Critique Data

[Spectre2007]

1 contract ES
240 days of data
Rithmic Feed
Market Orders

 

[Spectre2007]

hourly pnl

 

[Spectre2007]

summary

 

[fordewind]

The rope is too short.It will be losing over time.Increas your profit target.

 

[Spectre2007]

The rope is too short.It will be losing over time.Increas your profit target.

each derivative has a specific curve structure, only certain PT, SL work. If you try to increase PT, the SL has higher likelihood of being hit.

 

[fordewind]

each derivative has a specific curve structure, only certain PT, SL work. If you try to increase PT, the SL has higher likelihood of being hit.

Then probably your exit logic is not so good.

 

[Spectre2007]

Then probably your exit logic is not so good.

If one extra tick can be harvested, so for entry -1 tick offset limit order from signal, Increase PT to 17 ticks instead of 16. Would rather not enter into a trade if fill doesn't occur.

 

[fordewind]

If one extra tick can be harvested, so for entry -1 tick offset limit order from signal, Increase PT to 17 ticks instead of 16. Would rather not enter into a trade if fill doesn't occur.

You answer exactly like my mam - not to the question asked...lol.You must`ve been great politician.

 

[fordewind]

This one is the best i was able to come up with.It is hold and reverse no targets no stops:

https://www.elitetrader.com/et/attachments/cumulative-png.166478/

https://www.elitetrader.com/et/attachments/dd-png.166479/

Your sample of 6mnths is not enough,mine of 1 year is not enough as well.

 

[Spectre2007]

You answer exactly like my mam - not to the question asked...lol.You must`ve been great politician.

exit logic is simple.. capture tick/avoid exposure/exit when wrong.