NQ futures day trading systems

D

DT-waw

I have a simple question: what was your day trading system's ( on NQ100 futures ) biggest Profit Factor? I'm interesting in 2001 and 2002 results, because 1999/2000 was very easy.

I've developed EOD systems with Profit Factor over 4.0
Now I wonder if it also works so pretty on intraday data.

Any feedback appreciated.
DT-waw
 
4.0 is pretty good.
intraday if you can get 1.5 is good imo 2.0 is fantastic, but that's just me. with systems anyway. what is your system broad style ?
 
Profit Factor = Gross Profit / Gross Loss

My system is very simple. It works great on EOD basis ( i've tested it on swiss franc, eurodollar, nq, sp500, nikkei 225, cac40, japanese yen )

Long term trading is not for me. There are long periods with no profits.
I'll be very satisfied with PF = 1.2 with day trading systems. I think NQ futures are the best instrument for daytrading, maybe DAX also.

DT-waw
 
Originally posted by DT-waw
Profit Factor = Gross Profit / Gross Loss

My system is very simple. It works great on EOD basis ( i've tested it on swiss franc, eurodollar, nq, sp500, nikkei 225, cac40, japanese yen )

Long term trading is not for me. There are long periods with no profits.
I'll be very satisfied with PF = 1.2 with day trading systems. I think NQ futures are the best instrument for daytrading, maybe DAX also.

DT-waw
More...

Okay...same thing
:) Well, I'll tell you what. If I had an EOD system that gave a 4.0 over any sustained period with 40% or so winners I'd "Learn" to like long term trading...Lol That's Great! As far as intraday trading goes,I think you're being very realistic in expecting a 1.2 Some of the best systems I know of give only about a 1.4 or so. So,if you can pull off a 1.2 with say 45% or so winners,congratulations!
 
Breakout: EOD systems are good in terms of PF. But they are not good in terms of return.

I attach optimization reports from Wealth-Lab.
 

Attachments

Originally posted by DT-waw
Breakout: EOD systems are good in terms of PF. But they are not good in terms of return.

I attach optimization reports from Wealth-Lab.
More...


No offense...but,that's relative. To me,and a lot of people, 8% is a nice return,and that's very possible with an EOD system. By the way, thanks for the attachments. Very interesting.
 
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