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for a trend following system with hsi in my experience time based interval is much better

2) I didn't say it was a bad thing ... just one of a choice of things. I use time based bars because I have found that the bar break is meaningful to a lot of other traders ... so watching it and responding to it is a key part of my trading. I also use a much faster tick chart (vol just isn't so...

thank you bigbudda

1 minute data will be prefered I hope someone could exchange it with me

We had better talk in privacy

In return, I will share some useful tools and indicator for TS with you thank you

I am not familar with pm so it is a mistake

Josean you say HKFE offers minute data but it is not cheap and I do not need tick data I only need some minute data of coz ,in return I will share some useful tools with you

Eric thank you for your method but maybe the method is not senstive look at the trade number from 350 -500,the equity curve becomes a horizon line with your method the system should be deactived but now the system begins to make money

josean would you mind sharing your HSI data with me ? thanks

thank you Eric another question in your formula x = abs(Avg-Profit)*(Number of Trades)^0.5 / (Std Dev of Profits) my question is what is the best number of trades for an intraday trading system whose frequency is about 100 trades in one month

I have read the thread by Eric and Acary Eric's method is easy to use Acary's method ,I don't know what is the z score he means I can not find a table of z score or calculate formula

a freesoftware from nerotick website

the setup of the test

combine three system together

Your results also have the characteristics of a strategy that has been over optimized. of course it is hard to tell by just looking at an equity curve. it is another system I have done the Monte Carlo test here is snap shot of the result

http://hquotes.com/tradehard/simulator.html Eric, the equity curve varys when I input the same data but when w/l is greater than 2 and w prob >0.4 the equity changes little why

after it experenced nearly 400 points drawdown it begin to bouce up now the draw down is about 200 points sometimes I find it is hard to stick to my trading system

thank you for your post In my experience I have devised several intraday trading system most of them are trend following ,the other are counter trend the trend following performs better I do not like the idea of money management beocz I think money management will increase...

maybe it is not a proper place to start the thread but now I turn to multicharts so I can not log in the tradestation forum I hope someone using tradestation could help me thank you