I'd like to see more cross pollination between people writing strategies for NinjaTrader 8. I figure what better way to get things started than posting backtest results? You can provide as much or as little context as you want. Realize anything you post will be open to criticism or skepticism. Past performance is not indicative of future results, and even backtests can be faked.
I'll add the common legal disclaimers here for good measure:
Hypothetical performance results have many inherent limitations, some of which are described below. No representation is being made that any account will or is likely to achieve profits or losses similar to those shown; in fact, there are frequently sharp differences between hypothetical performance results and the actual results subsequently achieved by any particular trading program. One of the limitations of hypothetical performance results is that they are generally prepared with the benefit of hindsight. In addition, hypothetical trading does not involve financial risk, and no hypothetical trading record can completely account for the impact of financial risk of actual trading. for example, the ability to withstand losses or to adhere to a particular trading program in spite of trading losses are material points which can also adversely affect actual trading results. There are numerous other factors related to the markets in general or to the implementation of any specific trading program which cannot be fully accounted for in the preparation of hypothetical performance results and all which can adversely affect trading results.
So I will start off with one of my more recent strategies.
I recently upgraded my system from 16GB of RAM to 32GB. With that upgrade it seems I am now able to do tick replay and order flow based strategies again. So I've been going a little crazy with it. I like to have my profit factor over 1.5 though so I think it still needs work. It's slow work as a backtest takes 20 minutes, and NinjaTrader 8 seems to hang if I try to do an optimization run with it.
