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Thanks for reply. So, CQG will not solve the problem. :mad: DT-waw

Take a look at screenshots. Esignal quotes are different when compare to TWS quotes. From my experience they lag about 3 to 10 seconds. To CQG users: are your quotes match with TWS quotes? Thanks DT-waw

Anomaly: What about commission and slippage? Maybe if you will include them your system will have no profit? DT-waw

And that was EOD trading. AnomalyResearch: your Equity Curve is impressive. Can you calculate your system's annual return? I prefer day trading systems. I know they will have lower Profit Factor ratio due to higher impact of slippage and commissions. I guess day trading systems have more...

Nikkei 225 performance

DAX30 performance:

SP500 index performance:

I present performance reports once again. Now they're based on data from 01/01/1985 to 22/04/2002 from Yahoo Finance. System was optimized for each index. jeffm: now the system is backtested on higher number of trades. Conclusions: 1) Its hard to beat buy-and-hold strategy ( except Nikkei...

ChrisM: J Yen and Eurodollar: backtested from 1981 to 1999 ( missed huge gain on eurodollar 2001/2002 ). DAX, NDX, N225, SPX: from May 1994 to Apr 2002. Take a look at charts, there were many non-trending periods. Nobody wants to show his/her intraday system performance on NQ100? :(...

S&P 500 performance:

Nasdaq 100 index performance:

Nikkei 225 performance:

I attach system performance reports from Amibroker for 4 indices: NQ100, SP500, Nikkei225 and DAX30. System were optimized for acct return criteria and for each index separately. There was no money management optimization - margin x1 Maybe you could get higher returns with higher margin...

Yes, if you trade millions of dollars 8% a year vs 4% risk-free is a difference. But with small acct about 30k you have to make 100% a year to have money for a living ( if you have no other income ). One of the ET Members said "trading is easy when you have other income source" - that's...

Nikkei 225

EuroDollar BTW: why its not possible to attach more than one file in one post?

Breakout: EOD systems are good in terms of PF. But they are not good in terms of return. I attach optimization reports from Wealth-Lab.

Profit Factor = Gross Profit / Gross Loss My system is very simple. It works great on EOD basis ( i've tested it on swiss franc, eurodollar, nq, sp500, nikkei 225, cac40, japanese yen ) Long term trading is not for me. There are long periods with no profits. I'll be very satisfied with...

I have a simple question: what was your day trading system's ( on NQ100 futures ) biggest Profit Factor? I'm interesting in 2001 and 2002 results, because 1999/2000 was very easy. I've developed EOD systems with Profit Factor over 4.0 Now I wonder if it also works so pretty on intraday data...

Does anybody trade futures with TS6 ? Can I trade DAX futures with TS6? What commission rates are for Eurex futures? How does trading automation works? Is it reliable? Thanx DT-waw