Last Friday morning was choppy. Tough to say if it failed because it generated a lot of signals, but some of them were pretty good winners. The middle of the day Friday was actually quite good.
Nice 'bar code' charts. A green background means uptrend. How about a white background? Do you identify a zone where the market is trendless / moving choppily and as such, it is a no-no trading session.
I am not talking about Ninja prebuilt backtest. Ninja uses c# and this gives unlimited opportunities to code your own back test, and this is what we did. I coded it very efficient. A single run on 12 years of data takes no longer than 15 seconds.
It looks like a simple bar cross over. If you actually did program it like that without the "orderflow stuff", it would probably be 95% match, if not exactly 1 to 1.
You all please feel free to keep posting stuff, happy to learn anything I can. A little more background, this program is analyzing 3 correlated instruments to generate signals. In this case I’m using NQ ES and YM. So while this resembles ma systems there’s a lot more to it. The signals are also customizable in terms of aggressiveness for entry and exit. Whether or not there’s value remains to be seen, this is a work in progress.