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I did a substancial amount of testing on multiple MA's on 2+ years of data over a range of contracts to see if there was any substance to the claims. Tried a bunch of different combinations and permutations with most suffering when quick reversals occurred. I did however find that a moderate...

IMO, even for a intraday system, you need to be backtesting on at least 12 months data.

I've spent a similar amount of time as you developing an automated system, and am trading it live. Be extremely cautious about..... 1) Backtesting Results. Just because something has worked in the past doesn't mean it will be profitable in the future. I had great results from backtesting...

Thanks Craig - I'll try over there.

I was unable to get your method to work profitably over a longer period of time - perhaps it worked particularly well for the big moves late last year.

Hi I was wondering if anyone else had experienced this problem.... I am using realtimeBar to collect price data and initiate trades automatically on a number of futures instruments using the IB API (via TWS). A couple of times per week the realtimeBar function in my application starts...