Any pure mechnical traders or system traders?

stops and limits are not time dependent...as long as exit is before 4:00. auto liquidate all positions at 4:00.

ive tried using 1 minute charts, i have a countdown bar timer indicator...unfortunately nothing works. since slippage costs me between 1-2 points a month, it`s not a big issue.

yes i am profitable, but like 5-6 points a month.....not even enough for food
 
Quote from feng456:

stops and limits are not time dependent...as long as exit is before 4:00. auto liquidate all positions at 4:00.
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OK, but do stops and limits trigger on the half hour?
 
Thanks. I don't understand how you are getting backtested stops and profit targets that can occur anywhere inside a 30 minute bar if you are testing on 30 minute bars. As another poster wrote, the bar is "opaque."
 
I just wanted to interject one thing: I always test on multiple instruments. If the system doesn't get good results on them (good=expected which is different from tradeable; it should merely be profitable to the extent expected with that instrument) then I assume curve fitting and move on.
Whatever it is you're doing you should try on something else just to see if it works at all.
 
Quote from trefoil:

I just wanted to interject one thing: I always test on multiple instruments. If the system doesn't get good results on them (good=expected which is different from tradeable; it should merely be profitable to the extent expected with that instrument) then I assume curve fitting and move on.
Whatever it is you're doing you should try on something else just to see if it works at all.
More...

ok what instrument(s) do you suggest?
 
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