Junior member
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It was not until I was able to view the Bar charts of multiple brokers
that I learnt about the quality of data being presented to Traders.
From then on I use only Tradestation data to base my decisions on.

When I first started back testing logical statements with Tradestation
it was all about profits.
But the Draw Downs are what I learnt to respect more than the profits.

My winning auto strategy only concerns its self with RISK and does
little in the way of projecting profits, No profit targets are set.
It takes what ever profits the market gives but never lets the Risk
run out of control.

You could think of it like this;

RISK a little but only when everything is just right( Day Trend and Intra-Day Trend).
Now Eliminate that Risk at the first possible chance (if there is one).
Move Stops when a thrust occurs to protect the in-trade profits.
Then just HOLD for the big move and dont exit until the Day Trend has Obviously Ended.

This way the Risk is controlled and I retain my trading funds.

If Risk is under control then the strategy can be compounded.
If the rewards are of a high ratio to my Risk then compounding
can be substantial.

Maybe this approach can help some of you developers in your Quest.
It has worked for me.

Below a view of the data (monthly & Weekly) the back test was performed on and the
back test performance report.
Note/ I had to zip the Tradestation performance report to attach because it is .mht,
Unzip and view with Internet Explorer.


  • HFXMonthlyDataMACTrend.PNG
    90.5 KB · Views: 241
  • HFXWeeklyDataMACTrend.PNG
    86.8 KB · Views: 189
    369.1 KB · Views: 117
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