ES trading system. Wanna change
I have one trading system for ES futures. I think it can work on YM, NQ, TF also.
This is equity
http://gyazo.com/c3ddb92ba35db769b26698df4359c86e.png
Here is backtest from 1/2007 to 12/2013
60% profitable trades, PF=2, 88$ average trade, long-only.
no indicators. one optimized value.
Why long only?
Is it unprofitable when the market goes down?
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.
How does it perform from 1999 to 2006? This looks like a winner.