Tradingview View Only Mode. Click "Copy" on the top right, on the copy chat layout prompt, click "Save" You will then be loaded into the main strategy tester.

5. Setting up the Algo (Building our COB continued) We want to focus on our Max Drawdown (Red Box)

Click "Deep Backtesting" to start the refinement process, to see the algos stats in the recent year, for adding this Algo as part of our COB.


The Ticker is for NQ but the QTY/PY is meant for MNQ so to build our COB and get our Algos max dd and projected net profit, we are going to divide by 10. Example: Net Profit : $44,410 In NQ Cons ÷ 10 = $4,441 of Net Profit in MNQ Cons. Max Drawdown: $2,120 In NQ Cons ÷ 10  = $212 of Max Drawdown in MNQ Cons. If we simply set this up as is it would be using a small amount of our COB. $212 being used by this Algo.

COB = $1875 - $212 = $1663 of Available COB.

6. Sizing up our Algos to fill out COB. Lets increase the contract sizing in the algos, you can increase and decrease both order size and pyramiding within the algos.

Now we have increased how many Contracts and Pyramiding that will be used in this algo our stats are now...

Net Profit : $281,826 In NQ Cons ÷ 10 = $28,182 of Net Profit in MNQ Cons. Max Drawdown: $12,900 In NQ Cons  ÷ 10  = $1,290 of Max Drawdown in MNQ Cons COB = $1875 - $1,290 = $585 of Available COB.

Keep in mind this is the projected profits in a year on both backtested and frwrd tested data so you want to let the algos run for for a longer time to allow them to capitalize on all their potential profits so you should allow to treat it like a long term investment. On Evaluations we can get them passed fairly faster but the goal is to slow it down on a Funded Account. Now lets setup one more algo to make use of Uncorrelated Strategies, expanding the amount of times our algo will fire, and take different setups. This time lets setup a Overnight Algo. Click Link --> Size up contracts --> Convert values from Mini to Micro (Example ES --> MES)

Net Profit : $57,573 In NQ Cons ÷ 10 = $5757 of Net Profit in MNQ Cons. Max Drawdown: $5436 In NQ Cons  ÷ 10  = $543 of Max Drawdown in MNQ Cons COB = $585 - 543 = $41 of Available COB.

Now that we have filled up our COB we can Setup our Alerts and get these algos automated. This process of setting up the proper risk management allows us to pass evaluations while keeping in mind the amount we are risking to further preventing us from blowing up an account. Total Projected Profits in 1Y of this Setup (Both Algos): $33,939 7. Setting up Alerts Once we have confirmed the algos we are running to fill out our COB, we can start creating alerts to get them automated! This process is guided through in the GFREQ University. - Setting up the 250k EOD Evaluation Account. Lets use the same 6-Steps that we used for the 50k account to build our 250k account.

1. First Reference our Account Sizes:

Account

50K Trailing Drawdown EVAL

250K EOD Drawdown

Profit Goal

$3,000

$15,000

Max Drawdown

$2,500 (Trailing)

$7,000 (Static), $4,300 (Daily Limit)

2. Finding our COB (Cost of Business):

You want to figure out how much of your Max Drawdown you're willing to risk and how much you will set aside as your allowance (amount not being used; your buffer). For the $250K account Eval, we can use 75% of our Max Drawdown:

  • Max Drawdown: $7,000 x 0.75 = $5,250 --> COB

  • Allowance: $7,000 - $5,250 = $1,750 --> Allowance

We can set the amount we want to risk with a bigger COB for sizing in heavier or with a smaller COB for sizing lighter. The choice is yours!

We're going to use 75% of our max drawdown for the $250K account because we want to pass the Evaluation account fairly faster, thus allowing a higher risk tolerance.

3. Building our COB:

Now that we have pre-defined our rules on how much we are going to risk with finding our COB, we're now going to use the Algo Tracker to help us fill out and build our COB.

  • COB = $5,250: We want to know how many algos or how many contracts we can use to scale in with the use of the amount of leverage to meet our Cost of Business (Green Section).

  • Allowance / Buffer: The account's max drawdown minus our COB will be our allowance, the amount we will not be leveraging (Grey Section).

In an Evaluation account, our goal is to get the account passed at a faster rate, so the amount we will be risking (COB) will be higher.

4. Using the Algo Tracker:

A. Go through the different algos in the Algo Tracker. ALL THE STATS FROM THE ALGO TRACKER ARE TAKEN FOR MES/MNQ and MICRO PAIRS. (You can choose which one you want to use for setup.)

B. Review each of the algo's different stats.

C. Once you have looked through the Algos, you can navigate to see them on the charts and start building your Automated Portfolio. Start by clicking through the links in the link column of each algo. ALSO NOTE: If an Algo's Ticker is set on a Mini such as NQ or ES, but the QTY (Quantity) is a Micro, it's for us to run the Algo on the stated ticker but signals built for the stated QTY/PY.

