Perhaps I did a mistake to show results in % I think its more visible in currency. CL -1 contract I wish the sharp ratio would be higher . I herd hedge founds dont use below 1.
Regarding C2....that is a no risk platform for Matthew. The people taking the risk are those paying fees to host systems - because you will pay your $100 (or whatever it current is), and then YOU take the risk that it will work - no one else. I would guess that 99% of systems posted there never get a subscriber - so it's actually the people hosting the systems which are taking the risk. (Disclaimer....I posted my system at C2 and got subcribers). IMO, if you really really think your system works, trade it live, because you will get profit immediately, rather than having to wait 12 months to get subscribers on C2.
I am sorry, those results are not realistic. Really, you can make almost 8 ticks per trade net alpha on ES 4 times a day on average? With average time in trade being about 10 mins? Most likely there is some forward looking element in your testing. Take a few day's worth of signals and examine them one by one to see if it's correct. It's going to cost you less than live-trading it first.
Im planning to go live next week . I was almost crying on Friday when I sow+ $1150 on my demo after half day of trading . If I can get 80% what its shows (after commissions, slippages ...) I woud not need subscribers . I spend almost 1 year in making it and Just want to be proud of it ( guess my ego wants to do some show off). But I know the realty are more ruff. It took me several day just to learn not to intrude into the strategy during trading , its hard to resist not to take $700 profit after 5 min of trading and that's what made me to fail in the past . We all human and trading is a lonely business so when emotions getting over you we fail even best strategies. That is a reason I build this automated strategy.
OK same system parameters but I put it on chart with regular 1min bars with 2 contracts.2015 Nothing works.