The ATS has Reversed to Short after a nice gain. You can see the system remains in the market, travelling from reversal decision to reversal decision.
The really kewl thing about forward testing is that every time you whack a mole a new one soon shows up. WHACK !! WHACK !!
The ATS just Flattened at EOD. Today's forward test results: Gross P&L: +22.5 points Profit/ATR ratio: 0.6 Trades: 4 Wins: 3 Chart legend: Green line = Long trade Purple line = Short trade And upward sloping green line is a win. An upward sloping purple line is a loss. And so on.
Scott, I have completed my first working model of my ATS. I'm using a modified version of the Cash Cow logic. It's still a work in progress, but here is today's results. It didn't do too bad! WGTrader
Made some additional changes to the logic. It still needs work, but today it did 5 trades for 20+ points.
The "Cow" did reasonably well today except for bar #61 when it got butchered (hamburger meat!). There was a little whipsaw towards the end of the day, but it ended with a total of 13 trades and 10.75 points. Still need to add some additional logic sequences.