How about you proof-read before you post? On another note, stop slippage in backtesting must be reflective of stop slippage in real-time...
To be clear, I am seeking comments/feedback on the recent drawdown characteristics, if possible comparisons with other traders' systems from that...
Sorry for the confusion - I use High/Low swing points, nothing to do with floor pivots
P&L curve attached (again)
No optimizer, but a lot of manual testing to find out the best settings. I reworked the pivots based on observations made in the drawdown...
I identified about a year ago a reversal pattern on CL, which seemed interesting enough for me to start developing an automated system for it....
I keep in my trading log (Excel spreadsheet) a column titled "Cost of error" in which I input for every trade the cost (or gain, but this is...
Of course, markets see radical changes that affect them long-term ... the advent of electronic trading, the speed of information (& rumors)...
18. My only automated trading system success to date is based on a specific market inefficiency. Aside from that, I am still fighting with the...
This is pretty much the rule in any business, for obvious reasons ... we all would love free money, but the reality is everyone needs to "work" to...
55% win% at 1:1 translates in a P/F of 1.22 Your system backtest on 10 years shows P/F of 1.28, and the average win is much smaller than...
10am news release, Employment Friday, Options Expiration week, 9:30am open / 4pm close, 1st / last day of the week (or month) ... all of these are...
More comments / ideas to consider: - Day of Week (DoW) analysis ... what is the best/worst DoW performer on the entire backtesting period, and...
The large number of trades in backtesting as well as its time-span is very good. - I would look at all the stats on a year-per-year basis ......
I use Dimension4 from Thinking Man Software. It is free and does just what you want.
I have one which would probably not qualify as "Holy Grail" with other traders for various reasons, but does the trick for me at this time ......
I have to disagree that there exist a perfect stop placement ... for a given entry price, the amount of heat that the trade could take & still...
Yes that was a little provocative :) - and I appreciate you jumping on it. My point is that "assuming I want to risk 1% of my capital (on a...
Backtesting (even better your own trading history for that setup) is 1/2 of the answer ... with a large enough sample size (say 500+), you start...
Can you define "micro stop" ? I would suspect it can't be at the sub-tick level, so how many ticks would a "micro stop" be for you? My 2nd...
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