what do you think of the equity curve

an intraday system trading HSI futures

it has minus 3 points per trade (slippage+commission)

a friend shows it to me

does the system robust?

 

How did you get the HSI on tradestation?

 

3 Points slippage on HSI - Gosh - who are you trading with ?

 

with owndata and IB api

 

i don't think HSI futures is liquid enough for intra-day, while holding overnight, the opening gaps can really screw u

 

It's over-optimization.

Ask your friend for the equity curve of the same system of longer period, 2-3 years, then you will see the real picture.


Good system need no reoptimization from time to time. Same system working all the time.

 

It's over-optimization.
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josean

why do you think so ?

there are a basket of parameters which generates similar result

and the pic does not show the best parameter

just the average result

the range between the best and worst result is not more than 500 points

 

I have strategies with similar result in the same period, looks great but depending on market situation (which keeps changing for HSI ), may turn out to be fiasco in realtime trading.

 

at least 200 resulst show similar results

among them the best is about 4800 the worst 4400

 

Let me try my best :

Do not stick to the intraday picture, look at broader environment