Beyond the hype of hershey futures method journal

This is my code:

Variables:
SessionMark(0),
InitMark(0),
TickValue(MinMove / PriceScale);

SessionMark = IFF(Time = CalcTime(SessionStartTime(0,1), BarInterval), 1, 0);
If InitMark = 0 and SessionMark = 1 Then
InitMark = 1;

If InitMark = 1 Then
Begin
If MarketPosition < 1 Then
Buy ("LE_Stop") Next Bar at H + TickValue Stop;
If MarketPosition > -1 Then
SellShort ("SE_Stop") Next Bar at L - TickValue Stop;

SetExitOnClose;
End;

 

Testbench: @ES 30m bars, 2 years history
Slippage: $0.00
Commisssion $2.50 / contract / side

Performance report is attached. If anyone can tell my implementation is not as Jack had intended, please let me know and I'll make adjustments.

I'd be interested to see the details of the remaining 3 methods.

RoughTrader

 

If you preview your post, you have to reattach any attachments. I suspect that's what happened here...

TNG

 

Forgot the attachment

 

all you have to do is reverse the Buy and Sell order.

 

Hi RoughTrader,

I unzipped and uploaded the graph here directly.

Well that one is not too promising.


<img src="http://www.elitetrader.com/vb/attachment.php?s=&postid=1593439">

 

Tums maybe you should think a little more before hastily posting replies of this type.

 

GIGO

 

The drill Index Maximus posted has an improved version called "IF 1 IF 2 APA". You can find it on this thread:

Sexy Idea....

This is a chart example:

<img src=http://www.elitetrader.com/vb/attachment.php?s=&postid=340380>

Ignoring slippage and commissions this is a "zero risk" method. Adding channels to give you the context, and volume for the pace, brings you very close to SCT.

 

Thanks CNMS. Do you trade this one ?
Without wading through the whole thread can you summarize the rules or signals here please ?