E-mini Strategy

L

lmelo

I would like some input on a simple e-mini intraday trading strategy I have developed. I've backtested it with e-signal and can't seem to get more that 6 months of e-mini intraday data from e-signal. Does anyone know of another system I could use to get further historical intraday data?

Attached are the screens from the e-signal strategy analyser:
 

Attachments

Attached is the other screen.

The default settings are:
Account Size: $10,000
Contracts: 1 per/trade
Commissions: $2 per/Trade
 

Attachments

Okay, some critical observations... not trying to pick on you.

1. Only 50 trades in six months, or about in 120 days? In my view that is too selective for an intraday system. Of course if it is a secondary system, then it is okay.

2. I think you need atleast 200 trades to draw reasonable statistical conclusions... of course others may disagree, but that is my opinion.

If you want me to backtest, and the rules are fairly straightforward and won't take too long to code, I can do it. I use Genesis, and have tick data for ES for about a couple of years.

Good luck.
 
Quote from lmelo:

I would like some input on a simple e-mini intraday trading strategy I have developed. I've backtested it with e-signal and can't seem to get more that 6 months of e-mini intraday data from e-signal. Does anyone know of another system I could use to get further historical intraday data?

Attached are the screens from the e-signal strategy analyser:
More...

A 50 trade backtest is almost entirely worthless. I agree 200 is a start, but prefer 1000.

Fletch
 
Quote from Dragonbreath:

I feel dirty now as well. I'm using eSignal data to back test my strategy. Is there a place I can get more esignal tick data or use an exsiting EFS to back test on another site? I dont have the skills to re-write it in another language.

DB
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Unless you're using a reasonable tick size in your chart, I'd suggest refraining from going live. A strat which shows good historical performance on 55T charts won't execute properly enough to make an money.

RoughTrader
 
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