CL always-in

I realized after posting the Q2 summary that trades were assigned to months based on their open date.

This update (and moving forward) has the trades assigned to months based on their closing date, so there will be no "backadjustment" for June as the current open trade P&L will be assigned to July.

All results for 1 contract, which is my current position size on this system.
 

Attachments

Upon Raymond Deux's request (CEO NinjaTrader), Baron did remove my thread "Open letter to Raymond Deux, CEO NinjaTrader".

I see no value in contributing any more to EliteTrader.
 
Results for the week ending July, 5th:
- 9 wins ; 7 losses ; net +2210

Results for the week ending July, 12th:
- 9 win ; 6 losses ; net -345.

Results for the week ending July, 19th:
- 6 wins ; 6 losses ; 4 BE ; net -2115.

Results for the week ending July, 26th:
- 10 wins ; 9 losses ; net +1535
 
Re. MC .NET, I downloaded the starter edition, only to discover that the 2 simultaneous symbols are *not* 2 separate instruments, but 2 separate expiry ... so I can't even load my CL historical data.

Also, reading the (very limited) help, I found that a strategy will get disabled if the data is reloaded on the chart hosting that strategy ... of course, I need to reload data after each loss of connectivity, and I am expecting the strategy to restart after that, not to get disabled.

To be honest, I was up and running in no time on NinjaTrader 7, and I found myself struggling with MC .NET Starter, unable to do anything with it (not even getting 10 days of data on a 100-volume chart). I uninstalled it after a few hours.

So at this point, my best option remains NT7, even with all its bugs (I found at least one more in the last 4 weeks, acknowledged by Ninja Support, but of course not addressed before NT8 - if that).

That being said, this week was another 100% hands-off week, and one more time backtesting tonight did not reveal any difference with live trading (actually, I had 33-ticks of positive slippage vs the backtest for 19 trades, that's 0.87-tick per order, probably the best week from that standpoint - the average on 262 live trades is right at 0.5-tick per order).
 
Results for the week ending August, 2nd:
- 10 wins ; 5 losses ; 3 BEs ; net -190

The week started on a positive note, then Wednesday the system got wrong-footed twice (-1385 then -2495), Thursday recovered +2100 of that, and Friday +300.

Realized P&L for July: +1160
 
Results for the week ending August, 9th:
- 7 wins ; 5 losses ; 2 BEs ; net -430

Another difficult week for the system, which got on the wrong side of a few trends this week. All in all, the current drawdown duration (about 6 weeks) is indicative of unusual price-action, which hopefully will get back to "normal" soon.

The open-trade P&L is about +2,000 - which is nice, but before taking it to the bank, the system will have to find the proper conditions to reverse.
 
Results for the week ending August 16:

- 6 wins / 8 losses ; net -430, including leg closed at 2:30pm for rollover.

It has been a quite disappointing 2nd half of the week for this system, which erased all prior gains & then some. I am looking forward to better times!
 
How did you come up with the patterns?

Your timeframe seems a bit short for CL since it had that big blowup in 2008. I dont expect something like that again.
 
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