What kind of historical and/or real time Profit Factors are you guys acheiving for automated strategies on the ES.D?
I am mostly interested in strategy ideas that are intraday.
I am mostly interested in strategy ideas that are intraday.
Strategy Profit Factors for ES.D
- Thread starter bearded_clam
- Start date
For the past five years Avg. 2.83 (Longs 2.61, Short 3.75)
If I cranked up my system and got more aggressive I might see, using historical testing, Avg. 3.11(Longs 2.83, Shorts 4.14) WITHOUT commissions on 1000 total trades.
I hope this helps.
If I cranked up my system and got more aggressive I might see, using historical testing, Avg. 3.11(Longs 2.83, Shorts 4.14) WITHOUT commissions on 1000 total trades.
I hope this helps.
Nice. Is this trading 1 contract only
If your base or minimum trading size is 1 contract I will generally be between 1 and 10 times that base trading size with entries. 1 to 5 times is typical.
Better risk/reward = more size.
Better risk/reward = more size.
Very nice DT.
How do you create that link?
How do you create that link?
Is this system taking trades outside of reg market hours for daytrade?