Result of a jack hershey strategy

Quote from ProgrammerGuy:

The tradestation code uses no slippage, however I do my testing is a custom programming language where slippage and commissiones is accounted for and is determined by the formula of (Currentask - currentbid) / Currentbid * 100 + (.005 / price ) / price * 100,

I have a database of all these listings for many many time frames on many many different markets.

As for the jack hershey methods... I only choose (1) to base the strategy on.

I'm just posting it to show, that it may be possible to create a winning strategy out of JH's logic.
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What rules does the system use? It seems to me that a lot of the rules SCT uses would defy coding, e.g. when is an FTT an FTT? I don't believe anybody in the Hershey camp has ever backtested the method, although I know they talked about doing it at some point. If you were able to code the rules, that would be a substantial contribution.
 
If you're able to code it for backtesting, it should be easy to switch that over to an automated system. Why don't you allow your computer to trade it? Looks like you could be a millionaire by years end if it's a scalable strategy (I know nothing of SCT). With an equity curve like that, you'd be stupid not to trade it.

But I would bet there's an error in your coding and that real time trading results would not match your results. I'm sure you're a good programmer, but it's possible you overlooked something or most likely assumed something that doesn't hold true in real time trading.
 
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