Better trading system available?

Discussion in 'Strategy Development' started by diego1, Jan 11, 2004.

  1. diego1

    diego1

    Hi all,


    I was wondering if there are people that have or know a better trading system than mine (in relation with drawdown, profit/loss,...)

    Pls look at my file included.


    Profits are without commission or slippage.
    Trading with 1 contr. E-mini ES


    Let me know something pls.
     
  2. rcreal

    rcreal

    IMHO the system isn't bad start, but you should at least factor commission/slippage. With $25/turn you are looking at $55 avg.profit/trade. That is a little low.

    Try adding a filter (indicator or time based). On several of my systems, filtering out known "no trade zones" of the day dramatically improve results.

    Good luck!

    Rich
     
  3. samaras

    samaras

    If there is better systems also depends on how optimised your system is. Also two years of data is not enough IMO and with S/C the drawdown the figures will change by large.