NQ Fully Automated Trading System

Discussion in 'Index Futures' started by Rickshaw Man, Dec 1, 2021.

  1. I've been working on this for about 10 years. It trades 2 full NQ contracts. I would estimate 10,000 hours of screen time observing just NQ. I have been working with easy language programmers, for TradeStation & Multicharts.

    I'm not here to sell anything. If anyone has any comments please speak up. I know there are some system traders who pass through here from time to time, just looking for some feedback thats all.


    Screenshot 2021-12-01 115514.jpg
     
    trader99 and SimpleMeLike like this.
  2. Improve your gross loss.
     
  3. CannonTrading_Ilan

    CannonTrading_Ilan Sponsor

    Intraday system?
    Swing?
    What time frame are you using?
    Largest single lose?
     
    777 likes this.
  4. Intraday, using tick charts, largest loss $4300

    Screenshot 2021-12-01 T.jpg Screenshot 2021-12-01 LL.jpg
     
  5. CannonTrading_Ilan

    CannonTrading_Ilan Sponsor

    Nice!

    How far back in time were you able to test?
    What commission factor included?
    avg number of trades per day?
    Any slippage included in backtesting?
    using market orders to enter?
     
  6. Screenshot 2021-ec.jpg
     
    Sweet Bobby and beginner66 like this.
  7. The commission and slippage is in the performance summary, 1st page. I will look into the rest after market close. Thanks
     
  8. SunTrader

    SunTrader

    Using LIBB?

    As you mention tick charts but don't say how many ticks.
     
  9. traider

    traider

    Looks good, very reasonable numbers. Generalise it a bit and run it on another instrument like ES to identify potential overfitting and you are going to bank
     
    CannonTrading_Ilan likes this.
  10. SunTrader

    SunTrader

    Slippage & Commission Paid seem out of whack for 2 contracts on 1517 trades ($198 and $4 respectively?).
     
    #10     Dec 1, 2021