A peculiarity of Tradestation caused the very first trade of the month to be incorrect. Thanks to Manni0805 and Macaw for pointing out the mistake. The repost is attached.
Hi Anomaly, I don't get the same results in November. Have you checked the individual trades to see if they match the chart? For example, on November 1, I get the following: Opening Price: 584.80 Buy Price: 586.80 Sell Price: 582.90 On a 5 min chart (as you are using for your backtester), a trade should have triggered at the 13:35 bar (CST) at the buy stop and held until the open (I'm assuming) of the 15:00 bar exiting at 587.00 for a net profit of 2 ticks minus commission. You don't show a trade for that day. On November 2, I get the following: Opening Price: 588.50 Buy Price: 590.50 Sell Price: 586.60 A trade should have triggered at 14:05 when that bar dipped below the short sell trigger but at the price of 586.50 and held until the open of the 15:00 bar at 584.40 for a net profit of 21 ticks minus commission. These are the results I get from my backtesting software and that I have verified by hand. Can you please let me know if there is an error in my system's logic or my understanding of the plan? Thanks.
By hand I see price opening at 590.90 on Nov. 2 at 14:00 east coast time, so it would have activated an immediate buy over your 590.5 buy price. This would have actually resulted in a nice loss for this day.
You are right on that one. I am not sure what happened there. I think I spent too much time looking at charts that morning. Did you get a trade trigger on November 1 at 13:35 CST for a 2 tick profit?
By my calculation this system made about 7 points in December. January has been a pretty wild ride so far.
$700 per emini russell a month is nice system. This is one of the very few I have seen that can actually work over time.