Soybean Intraday Breakout System

Discussion in 'Automated Trading' started by IndexSwing, Oct 16, 2009.

  1. I have a system for day trading soybeans based on a breakout method. However I am not a programmer and don't know how to perform a backtest over an extended period of time. Since 9/23 I have printed the chart of soybeans at the end of the day and performed a manual backtest based on an examination of the charts. Based on my backtest starting 9/23 and ending today 10/16 the results are as follows: 13 trades, 8 winners, 5 losers and a net return of +58 cents. The system performed well at the beginning of the month, but has recently had a string of 3 consecutive losses. What I would like to know is how this system would have performed over the last few years. I am willing to exchange the system details with someone if in return they will perform a backtest and share the results with me. PM me if interested