In our example above , we chose ROCKY_L_V3B.

D. You will be sent to the Tradingview View Only Mode. Click "Copy" on the top right, on the copy chat layout prompt, click "Save." You will then be loaded into the main strategy tester.

5. Setting up the Algo (Building our COB continued):

We want to focus on our Max Drawdown.

  • Click "Deep Backtesting" to start the refinement process, to see the algo's stats in the recent year, for adding this Algo as part of our COB.

The Ticker is for NQ but the QTY/PY is meant for MNQ, so to build our COB and get our Algo's max drawdown and projected net profit, we are going to divide by 10.

  • Example:

  • Net Profit: $444,100 in NQ Contracts ÷ 10 = $44,410 of Net Profit in MNQ Contracts.

  • Max Drawdown: $21,200 in NQ Contracts ÷ 10 = $2,120 of Max Drawdown in MNQ Contracts.

If we simply set this up as is, it would be using a small amount of our COB:

  • $2,120 being used by this Algo.

  • COB = $5,250 - $2,120 = $3,130 of Available COB.

6. Sizing up our Algos to fill out COB:

Let's increase the contract sizing in the algos. You can increase and decrease both order size and pyramiding within the algos.

Now we have increased how many contracts and pyramiding that will be used in this algo. Our stats are now:

  • Net Profit: $281,826 in NQ Contracts ÷ 10 = $28,182 of Net Profit in MNQ Contracts.

  • Max Drawdown: $12,900 in NQ Contracts ÷ 10 = $1,290 of Max Drawdown in MNQ Contracts.

  • COB = $5,250 - $1,290 = $3,960 of Available COB.


Now let's set up one more algo to make use of Uncorrelated Strategies, expanding the number of times our algo will fire, and take different setups. This time let's set up an Overnight Algo.

  • Click Link --> Size up contracts --> Convert values from Mini to Micro (Example: ES --> MES).

Example:

  • Net Profit: $575,730 in NQ Contracts ÷ 10 = $57,573 of Net Profit in MNQ Contracts.

  • Max Drawdown: $54,360 in NQ Contracts ÷ 10 = $5,436 of Max Drawdown in MNQ Contracts.

  • COB = $2,025 - $5,436 = -$3,411 of Available COB. Now our COB for this algo has exceeded our available COB, so Adjust again until it fits within the COB: Adjusted Example:

  • Net Profit: $143,932 in NQ Contracts ÷ 10 = $14,393 of Net Profit in MNQ Contracts.

  • Max Drawdown: $13,590 in NQ Contracts ÷ 10 = $1,359 of Max Drawdown in MNQ Contracts.

  • COB = $2,025 - $1,359 = $666 of Available COB.


By following these steps and using the Algo Tracker, you can effectively set up an Automated Portfolio for a $250,000 account, leveraging the same principles as the $50,000 account guide but scaled to fit the larger account size. You can use this as a reference guide to setup any account size or even a live personal account. - Setting up the Funded Account. Now, Once we pass the evaluation account, in order not to blow the passed account we will need to make some changes to our Risk Management. Before we were using 75% of our Max Drawdown, now we want to dim that down to about 45-55% of it in our COB. Out of our 2500 trailing drawdown in the funded account


COB = $1375 We want to now how many algos or how many contracts we can use to scale in with to use of the amount of leverage to meet our Cost of Business. (Green Section)

Allowance / Buffer - The accounts max drawdown minus our COB will be our allowance. The amount we will not be leveraging. (Grey Section)


In a Funded account our goal is to get the account to payouts, so that might take a little longer. So the amount we will be risking (COB) will be lower. The Account Algo building will be the same as the evaluation accounts, although the COB and Allowance amounts will be lower to be more careful on a Funded Account. Copy Trading: With copy trading, you can mirror the strategies implemented in your primary account onto secondary accounts, ensuring consistency and adherence to risk management principles. This allows you to scale your trading efforts efficiently while maintaining control over your risk exposure. By replicating proven strategies, you can diversify your portfolio and maximize returns across multiple accounts, all while minimizing risk. So you can take these trading setups we just risk managed to multiply it across multiple accounts. Example: Total Projected Profits in our 50k Account Eval was $33,939. We can now multiply that number across 5 more accounts and get a total of $169,695 across all 5 Accounts. Conclusion: Invest in us so we can invest in you. The journey to successful algorithmic trading is not a sprint but a marathon. By committing to the long term, you allow your Automated Portfolios (APs) to fully develop and grow, maximizing their potential. Our strategies are designed to pass evaluation phases and thrive in funded accounts, ensuring sustained growth and profitability. Trust in the process, let your APs evolve, and watch your investment flourish. Together, we can achieve financial success through smart, risk-managed automated trading. Welcome to Genius Frequency


32 views0 comments

Recent Posts

See All

Comments

Rated 0 out of 5 stars.
No ratings yet

Add a rating
bottom of page