Result of a jack hershey strategy

Discussion in 'Strategy Building' started by ProgrammerGuy, Aug 30, 2007.

  1. 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.
     
  2. Here's the equity curve
     
  3. There is a reason they call it realtime trading.. because everything else is fake :p
     
  4. TraDaToR

    TraDaToR

    Slippage? Limit orders? Instruments?
     

  5. Of course, but by that logic you personally led Hillary up everest.
     
  6. I'm glad you are aware of the illusion of anything but real results
     
  7. no slippage.
     
  8. Bob111

    Bob111

    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.
     
  9. ramora

    ramora

    This was generated in Tradestation, how about posting the last 100 trade entries and exits and the Performance summary?

    Thank you,
     
  10. TraDaToR

    TraDaToR

    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
     
    #10     Aug 30, 2007