Tuesday, June 4, 2013

Tues. 6/04

2:20pm CDT - I've decided to commit to trading the TF system shown yesterday for at least the month of June with 1 lots.  I've done some walkforward testing and the results are pretty much the same.  I'm not satisfied with the WF Ninja results yet, however, so I may tweak my parameters before the month ends.  The genetic optimizer runs quickly but I'm not convinced they are as good as the default optimizer which takes forever and I have yet to complete.  Plus I need to research to see what WF optimization period and test period lengths I should use.  So far I've been optimizing 90 days and using those parameters for next 30, and repeating.  Who's to say 60 & 30 or 180 & 90 or 30 & 30 or some other combo isn't better?  You can certainly get bogged down with all the permutations available...

Today was very nearly good with my 2nd trade stopping out by just 2 ticks before reversing and hitting my $900 target.  So close...
TF Contracts:3
Net $P/L:-778


  1. For a guy who used to trade multiple contracts it takes tremendous discipline to trade just 1 car. I think 2 cars give you just right amount of flexibility. Not enough to go wild and not so restrict that you can't do anything more once you put on a trade.

  2. 2 cars for this system is more than I want to risk right now. Perhaps if my "live" forward testing of it looks good over the next 3-6 months, I'll trade 2 or 5 or more lots!