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    System results depending on market hours

    Problem is that I do not have TF data, I use mostly tick charts and I used ES and NQ. The system works on various timeframes and markets. ES volatility (in my timeframes) changed about year ago and NQ is much better although more volatile especially in beginning of trading day, anyway I am...
  2. T

    System results depending on market hours

    Answers to previous comments - yes it is central time - Chicago CME market. And it was just tested for last 3 months, as RTY was moved back to CME last Summer and in first months volume was low. Now it seems good for trading. And yes, it is Tradestation - so equity is counted as Net profit...
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    System results depending on market hours

    I use a simple system with 2 signal patterns - pullbacks in trend, I tried to backtest it for RTY futures, but it has strange behaviour in January-March 2018. It is highly profitable in time 9.00 - 15.00, but it is absolute loser from 8.30 - 9.00. Same setup, same parameters, stops, targets, but...
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