thanks hypo...i definitely will be trading the futures counterpart for the reasons you mention. also for taxes (although i'm not paying any taxes just yet!)
oddi....my only fear at this point is that i don't have enough data. but there are specific things that trigger losses in this system and they are VERY obvious to see on a daily chart. I have looked at the past 5 years on the daily and i see nothing that worries me yet! cross my fingers....
thanks g_morgan...i agree, i will need to foward test with small lots at first. i haven't even checked other markets so i am going to do that tonight. i can't get into details, but i highly doubt it will behave differently....but we will see!! :eek:
i feel scared that i have come across this system...i feel like its somehow going to breakdown in the future...i had nightmares last night! anywhoo, i think i'm going to get TradeStation and backtest it further than 6 months, but so far so good. this thing is completely automated (all the signals are traded at the closing prices of bars), so i'm wavering on the idea of whether to automate it or not (because i think i might be able to get better fills if i were to trade it manually). i'll post the longer term results here in the future. btw, i have run this on a large set of markets and they all work, just in varying degrees. KLAC & AMZN seem to be the most efficient vehicles for this system. i feel like a kid on christmas day right now....
Hi again, Those are pretty nice equity curves... but... 1) Did you reoptimize, or change any of the parameters? 2) How many equities did you test? I'm guessing you are just showing the best. I really would forward test the system without $ before risking anything... But then, I don't have much money My system...
my system seems to work for many markets without changing any of the parameters, but does fall apart in other markets. pretty nerving to me (does this always happen, or should i only consider systems which behave similarly throughout all markets?). also the 6 month backtest for me isn't enough. i just don't understand why esignal wouldn't have data farther back than 6 months. i'm probably going to end up signing up for tradestation because of this. yes, klac and amzn were the best i have found. others do 'ok' in terms of net profit, but are more efficient. i will get tradestation this week and work on it -- i promise i will post the results