Beau, are you saying you don't make mistakes? When a backtest has stats like what you posted, one of the following is almost always the culprit: 1) coding or settings error 2) optimization 3) data problem My simple suggestions would have found the cause but you dismissed them. Wayne came up with more likely results but you said he doesn't know what he's talking about. Others have made suggestions that you've dismissed. I know you can crank out code by the pound and that you've made profitable systems that have worked going forward on collective2 but that doesn't mean you can draw conclusions from tiny samples or fail to troubleshoot unrealistic results. I don't have a beef with you and I mean this constructively.
That's like saying: "It's right because I say it's right, and how dare you question my results"? A tad arrogant, don't you think? :eek:
Not to offend wayne, but for someone that's claimed to use wl for awhile, you should have known these things. Here's the CSV file, I think you'll find it a bit more useful or at least easier to use
YYYYMMDD HHMM O H L C Volume You'll have to open this in excel, and save it as a comma delimited file. When you convert it to .CSV, you'll get the same results that I get after you import them into WL.