YM test system

Yeah, I'm waiting for a big drawdown. I am going to have to abandon the eSignal platform as I need more than six months of data. I don't even have 10K anyway, so I guess I have the time.
 
It looks good so far.. but its only 6 months of testing and a little under 200 trades. Its almost certain that when you run this over the 2 years of data like you plan it will look NOTHING like this. I'd be surprised if its even net positive over the missing 1 and 1/2 years.....

However, you just never know until you test it. Good luck
 
I agree with frost. And the things that give credence IMO, Confidence Limit of only .508, outliers running at a full 25%, and a W/L of only 53%. Additionally, the # bars (20m) per trade SUGGESTS overnight holds, which incur substantially more market risk vs regular trading hours.

Osorico
 
You must log in or register to reply here.
Back
Top