Improving Efficiency of Automated Exits

Discussion in 'Strategy Building' started by ForrestGump, Jun 8, 2005.

  1. Hi folks,

    I have been a discretionary trader of Index Futures for many years. Now, I am trying to automate some parts of my trading (using TradeStation 8.1). The entries were very simple to take care of. I am having trouble with automating my (Winner) exits with a level of efficiency that would be within about 20 to 30% of my discretionary exits.

    I have attached the TS Trade Graph of MFE for my system . Any guidance from experienced system developers would be highly appreciated.
     
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  3. Here is the TS Performance Report Equity Curve for this method.