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View Full Version : ES trading system. Wanna change



Alexacex
06-12-2017,
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 (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.

Alexeypex
06-12-2017,
Why long only?

Is it unprofitable when the market goes down?

AlfredBete
06-13-2017,
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.

Alfredhob
06-14-2017,
http://gyazo.com/b1a7d49d5ff74efca8cbeb6e90fc25da.png (http://gyazo.com/b1a7d49d5ff74efca8cbeb6e90fc25da.png)
2007-2013
for change or sell (change is better)

AllanGon
06-16-2017,
How does it perform from 1999 to 2006? This looks like a winner.