Thanks, i know that,but i don`t even bother with comms.Let it be tripple its ECMP.$9746.32 is 1 point on an approx.200 cars wich is 100K in margin.
I think he meant so you would risk less capital because ES is limited to a minimum of 500 spy shares, by doing SPY you can reduce your risk to 1/5th of ES if you trade 100. We all been at some point where you are now, ahh the illusion of simulated results and spending countless hours with the optimizer, I still remember those days, they were fun, but very dissapointing too! heh Good luck.
I'm guessing cost is the key driver because that's the only way you could test your system in the real world. Making silly claims and trolling for investors aint gonna work from what I've seen. My two cents.
I'm trolling for investors in real world,and here I'm trolling for,like I said, the ideas exchange and specialties if possible.
Yesterday I wasn't paying attention and didn't realize the backtest you are showing. You must be careful with the backtest assumptions Average trade 2977, 100 cars means per car average is $ 29.77 average If you are trading 200 cars, it means $ 15 per car - so your average trade is approximately 1tick on ES. Are you incorporating slippage or at least bid-ask difference of 1 tick in your backtest ? If you use 1 tick slippage, your strategy will be a smoothly downtrending equity curve. Also, with such a small 1tick average profit, commissions are terribly important. You come out as a complete novice when you disregard dom993's comment on commissions. Also, don't even think of trolling for outside money, when its clear that you haven't put even your first trade for this strategy. Your real world reputation (not internet message board reputation) will suffer a big blow, if you try to do anything like that without knowing your stuff. Just friendly advise.