Tuesday, March 13, 2018

CL System Update

3:55pm CDT - Made some progress programming my system in Ninja and have some results to further scrutinize, analyze, compare trades to actual charts, etc. Ignorance is bliss in many ways but I now have the ability to change variables, do some optimization, walkforward analysis and really decide if I'm comfortable trading this armed with plenty of data. I can say I won't be trading it the way I had for past month using a 1:1 RR ratio. There just isn't enough edge there. Keep in mind, Ninja results below do not include commission or slippage so deduct $5 or more per trade to make things more real. I did find that simply changing the targets to 4, 5, 6 RR improved results significantly. I like to see an average trade of at least 3 ticks. Anyways, that's the short update for now...

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