I ran a few sims in NinjaTrader using a specially modified Renko chart with moving averages and some other rules and the sim showed $25k would turn into $300,000 in 3 months with amazing high hit rate and such. When I put it on live automated with 1 contract on NQ (i.e. small risks) I found that sim entered and exited trades retroactively after the signal rather then in real mode when it would enter after the signal signalled and the losses on whips was 3x as high as simmed. For like 10 minutes I thought I had something after spending months working on it haha. To my credit when I traded it discretionary-ily, It performed very well on day trading but I had to watch way too much to monitor and took too much effort. I keep wanting to go back and revisit and optimize because even if it produces 1/2 or 1/4 the actual return it is still golden. I had it going pretty well when I limited it to most active hours but the constant tinkering wasted too much time. Maybe later this year when I get a chance i will try again Sim is like a drug sometimes....