Well, sorry to be pesimistic but you most likely (> 99.5%) have an error in the code, it's never that easy... Check that you don't look...
If you can consistently pull off Sharpe > 4 then you can trade your own money...
How many ticks (on average) does your strategy make per trade (winners and losers included, i.e. net alpha)? If it's >> 1 tick (say, 10...
This is an interesting question. Is that a momentum based strategy?:-) Just looking at your densities (which might not be stationary... but let's...
Did any experience trader on this forum test an "exit" of a grid type? An example: you have a profitable strategy which has a 10 tick stop and 20...
You mention that you manually scalp 2 instruments (~30 trades/hour/instrument). What makes you think your strategy is profitable when traded...
That equity curve looks nice. Would be great to see it without compounding and a known % of capital risk per trade. For example, in my attached...
I have always been interested in seeing what other people can come up with when it comes to fully automated trading strategies. By that I do not...
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