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It's all relative to time frame, right? You can be mean reversion on a time frame measure by n units but momentum or trend following on a time frame measured in n/4 units. Some very successful trading strategies combine multiple time frames.

The author clearly has a personal preference. However, his preferences may not be your preferences. Are you favorite foods the same as his? Are you attracted to the same women (or men) that he is? Does the author see political issues similarly to you? My point is that momentum and mean...

Agreed. The fact that your win rate is high but your Max DD is also high is concerning. These types of systems have a tendency to blow up. The fact that you can only test those three indicators is most likely not helping you. Everybody else looks at those indicators as well...that's...

Check out Mechanica as well. Although they don't allow you to demo the software, which I thought was a bit frustrating.

The best traders operate a system (even if the "system" is you), they have a target for a loss (technical point, $ value, etc), and when that point is hit they exit. Losses that are undefined have the potential to turn really nasty. The fact that you have turned to a forum of strangers...

We like to look at the VERY long-term charts, like a weekly. Stepping back gives a better view of the sustainable moves. Attached is the spread going back 30 years. In bull moves for precious metals, silver tends to outperform. In precious metals bear markets, gold tends to outperform. You...

When you follow the long term trend or fade heavy sentiment; Euro-Bund, Euro-Bobl and all other markets are pretty much the same.

If that's the case, then I would: A: Find a different method of backtesting which will allow you to control the "environment". or B: Seriously handicap your results. What I mean by this is adjust your CAGR (annual rate of return) downward and bump up your average or worst draw down...

Some big things that back testers don't think about are commissions, slippage and interest earned on the account (the latter is particularly important if you are trading futures where so much of the account isn't being utilized for margin). Try running your system through a worst case...