So on monday I started reading a little bit abouts jack's strategy again. I mean after all the hype how can' t you. Anyway whipped something together using the logic of his methods and came up with this. I'm trading this live tomorrow Half is in sample data half is out of sample data.
wow! looks like one way ticket! goes only up. imo -too good to be true. if i come up with such curve -i would be looking for some serious errors in code. real time trading will reveal them quickly too, but for some money.
This was generated in Tradestation, how about posting the last 100 trade entries and exits and the Performance summary? Thank you,
Limit orders + no slippage = almost no fills( depending on the importance of levels in the book )= totally different results stop order + very liquid instrument + no slippage = fine