This journal is to track trades on a strategy I wrote based on some statistics I collected for the nexusfi.com (formerly BMT) Envelope Expansion Fib Bands.
1-year backtest shows 100k profitability but it has some wild swings. I'll endeavor to post end-of-day trade results here so I can track them.
The system trades on a 5 minute chart, using 3 contracts with market orders for entry, and pre-determined exits at certain Band levels. The system does not employ a daily loss limit or target. The system trades RTH and trades CL.
At this time I am not sharing the code but there a group project ongoing here ( that will probably build something better.