Quote from Spectra:
Greetings,
Those variables were used as well. 38..39..40..41 once you start tweaking to the point then you start 'curve fitting' back testing results. But I give the rules out openly if a user would like to use a 35 pt stop instead.
Have you looked at the results on the ES?
Geoff
Quote from Boib:
Spectra:
I have been following your results with this system since you started trading 6 contracts in March.
I donât have the back testing capabilities you have but here is something to consider.
Using your entry rules with one contract and taking 11 points and a 39 point stop (to allow for commissions) I found the system was more profitable than you are experiencing with scaling out and a trailing stop.
For the last 3 months I have you with losses in March and May and a profit in Apr.
Total gain for the 3 months of $565
Trading only one contract; you would have had no losing months and have a gain of $795.
Plug it into your back tester and see what happens. I would be interested in your results.
Quote from deaddog:
How long a period did you use for the original back test.
I see you now have a second entry for maxspan on some days, are you using the same 10 point profit(1/2 position) and 40 point stop?