On Friday I alluded that I has some big plans in the works for the systems, here's a brief discussion of it.

This year as you know I started sharing trade signals for ES along with the SPY signals. I use the same 21 systems across both instruments in order to catch the most trade opportunities. And if you look at the trades for SPY and ES - there's been 43 trades between the 2 instruments that I've called out

In the past I've discussed adding more ETF's to this mix, like a basket, however a big problem with has been execution i.e. would I be able to reliably track trade signals for 5 or 10 ETFs and get them out before or at the close?  As you know the SPY and ES systems give trade signals for the closing bar. That's always been a bit of a struggle for me to communicate these trade signals quickly enough for you guys to act on them - especially the options, which are limited to 15 min after the close. The issues come from a variety of reasons: 1. at times the trades are so close to the edge of triggering or not triggering that I have to wait until the close to confirm them. 2. As you know, Tradestation is prone to locking up and there have been times when my TS was locked up until well after the close, and having more charts and workspaces open makes it more prone to locking up.

What I've always wanted to do was have a basket of ETF's and place these 20 sub systems on those ETF's and send trade signals for those; so instead of  just SPY and ES, we'd have a basket of say SPY, ES, QQQ, IWM, and a handful of other ETF's. What has stopped me from doing this is that I don't think Tradestation can handle me having all these workspaces with all those systems on a dozen ETF's without having issues such as lockups etc. Plus, even with just SPY, whenever there's a trade signal, I'm scrambling trying to get that out and communicated in time for you guys. 

HOWEVER, over the weekend I added a very simple thing to the strategies that would make this easy as pie. To all the systems I added a flag for next bar open - basically when the systems would trigger - I would get the trigger alert on my side - BUT the system would execute on the next day's open instead of the close that day!  This solves everything because I can have 10 or 15 ETF systems and instead of having them trigger their trades at the close - the trades would be for the next day's open, but I would get the signal that day. I could simply leave the workspaces closed during the day for these other systems - then open them after the cash market is closed, see if any of the systems are triggered for the next day - then email those out. You would have the trade signal that afternoon/evening, and would simply enter the trade the next morning on the open. This solves the frantic chicken with head cutoff trying to scramble to get signals and trades out. 

You may ask what effect the next day's open has on the current SPY and ES systems? In most cases the statics fall a bit, but not dramatically. For example, on the CCI, the last SPY system that trigger - the PF falls from 70 to 40 - but if you know anything about systems, the difference from a PF of 70 - 40 is trivial. Also that's without backtesting, simply having our currently SPY systems trigger the following day without changing any of the other settings. 

Anyway, I would probably just leave the SPY and ES systems as their our now, since the stats are optimized for entering at the close 

However for the ETF basket that I would build - I would optimize all of these strategies for those ETF's with the next day's bar entries and exits.  

So there you go. I'm going to start this process of building these new systems out. It will take some time as you know. That said, since we are in a bear market, I could focus more finishing the systems that trigger in bear markets and leave the bull systems until last. 

tonight I started some tests on the QQQ, running tests on the Bear Long currently (which is a bitch to run backtests for - testing can take 20 and 30 hrs for a few tests alone