ES Journal - 2012

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Quote from Spectre2007:

code..
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Glanced at your code.

Do you have an updated code as the EMA is 5,not 200 and the times do not reflect 8am start but 8.20 and eod is also different from what you indicated earlier.

It is nice to see someone offer a strategy with supporting documention.

The P/L is missing commissions so I assumed this is a sim run.

Interesting just the same.
 
The values are just default for coding purposes. Most will switch to desired values for testing. Commissions are 1.25 per contract .. Low impact on overall outcome. When your trading I find that algorithmic outweighs manual entry exits.

For ES you will find lots of inefficiencies in price structure and movement. Data mining the longest history that you can obtain will show you what has worked up to today. Price structure and patterns can change. But like most traders in any given market will attest to.. Each market has it's own unique price structure pattern movement.
 
Inefficiency that the code posted is taking advantage of is that the summation of algos players at play at that given time point .. Price moves counter to it's trend for the rest of the day till close. It could be profit taking from previous session before session open but noone knows except the largest players behind algos.
 
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