Tuesday, 30 July 2013

So at the weekend I finished an analysis of trading signals over a 3 month period, using data from two different providers. The technique shows a positive expectancy that looks worth pursuing. What I intend to do is test it using a SIM account in order to check if the results from the backtest are replicated in live testing.

Interestingly the best results come by having a profit target that is only 67% greater than the amount risked per trade.

The ideal scenario is that this is done over a clean consistent period of months however we are off on holiday to the Côte d'Azur for 18 days in August so it may well be that I need to extend the testing period to be sure to arrive at a statistically valid result.

So I started with the live testing yesterday;

I will be trading the strategy using DJIA futures.

I will be annotating 1 chart per day traded, with all trades.

3 trades on 29th July, 2 wins and one loss for a gain of 140 per contract.

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