Thread: Broken grail in GC futures

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  1. #1

    Default Broken grail in GC futures

    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
  2. #2
  3. #3


    But maybe some optimization will help
  4. #4


    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.

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