Strategy(ies) exchange

Hey dom! Quite glad to see you here. I also develop for NT. Do you mind showing the profit curve for some of your strategies?

 

Not at all ... this is for the reversal system, performance graph from 2007-1-1 to last Friday (2012-11-16)

 

and the performance report

 

ES intraday

 

Thanks!
what comm level do you put in?
The ES profit curve- these are trades for which time period?

 

What were you looking for? Could always use a programmer.

 

Spectre2007:

Your ES strategy appears to yield about $8 per trade, on about 6 months backtesting ... factor-in real-life differences (slippage, no-fills, technical issues), and it will be net negative. IMHO.

 

about 50 per trade, using market orders. Very simple approach, the system has its own stoploss inherent in its design.

 

How come then your equity curve shows about 1100 trades making less than 10,000? (how did you get $50 per trade?)

 

Ur correct, even though it uses market orders a slight degree of slippage or bad fills on market orders can erode away at 50 profit target. Strat has 70% win rate.. I just haven't seen the slippage yet.