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yes ES is very similar performance as they are both more or less the same instrument. I just use spy for some reason. I think because im put off futures from bad experiences in the past. Also the plan was to take this to a basket of stocks that it worked on. Which is still work in action...

before i post up some more systems, i would first like to show the worst year for the system which was 2005 if you see from the stats on the first page. Please take a look to show a bad year to give more insight....... Please see that this is not a perfect system and a very average...

I have already verified every trade and yes code does exactly what it supposed to...... There was a couple of bad years in there but still managed to grind out a profit. Yes some wins are less than the losses, and in volatile times the losses can be large. But statistically over the...

Well im not scalping a couple of ticks. Ave is 20 cents id say but it changes with volatility. The slippage is in because all entry and exit fills must exceed price before being counted if you know what i mean. Sharpe ratio is low agreed. thanks for your feedback, appreciate it.

spy report from last 12 months, see how individual years profit factors differ? Before you only see the whole 10 year curve, if i break things down into individual years it gives more insight.

This is because there are so many trades fitted into that curve, let me post last years curve alone from same settings to give you more idea. Because yes there are dradwown periods and periods of making no money in there, its just over that huge of a period you do not notice them. But also the...

here is the performance for spy extra 4 years same settings........by adding these extra years, does this make it less likely curve fitted?

ive just run a test going as far back on SPY as i can (1998), so an extra 4 years, and the results are still good. Again same settings as original. The interesting thing is the early years on spy produce amazing results. Is this because there was not much volume on SPY then so more...

well thats great news for me then if what you say is correct. Because thats exactly what ive been doing for well over a year now..............running them side by side. And yes it fills when backtest fills at same time for both entry and exit. I could improve this with some discretion too i...

i don't understand why we all backtest then?, surely if all we do is use discretion going forward we have no plan, how do we know if we are ever trading a real edge by not backtesting?.........i was doing exactly that for years constantly losing each year but thinking i was winning. My...

I understand, but please i was a discretion man for years and i know what you are saying. But my experience here has helped me form as realistic backtest as possible and if you read through the procedure i took, i think you would say that i have done it fairly. I have not just changed...

So i have fitted 10 years of data to suit and over 6000 trades to suit and fit?....Is this possible over such a large sample?, with the same set of rules, i guess it is but highly unlikely surely? So there is no edge?, is it just coincedent then it makes money year on year? sorry im...

Im quite sure my rules are nothing like that, but how can i be sure i have not used look ahead?....What would be the one thing i could do to rule this out?......yes tradestation is not ideal but thats way ive had things programmed into the entries and exits which are not standard in the normal...

Well the sharpe ratio is 0.74 which i know i will recieve flack for hence i didn't want to post it. Yes it is low but like i say its not a stat i personally use. The idea is i have enough money for one year's survival, so even if i had a crap year i wouldn't go broke. Not affecting the...

Im really interested in what you are saying here. Im sure i have not curve fitted but i am in a biased postion so we need to investigate further. Let me know what you need to count curve fitting out. I have WFO tests and things like that if you want me to post. please read the steps i...

Hi, please carry on as im interested in what you are saying. I firmly believe ive found the latter but im open to being wrong. I really want to dismiss weather ive curve fitted and would like to discuss this further. I do agree with you all that the profit factor is too low and needs...

You are absolutely spot on, I am using discretion now and yes it improves. Im taking every signal but im getting a feel for when there are sentiment driven days and when things are technical. So yes i agree with the discretion part you mentioned completely. Im just not sure i can trust my...

i agree that it does seem like noise trading here. But is it possible that an edge can exsist in noise trading?. I mean using volatility to capture small targets? I have posted 2 different symbols now and can post many more, all using the same signal and one un changed set of rules for a 10...

here is the same signal trading google, I get similar performance on several stocks and still testing them individually which is taking forever..............please hurry up tradestation with the portfolio software. Imo this shows robustness, but i agree the edge is borderline noise...

here is the monthly net profit............... Yes im with you that the profit factors and win/loss needs improving. Any views or opinions on how i can do this and ill post results.