Post your equity curve

Discussion in 'Strategy Development' started by trelco, Oct 6, 2011.

  1. trelco


    [Here]( is the worst year (2004) of the backtest for the system I run.

    Contract: ES

    Margin average: $12,000/contract

    Scalability: Max $15,000,000

    It relies heavily on a proprietary version of the bollinger band so that the ranges between lines are not as static. The lines cross over because they are not static top, middle, and lower lines but they are not just calculated from moving averages.

    Will post more details/metrics later.

    I am currently running the strategy and have a big pyramided runner but would like to know what other potential logistic issues I may run into as I increase size. Are there any problems with brokers front running/disseminating orders or stop loss level?

    What size do you think a trader becomes a target for other market participants?

    I would also like to see your equity curve and a brief description of your strategy. Feel free to be vague.

  2. I didn't see the time periods on that chart...I'll assume the X-Axis was simply the trade number.
    Did you attempt to analyze the market conditions which caused the side-ways condition in 2004 ? Really good systems can make themselves adapt to market conditions.