Ok, first a few safe harbor statements. I am very new to trading futures. I've been playing with a sim account only and have yet to go live. I would love to be able to manually trade, but since a job doesn't readily permit it, I thought ATM was the way to go. So take what I've created with a grain of salt.
The purpose of my posting is A) to share and B) to have the broader community test and tweak what I've created and to share something better back.
I've tried a dizzying amount of variations and all sucked. However, I feel I'm close to something with my new strategy. The problem like with most strategies is that it screws up in choppy markets. I feel I've identified a trade opp, but it takes it too late and then ends up at a loss.
In market replay (note, i hate backtests, i prefer replay) its done quite well. However, in a live market, not so much! I've created this to take quick exits and let the gains run as long as possible. But a big gain gets wiped out by a bunch of small (in comparison) losses.
NOTE: I CANNOT for some reason export my strategy as a .zip due to naming errors with some of the indicators I use, so I'm attaching the .cs file which you must compile (search this forum to figure out how).
NOTE: I tried to optimize this for CL, MedianRenko 8 charts. Defaults for CL are hard coded.
Anyhoots, hopefully you guys can get this running and provide input for us all to learn from!