Strategy(ies) exchange

Your equity curve looks great, provided it's what real trading would produce. I wouldn't care if it makes $8 per trade as long as those are real results. Dom's point was it looks like this is dangerously close to breakeven assuming slippage etc. but you may already have accounted for that.
 
Quote from dom993:

... and the associated P&L graph.

I am still interested in exploring my original idea, ie. a strategies exchange, or possibly just leasing it. In any case, PM me if interested.
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when I click on the link you posted, it give me error and doesn't open any graph for me.

EDIT: I get following error:

Duplicate headers received from server
The response from the server contained duplicate headers. This problem is generally the result of a misconfigured website or proxy. Only the website or proxy administrator can fix this issue.
Error 349 (net::ERR_RESPONSE_HEADERS_MULTIPLE_CONTENT_DISPOSITION): Multiple distinct Content-Disposition headers received. This is disallowed to protect against HTTP response splitting attacks.
 
This is my last update for 2012 ... I have been working over the last couple of weeks at "tweaking" the parameters of the reversal system, in the end I found a very minor improvement playing on 1 parameters of the pivot subsystem (namely, ALeftMinSize which is the min. volume required on the left side of a pivot candidate), and a couple of significant improvements by changing the entry level ...

... I actually found 2 better settings: a more aggressive one, allowing to increase both the number of trades (+7%) & the P&L (+9%), improving the average per trade ($171 for 2 contracts) and reducing the historical max drawdown, for a P/F of 1.76 (unchanged) over 1082 trades in 6 years, and a more conservative one, which coupled to reduced trading hours (morning only), cuts the # of trades in half (530) but improves the average per trade ($199 for 2 contracts) and the P/F (2.00), while reducing the historical max drawdown (-4730 vs -7630 for the most aggressive version).

I will be trading both configurations in 2013, plus one derived of the current entry level.

PM me if you are interested in a strategy exchange, or even by something like leasing it.

Happy New-Year!
 
dom, thanks for posting your results -- certainly encouraging for those of us toiling away for months at a time without stumbling upon anything useful. I'm just curious as to how these have performed out of sample. Thanks.
 
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