Traders' Roundtable

Fortunately, I'm not superstitious either. Just trying to master my craft

Hi,

I'm researching a system based on Leonardo's First Strike, and get satisfactory results using the EOD open prices.

However, the First Strike rules say to use "00:00 Central Standard Time" on Monday for the open price. The open price in my data is 10 hours before that.

When I do real time ...

Hi Sluggo,

Thank you for putting this up, I get the picture. I see there's significant correlation between the number of trades and the success of the system.

To elaborate on my code above, the max(...) element was to bypass the < 1 contract filter i.e. to trade every signal. This was a remnant ...

Hi,

I'm new to TB, so I'm still feeling my way. I think I'm getting the hang of it though...

I downloaded this system and ran it, but it doesn't get anywhere near the CAGR for me. I get between 5-6% using the sample data futures, which is an order of magnitude less than the results shown above ...