Recent content by yinyang

  1. Y

    I did backtest my formula

    Thanks for the comments. I used 4h candle which only available up to Yr 2013. Any advise where I can get S&P futures 4h price data?
  2. Y

    I did backtest my formula

    for the last 1 minute of 4hr candle, there are thousands of contracts filled. assumption that a couple of my contracts are filled is not so wild assumption.
  3. Y

    I did backtest my formula

    signals are made by close price of 4 hour candle, then wait another 4 hours for next signal. Pretty straightforward. No assumptions involved. I either open or close positions every 4 hours, or do nothing if signal says so
  4. Y

    I did backtest my formula

    half a day to three days
  5. Y

    I did backtest my formula

    my formula has no parameters. Nothing is changeable in the formula. All are fixed
  6. Y

    I did backtest my formula

    Thanks for comment. You're saying it is as good as fantasy? All I have to is forwardtest it with real money.
  7. Y

    I did backtest my formula

    I wonder how good it is S&P/Nasdaq/Gold/Euro futures combined RPS is name of my formula
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