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
ES trading system. Wanna change
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.
Pattern number 2
CL futures, long only
Click the image to open in full size.
2007-2013
for change or sell (change is better)