Please see the attachment for my spreadsheet. I'm back-testing a trading system and, as you can see from the spreadsheet, the results are spectacular. It's hard to believe I am doing this right. Can you guys help me find issues with how I am trading? I'd be really grateful! I'm back-testing my strategy by clicking through historical Wheat charts one day at a time. The data is from Think or Swim, and I'm starting with Wheat in 2003. I posted this question on Reddit, but there seem to be no AG traders there. Many brought up some questions, and I'll summarize my answers so we can get some basics out of the way: -- How do I decide when to enter and exit? I look for trends and large reversals on daily charts. These are the indicators/patterns I use: 1. EMA and MACD-Histogram to find trends. 2. Heikin Ashi Candles to find trends. 3. MACD-Histogram and Price Divergence to find reversals. 4. Engulfing Candles to find reversals. 5. Compare price movement to Elder's non-EMA'ed Force Index to determine conviction. 6. Historical highs and lows to determine whether the price may be at its very bottom or very top. -- How do I actually enter a trade? I use a trailing stop limit set $2 from the price (Bid/Ask depending). This helps me get in near an intra-day high or low if I'm right. -- How many contracts do I buy? For every $5000 of capital, I buy one contract. -- How much do I risk per trade? I place my stop $2 away from my entrance price, which is a 2% risk, not including commissions. Including commissions, the risk ranges from just under 2% to 2.5%. -- Is $2 enough wiggle room? Yes, it seems to be enough. -- Do you use limit or market orders? I use limit orders, even for my stop loss. However, behind my stop limit order, I put an emergency stop market order just in case the market explodes and my limit order isn't hit. -- What's my plan for taking money out for personal use? I don't have one set in stone. I'm more concerned with making profits first. -- Have you forward-tested the system? Not yet. Forward-testing begins tomorrow when the markets open. -- Do I tinker with indicator parameters a lot? Not once since the beginning of the test. -- Do you know when your system doesn't perform well? The system has trouble during ranges. I switch to shorting at the top and buying at the bottom when a range occurs. -- If the market jumps I lose 15%, do I leave or do I ride it out? I leave and re-think what's happening. Other thoughts: - How liquid are the grains markets? Can I easily trade 10-20 contracts?