Broken grail in GC futures

[eleitojafu]

What happens? I don`t know.

Trading system is simple

wait for 20-00 (exchange time) and draw price chanel for low.
time frame 5-min
parameter for price chanel is 60..160.
from 20-00 to 2355 keep limit order to buy at price chanel line (for 20-00)
no stoploss
close long after 3 hours

[epiluseyix]

So it doesn't work now? o-o

[emiuqam]

But maybe some optimization will help

[eoetewxa30]

My system does not work in 97, 01, 02, 08 and 11 due to buying in a downtrend. Yours seems to work in 08 but not 11. Both 08 and 11 were large moving days in a down trend. See how your system worked in 08 but fails in 11.