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.
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?
The commission and slippage is in the performance summary, 1st page. I will look into the rest after market close. Thanks
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
Slippage & Commission Paid seem out of whack for 2 contracts on 1517 trades ($198 and $4 respectively?).