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View Full Version : ES trading system. Wanna change



bqjklela26
10-22-2015,
I have one trading system for ES futures. I think it can work on YM, NQ, TF also.
This is equity
Click the image to open in full size.
Here is backtest from 1/2007 to 12/2013
60% profitable trades, PF=2, 88$ average trade, long-only.
no indicators. one optimized value.

I could change this (easy language code) to another intraday trading system for CME futures.

Waiting for offers

atasofuzev
10-22-2015,
Why long only?

Is it unprofitable when the market goes down?

BekasCMix
10-23-2015,
Why not? I think this pattern hasn`t long-short simmetry.

As you can see om equity - there are some drawdowns at downtrend periods like 2008. And no critical drawdowns in 2011.
When market goes down - it is neutral.

Darrelfer
10-23-2015,
Pattern number 2

CL futures, long only
Click the image to open in full size.
2007-2013
for change or sell (change is better)