Is there something wrong with this system?

Quote from frostengine:

Just to clear up a few things regarding this system... a few of you have assumed that i used TS to do my backtesting... actually the software i'm using to do my back testing is one I programmed myself, and the good results did not originate because of an error running the specific system....

However after getting my hands on approx another 30 days of data... i notice the system did not keep up with the numbers..... i'm now testing on 75 days worth of intraday data and although the system is still profitable in every instance when the parameters are adjusted... the profit is actually a little lower than the total profit when run for only 47 days......

Instead of 6k profit per contract over the 47 day period, its now a 5100 profit over a 75 day period...... Not sure what sort of conclusions to draw from this....

The original days may have just been perfect/lucky days for the system and it went on a good run..... or the new days could have just been a bad streak for the system.... I guess only way to tell is to get more data... will try and get another month of data and see what happens... although I think i'm almost as far back as IB keeps intraday data.....
More...

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50 days average of data can be helpful & will make some comments on eod [end of day]systems;
you can figure out how it applies to your time frame.

More data , the better [eod -years], that way you get plenty of ;
uptrends,
downtrends,
sideways slop /chop trends. For everything there is a time, a season.

Elite spell checker system works well, except;
over rule it on nicknames, it simply lacks that data.

Something else Frost -engine, interesting nickname;
frost- season, that is fall-winter-early spring;
tends to trend better for underlying stocks.

:cool:
 
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