I am testing a day-trading strategy which has excellent results for the current contract, but the results become worse as I go back beyond July for the current contract. Looking a the daily bars, I don't see any correlation between the daily bar characteristics and the success of the strategy. The strategy shows profits for up trends as well as down trends, losses for up trends as well as down trends,, and this occurs without regards to whether the day was a strong bar or a bar with tails. I need to know if it is my strategy or the test itself which is producing the poor results prior to July.
Thanks
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