Designing and Building a Profitable Automated Trading System

Quote from bwolinsky:

The system had about $10k per contract of downside. That's about downside of $10,000/$50/point=200 Points or 20%. Great, at least we're at a low....
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What do you mean by this? It runs without a stop loss?
 
Quote from veggen:

What do you mean by this? It runs without a stop loss?
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This version was not found to be profitable by futurestruth.com with or without at close orders. It had about 10k of drawdown on the es in the last 3 years using only 1 contract.
 
Quote from bwolinsky:

This version was not found to be profitable by futurestruth.com. It had about 10k of drawdown on the es in the last 3 years using only 1 contract.
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I just got 49.5 points or the equivalent on ND or NQ on my last trade. So saying 23.5 with 11 trades, boy, just move on.

I could go one further at www.collective2.com/go/pairsqidqld .


Since I know how to position size myself accordingly, I could have picked up $58,000/$20/point = 2900 NQ points is the equivalent of what that system has made, some with more than 1 contract of position sizing obviously, but I usually duplicate about a 4:1 leverage factor.
 
This is something I've put together, it's inspired by this thread, so it's not exactly the Jack Hershey's method, although it uses some of it's ideas.

Monday Feb 9
+$290 trading 1 car after commission and 1 tick slippage
 

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