Monday, June 3, 2013

Mon. 6/03

3:15pm CDT - TF testing again.  This should have been more than double since my target would have hit but when I dragged my stop to tighten it, I actually covered at market right then! :(
RESULTS FOR DAY
TF Contracts:1
Net $P/L:367
Wins:1
Losses:0
Win%:100
Avg$Win:367
Avg$Loss:0

This is my latest TF system. Curve looks great for past 3.5 years. Before that it's not bad but not as pretty. Need to do some walk forward testing. No commissions or slippage are included so the avg net profit per trade is likely only 2.5 - 3 ticks per trade per contract.

4 comments:

  1. looks good for a start. however pf is too low. still with large number of trades, could make some coin.

    The problem you would face is sticking with this system and taking all the trades. Automate it if you can.

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  2. PF could be higher but I haven't come up with any way to do that (yet). If you have any system ideas that would do that Anon, I'm all ears! :)

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