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Sorry for the delay getting back to you... my system totally crashed! Was down for a month.
Anyway, still working on the final product, but backtesting has been a bit of a chore. HOWEVER, I did figure out one way of backtesting with legitimate or should I say more realistic results...
I created a signal file for live and for backtesting. the backtesting instructs the position in and out using "This bar at close". Otherwise the results are completely unrealistic.
I have more to tell, but I'll do it next week sometime. Hope this helps.
I ran the program on demo for the last three weeks... and here's the graph. (This is not a backtesting chart... but actual demo) I ran it on the micro ES. I did run into one problem... every once in a while, it didn't close out when the price touched my target. I don't have it on limit orders. I setup an internal market if touched system within code, but the problem I'm seeing while running demo is that sometimes the strat is not picking up on the high or low mid candle and therefore not triggering the exit. I'm thinking that if I had a second data on a tick bar instead of a renko, then perhaps I could get it to monitor it better. I'm interested in your thoughts about my issue and your opinion about the equity graph results on the demo. Thanks
PS... I don't know how to upload a photo yet... perhaps someone can help me figure that out. I put in a link
