How crazy am I to believe that this system can work live?

Did you run it live against the apex API?

 

I ran it with ninjatrader 8

 

This is not a backtest but a forward testing.
Slippage is included
Indeed, it is NQ and ES

 

the average is all completely normal given the number of transactions

 

with Ninjatrader 8. Its a forward testing

 

NQ and ES.

 

agree on PF being too low.

would also like to see MFE, MAE, and ETD in tick form.

how are you figuring ETD? MFE - Exit for profitable trades I am assuming. What figure do you put in for ETD when the trade goes against you from the start and you get stopped out? MFE (which will be close to entry) - MAE (stop) = ETD? Do you include the distance to your stop in ETD or just use zero value?

 

Very technical question for me

 

Hello trader221,

Back test from 1/1/2006 to 10/27/2023, and EVERY question in your life will be answered when you see the results.

 

How would you account for slippage in a backtest?
I just do the old-fashioned way of assuming that I will get filled a few ticks away.
Do you happen to know any better trick?