NQ Fully Automated Trading System

Yes, Ive run it with ES and other commodities. The only thing i change is slippage and commission. Here are the ES stats. ES has tighter spreads so i set the slippage accordingly.

 

$4 commission per contract sounds right, but agree that $198 slippage per contract does seem high.

Thats 10 NQ points or 40 ticks in slippage per contract.

From that kind of slippage estimate I guess the the system is designed to take trades when the NQ is moving really fast?

 

Are you also a TradeStation client as I am?

I pay roughly half that - including NFA fees.

 

Anyway backtesting is ok, forward testing is "where the rubber meets the road" to real profitability ......... or not.

 

He's margin called. God bless sim.

 

Max strategy drawdown % is what is relevant there

 

Then we are missing a very important figure in this summary, aren't we?

 

I don't think so? What do you think is missing? The account doesn't blow out. Max drawdown is 5%

 

The true amount of money in the account, how long this trade period covered, along with a few other metrics.

Never trust sim engines to do a good job. Like the 40 ticks per slippage on each trade. That simply doesn't happen in the real world.

 

awesome, go live