I was able to finally get my new system coded, sort of, in Ninja. It's not exact but really close. The 2nd half of 2018 looks great! The 1st half, not so much. Perhaps it will continue to do well for a bit, or it may die an ugly death? No way to know. I may try to improve things with some walkforward optimization or perhaps I can figure out a way to trade other markets with it.
RESULTS FOR DAY | |
---|---|
NQ Contracts: | 16 |
Net $P/L: | 847 |
Wins: | 10 |
Losses: | 6 |
Win%: | 63 |
Avg$Win: | 193 |
Avg$Loss: | -180 |
In other news Algos Broke the Market?
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