ES_MES - Scalping - One Contract - 4 to 5 Ticks per trade 6:30 am to Market Close - Pacific Standard Time (the Cyan Vertical Lines indicate the start of trading) (the Performance Report to the Right - based on 24 hours - 8 trading days)
NQ(EN)_Scalp - Trend - and Scalp_Trend Combination 100 Tick Range Bars Various Set-ups - with the same code NO - Backtesting_Optimizing - (Required or Desired) (although the Algo - can be Backtested_Optimized - if desired)
Hi - Those are impressive results. The report title shows "Back-Testing Strategy Performance Report". Does your algo perform with similar results in real time? What sort of slippage do you get? I'm a scalper as well. I use either limit orders or market orders with profit target/stoploss. I also use a volume delta factor - similar to your ACV, so I'm interested as to how it's working for you in real time. Thanks.
It always says - "Back-Testing Strategy Performance Report" - but - the results - are NOT Back-Tested. Personally - I know a lot of Developers - that Back-Test_Optimize - and there systems work okay for awhile - then FAIL. It is all about how the Algo is coded. Send me a Private Message - I will explain a little - about the code - don't want to do it here. My preference is Scalping - although I will do Short-Term Scalp_Trend combinations. See #271 above.
ES (EP)_Scalp - Trend - and Scalp_Trend Combination 50 Tick Range Bars - trading 4 Contracts per Entry 10 Days NO - Backtesting_Optimizing - (Required or Desired) (although the Algo - can be Backtested_Optimized - if desired)
Just testing some new code and playing around - haven't traded it with Real Money yet. This is what I call my Bizarro code - a Scalp_Trend combination. It Enters trades - that we would not normally take.
The charts show our Algorithmic Signals. Of course - trading this fast - Discretionary - NOT realistic. --One Tick Range Bar-- --Scalping for One Tick on Top Chart-- --Stop and Reverse on Bottom Chart--
Head and Shoulders This chart shows how I do Head and Shoulders - based on a One Tick Range Bar - however - using the Green and Red dots - an Indicator which I developed many years ago. While I trade mostly with my Algo Signals now - I used this trading method for many years and still trade it now and then. On this chart - I show how I do Head and Shoulders - my way. Also shown - are Support and Resistance lines - based on the Open of the bar - NOT the High or Low - which for me - I find to be more accurate. I use both charts together - great for Scalping - and/or - Scalp_Trend combinations. By the way - I Scalp - base on Price Action ONLY - on the Current Bar. On this chart - which is a 7 Tick Range Bar - if Price gets within 3 ticks of Support or Resistance - I look at the Green and Red Dots - and depending on what I see - I will do a CounterTrend Scalp. I trade back and forth - between Support and Resistance. There are other things I consider - but won't get into that now.
So...Are you selling your strategy, or just webinars on how great it all is? And how many contracts per day are your strats round-turning, on average?