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Originally posted by koganam View PostVery nice. I am glad that my insight may have helped reduce the losses. And, no, I still lack the cojones to sit through a 3k drawdown on one contract.
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Originally posted by leocrespoWhat happens if you include commission and test it on 2013 / 2014? Looks very nice.
I've blown out the original results with massive market replay testings in NT8.. Beta6 allowed multiple strategy separation.. which was removed in Beta7 ...
at $180k since Jan 20,2014... in stumbling mode so far this year.. market has changed.. and this strategy might be crap going forward
Conveniently removed because it was a bug that even let it the option into NT8...
Look at these results:
LOL
original thread:
Honestly - why does clicking on a button multiple times produce incorrect results when it worked the very time?!! Why must it wait for the next major release?
Maybe I shouldn't have been so energetic in reporting this. But I do have a massive lead on everyone else.
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Originally posted by sledge View PostAlmost 2 years of test results in NT8.
Playback-Market Replay, on ES e-mini.
I would expect this type of performance over these same dates in LIVE.
Not entirely sure about going forward - market can of course change.
I am surprised since most of the period was stagnant and flat in S&P 500.
Commissions not included,
How many contracts?
Day trades only?
If you're using multiple contracts, do you have a feature to scale-down on next trade after a loser, then scaling-up as soon as you get a winner again?
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Originally posted by bltdavid View PostYah mon, very nice. Commissions probably not too onerous, since I don't see that many trades, esp for 2 years worth of trading.
How many contracts?
Day trades only?
If you're using multiple contracts, do you have a feature to scale-down on next trade after a loser, then scaling-up as soon as you get a winner again?
Yes on Multiple contracts - but only for when the SHTF.... (on reversals)..
have tested adding previously to 1st trade with some success - but gets more risky...
The US market really does do the same thing all the time..... and if it doesn't - it's flat (I need to explore/exploit this condition), or has a late day move which I miss out on.. which I'm fine with... because it's really the exception...
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Originally posted by leocrespoCheck out the average tick volume too if you're entering with a few contracts (which I assume you are from the image). I don't know how reliable Playback is with NT8 though. I had never occurred to me so it was a humbling lesson.
I'm not an elite member there... so I can't access.
Maybe I should go there to look for any of my code posted illegally.Last edited by sledge; 04-22-2016, 11:03 PM.
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Originally posted by bltdavid View PostQue pasa?
Muy confused, mucho dead brain cells, Friday, need cerveza.
I know "HTF" tends to mean "higher time frame" ...
Can you explain "SHTF" please?
SHTF - http://www.shtfplan.com/
In my terms - Things go south in the market for your initial entry...
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Originally posted by sledge View PostI know HTF as HULK THE F* up.. lol...
SHTF - http://www.shtfplan.com/
In my terms - Things go south in the market for your initial entry...
Thanks
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