I used for all markets 5 min and 120 min. except the ES. I used 3 min and 60 min for it. I used alltogether around 180000 Bars. In this 180.000 Bars I got 455 trades. I backtest it with ensign. But I do not use the computer for my backtests. I scrolled the chart forward and back, and backtestet by myself! It was really many and hard work, but I did it... I also backtested it very realistic.
You say you didn't use optimization but that is optimization right there. I also saw you picked just some dow components, how did you end up with those? I see no problem with optimizing for a specific contract (e.g. ES, CL) but you need at least 3 years of data and 500+ trades preferably. You are just giving the profit factor but that doesn't tell the whole story, what about the Sharpe (or Sortino) or just the recovery factor.
So you scrolled through 180000 bars manually for 7 instruments? Oh my! Why didn't you program the system? or is it the case that your trading rules are not very exact to program?
1. I didn't optimize. I took 3 min and 60 min because the ES has enough volatility and enough volume to trade on 3 min. So I took the 3 min. 2. It took few weeks to get this 455 trades. hehe Yeah, it was really many work. The reason why I didn't use my PC to backtest is, I didn't have the ability to write a script for the backtest... I don't know how to do it! I just want check my tradingidea. Want to know how it works on the market. After 455 trades, it seems that it works... or am I wrong?