robin, as i have said several times before, the system whose snapshot are posted here should have been thouroughly tested, before being traded in realtime. there is some sign of overoptimization there. you may deny , as there are several hundreds samples there, but that's not enough. I have experienced this before and learned it in a harder way. To be able to survive long, cautiousness is always our best friend.
Your results also have the characteristics of a strategy that has been over optimized. of course it is hard to tell by just looking at an equity curve. it is another system I have done the Monte Carlo test here is snap shot of the result
Hey Monte carlo test is not enough, bcz it cannot reveal the potential problem of your strategy if the imputted sample is not representative
How about no system at all?? just good old price action using S/R I tell you no matter what the market do, will never fail you. No offense indtended as I sound somehow contrarian just something to think about
Sure, but it is intraday system. 6 month can yield hundreds of trades, 6 month result, IMO, is not long enough to be significant even for intraday systems. 6 month of 2001 and 6 month of 2007 are surely different. And Monte Carlo simulation, by definition, can yield countless combinations even for a smaller sample