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Ad1. Indexes, currencies, commodities, bonds. It also work on most stocks, but I don't trade them. Ad2. Daily

If you using a system that works only on some markets and only recently, that means you exploit inefficiency that appeared on those markets recently. It's up to you if you want to put your money on that, but I would never do it, as there is high chance that the inefficiency will disappear...

Closed wheat with loss -2523 Account Value 224k

Closed tnote with loss about -1500 Account Value 224k

Closed corn with loss -3385 Account Value 208k

Strongly disagree about "too much data". If I could I would be using 100 years of data for backtest, simply to make sure the strategy is robust.

Sold corn @ 635.58 Sold wheat @ 635.88 Account Value 205k

Not sure what you mean by engine's drawdown, but yes, strategy had more than 60% drawdown before and current drawdown is confirmed when backtesting with most recent data. I did not optimized this system. I backtested it on 40 years of data of about 20 market and demo traded for a few months.

Sold GbpUsd @ 1.5732 Account Value 208k

Sold silver @ 32.92 Account Value 208k

I think about more as a kalashnikov. Loosly connected parts that work in -40 C (Germans had a problem with their precisely manufactured guns in cold temperatures) and +40 C. Simple, just to get the job done.

Interesting. I also believe that markets change, nice comparison by TK to number of Aces. I optimized all parameters of my system to get about 120000 combinations. I then calculated average MAR ratio for all of them and I'm using parameters that give results barely above that average. If...

Hasn't happened yet. I will stop trading if account value drops below 50k.

I wonder why and honestly I'm not sure. Could this be because with trading systems "buy & hold" is better than trend following? Or is it because this trading system hasn't failed yet (last year was awful, but it still makes 50-70 % a year) and equity curve trading makes money only with systems...

I did some more tests and took into account only long trades. Profit factor jumped to 12, so all looks fine. Below are two columns: equity at which system starts trading and equity at which system stops. 6644 139029 148005 161540 164928 167537 176618 191658 219674...

Hmmm... Equity curve trading. I heard about it, but never toyed with the idea. Below some statistics of my trading system trading its own equity curve (arithmetic value): Average move caught per transaction: 18.41% Transactions: 181 Profit factor: 8.74 Expectancy: 4.87 Seems like a good...

Below equity (no commissions) from 1929 to 1940: corn, djia, nikkei, silver, sp500 (should get more data, maybe will do in the future). It's the same system I trade now, no changes at all. Doesn't look that bad.

Closed Gold with loss -3461 Closed corn with loss -6670 Account Value 206k

Bought S&P500 @ 1373.35 Account Value 213k

Closed wheat with loss -2500 Account Value 211k