Result of a jack hershey strategy

[ProgrammerGuy]

So on monday I started reading a little bit abouts jack's strategy again. I mean after all the hype how can' t you. Anyway whipped something together using the logic of his methods and came up with this. I'm trading this live tomorrow


Half is in sample data half is out of sample data.

 

[ProgrammerGuy]

Here's the equity curve

 

[Tenzing Norgay]

There is a reason they call it realtime trading.. because everything else is fake

 

[TraDaToR]

Slippage? Limit orders? Instruments?

 

[acronym]

Quote from Tenzing Norgay:

There is a reason they call it realtime trading.. because everything else is fake

Of course, but by that logic you personally led Hillary up everest.

 

[Tenzing Norgay]

Quote from acronym:

Of course, but by that logic you personally led Hillary up everest.

I'm glad you are aware of the illusion of anything but real results

 

[ProgrammerGuy]

Quote from TraDaToR:

Slippage? Limit orders? Instruments?

no slippage.

 

[Bob111]

Quote from ProgrammerGuy:

Here's the equity curve

wow! looks like one way ticket! goes only up. imo -too good to be true. if i come up with such curve -i would be looking for some serious errors in code.
real time trading will reveal them quickly too, but for some money.

 

[ramora]

This was generated in Tradestation, how about posting the last 100 trade entries and exits and the Performance summary?

Thank you,

 

[TraDaToR]

Quote from ProgrammerGuy:

no slippage.

Limit orders + no slippage = almost no fills( depending on the importance of levels in the book )= totally different results

stop order + very liquid instrument + no slippage = fine