robust tradingstrategy?

I used for all markets 5 min and 120 min.
except the ES. I used 3 min and 60 min for it.

I used alltogether around 180000 Bars. In this 180.000 Bars I got 455 trades.


I backtest it with ensign. But I do not use the computer for my backtests. I scrolled the chart forward and back, and backtestet by myself!

It was really many and hard work, but I did it... I also backtested it very realistic.
 
Quote from ninja11:

I used for all markets 5 min and 120 min.
except the ES. I used 3 min and 60 min for it.
More...

You say you didn't use optimization but that is optimization right there. I also saw you picked just some dow components, how did you end up with those? I see no problem with optimizing for a specific contract (e.g. ES, CL) but you need at least 3 years of data and 500+ trades preferably. You are just giving the profit factor but that doesn't tell the whole story, what about the Sharpe (or Sortino) or just the recovery factor.
 
Quote from ninja11:

I used for all markets 5 min and 120 min.
except the ES. I used 3 min and 60 min for it.

I used alltogether around 180000 Bars. In this 180.000 Bars I got 455 trades.


I backtest it with ensign. But I do not use the computer for my backtests. I scrolled the chart forward and back, and backtestet by myself!

It was really many and hard work, but I did it... I also backtested it very realistic.
More...

So you scrolled through 180000 bars manually for 7 instruments? Oh my!

Why didn't you program the system? or is it the case that your trading rules are not very exact to program?
 
1.
I didn't optimize. I took 3 min and 60 min because the ES has enough volatility and enough volume to trade on 3 min. So I took the 3 min.


2.
It took few weeks to get this 455 trades. hehe
Yeah, it was really many work. The reason why I didn't use my PC to backtest is, I didn't have the ability to write a script for the backtest...
I don't know how to do it!


I just want check my tradingidea. Want to know how it works on the market. After 455 trades, it seems that it works... or am I wrong?
 
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