I'm going to start doing only monthly updates next year. With the monthly, I will only do the performance comparison with the benchmark NDX since I only trade the nasdaq futures. I will also add the standard stats using my monthly performance vs NDX. Here are the raw monthy performance: These monthly numbers should be correct, if not let me know and I can show the formulas that I used. To be honest, this year was about testing and fixing errors. I started out this year backtesting the right settings and traded pretty much everything in the micros (dax, mnq,mes,mym,m2k, mgc,mcl). That didnt go well until I settled on the nasdaq when i did more tests and saw that it gave the most consistent results. I jumped back and forth betwen MT5 and QT, before settling on MT5. But I think the overall down days due to errors and bad trading balance out the positive outliers due to errors. The average works out to over 5%. My backtests showed about 4-5% monthy.
How can you have down months when you showed only positive (or zero) days? Edit: nvm, those were likely due to the error trades.
The graph shows when I decided to trade nasdaq exlusively, which i would consider my "final version". If you go back to January, you'll see a bunch of backtests and different markets I traded to get a feel for the bot. The down months (jan and november) and the + outliers pretty much balance themselves out.
hilmy83, You suggested that your backtesting was helpful. Can you identify the backtesting platform that you used and other platforms that you think could also be useful in defining & refining an intraday trading strategy in the eminis? thanks
How does the $ 36,631.73 figure in post 827 correspond to $ 59.903.54 profits and $ 44,788.35 losses (net $ v15,115.19) in post 829 ? Apologies if you've already covered this.