The system traded on market order, and no positions overnight when I traded with my real account. The executions time were less than 500 ms. The...
It depends on the broker's margin requirements. e.g. for IB, trading one contract requires: ES GLOBEX: Intraday Initial - $2,875, Intraday...
Here is the backtest results from my NQ automatic trade system now: from Jul 20, 2009 - Nov 21, 2014 ( total 64 months): Trades: 4614 Net Profit:...
None. Forgot to mention it in my first post, the test data doesn't include the market data for May 6, 2010 and May 7, 2010. The market...
YM performance
NQ performance
ES performance
I did forward test all three symbols on my IB paper trading account. The results of the forward test are almost same as the backtesting. The...
I've developed a system for fully auto trading E-mini futures. Here are the backtest results for the last 15 months. Trade one contract for...
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