Thread: ES trading system. Wanna change

Results 1 to 5 of 5

  1. #1

    Default 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
    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
  2. #2

    Default

    Why long only?

    Is it unprofitable when the market goes down?
  3. #3

    Default

    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.
  4. #4

    Default

    Quote:
    Originally Posted by LauraRomans View Post
    How does it perform from 1999 to 2006? This looks like a winner.
    If you give me historical data 5 or 15 min frame I`ll make backtests.
    But I think that system has same dinamics at all time.
  5. #5

    Default

    Quote:
    Originally Posted by silentbob View Post
    If you give me historical data 5 or 15 min frame I`ll make backtests.
    But I think that system has same dinamics at all time.
    SB, Thank you for being willing to test more years. I use TradeStation so I don't own the data and therefore cannot give it to you. Not that you are looking to give your code away, but, I'd be happy to test it for you, after signing any do not compete/ confidentiality type forms that help you feel at ease.

    You can also sign up for the free TradeStation data - they require a $5,000 account for free data. It looks like you have this option as the code seems to be in EasyLanguage. Laura

Posting Permissions

  • You may not post new threads
  • You may not post replies
  • You may not post attachments
  • You may not edit your posts