ES trading system. Wanna change

silentbob

Junior member
20 0
I have one trading system for ES futures. I think it can work on YM, NQ, TF also.
This is equity

Here is backtest from 1/2007 to 12/2013
60% profitable trades, PF=2, 88$ average trade, long-only.
no indicators. one optimized value.

I could change this (easy language code) to another intraday trading system for CME futures.

Waiting for offers
 

silentbob

Junior member
20 0
Why not? I think this pattern hasn`t long-short simmetry.

As you can see om equity - there are some drawdowns at downtrend periods like 2008. And no critical drawdowns in 2011.
When market goes down - it is neutral.
 

LauraRomans

Member
68 2
How does it perform from 1999 to 2006? This looks like a winner.
 

LauraRomans

Member
68 2
If you give me historical data 5 or 15 min frame I`ll make backtests.
But I think that system has same dinamics at all time.

SB, Thank you for being willing to test more years. I use TradeStation so I don't own the data and therefore cannot give it to you. Not that you are looking to give your code away, but, I'd be happy to test it for you, after signing any do not compete/ confidentiality type forms that help you feel at ease.

You can also sign up for the free TradeStation data - they require a $5,000 account for free data. It looks like you have this option as the code seems to be in EasyLanguage. Laura
 

LauraRomans

Member
68 2
Thanks SilentBob - You just taught me something :)

Give me some time to check with TradeStation - I signed so much paperwork with them that I don't know if I have the legal right to download and share. I sure hope so!
 

silentbob

Junior member
20 0
this is version for CL without any filters
 

silentbob

Junior member
20 0
Im using Omega Research (older Tradestation version)
also OEC trader terminal can run Easy Language code
and Multicharts
 
 
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