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Search: Posts Made By: jaybedreamin

Forum: Emini and Emicro Index

March 12th, 2023, 04:59 PM

Replies: 3

Different strategy results between NQ and MNQ?

Views: 211

Posted By jaybedreamin

Thanks Hulk, this is a good idea and something I...

Thanks Hulk, this is a good idea and something I will try if I can't get to the bottom of it sooner. I guess I didn't expect them to be 100% exact like you said (account for slight differences is...

Forum: Emini and Emicro Index

March 12th, 2023, 02:20 PM

Replies: 3

Different strategy results between NQ and MNQ?

Views: 211

Posted By jaybedreamin

Hey there, Can someone more experienced than...

Hey there,

Can someone more experienced than I help me out with this? I have developed a strategy that has been profitable on MNQ since 2019, when backtesting this strategy (the exact same code)...

Forum: Emini and Emicro Index

March 11th, 2023, 07:40 PM

Replies: 3

ES/NQ data before 2019?

Views: 184

Posted By jaybedreamin

Thanks for the suggestions all. Ended up...

Thanks for the suggestions all. Ended up realizing that MNQ and MES data was not available before 2019 because well, they didn't exist.

Also, Rithmic seems to go back much further for ES and NQ...

Forum: Emini and Emicro Index

March 10th, 2023, 03:02 PM

Replies: 3

ES/NQ data before 2019?

Views: 184

Posted By jaybedreamin

ES/NQ data before 2019?

Hi all,

I'm working on an automated trading system for NinjaTrader 8, but unfortunately my data feed(Rithmic by way of a funding firm called Apex) only has data going back to 2019.

I was...

Forum: Traders Hideout

March 6th, 2023, 11:02 AM

Replies: 9

Best lookback period when backtesting?

Views: 564

Posted By jaybedreamin

+20% return on 50k capital in 2022, meh results...

+20% return on 50k capital in 2022, meh results in 2021 and negative in 2019 and 2020 but tiny red after commission and slippage.

Good point about opportunity cost. I guess it wouldn't hurt to...

Forum: Traders Hideout

March 6th, 2023, 11:00 AM

Replies: 9

Best lookback period when backtesting?

Views: 564

Posted By jaybedreamin

5 minute bars, intraday strategy. MES and MNQ...

5 minute bars, intraday strategy. MES and MNQ only. Proved to significantly profitable in 2022. on MES > 20% return on a 50k account, after commission and slippage. Unprofitable in 2019 and 2020 but...

Forum: Traders Hideout

March 6th, 2023, 10:42 AM

Replies: 9

Best lookback period when backtesting?

Views: 564

Posted By jaybedreamin

Thanks for the replies all, I guess should've...

Thanks for the replies all, I guess should've been more clear. I was talking about intraday strategies, say on a 5 minute chart. Is 2 years of backtest data enough? What if the strategy proved to be...

Forum: Traders Hideout

March 2nd, 2023, 02:48 PM

Replies: 9

Best lookback period when backtesting?

Views: 564

Posted By jaybedreamin

Best lookback period when backtesting?

When backtesting, how far back in time do you usually prefer to observe a profitable system?

Let's say for example, a strategy was significantly profitable in the last 2 years, but in the years...

Forum: Trading Journals

February 27th, 2023, 06:05 PM

Replies: 3

Helios LiveSim 100k Account Journal

Views: 515

Posted By jaybedreamin

Glad to see you decided to start a journal, will...

Glad to see you decided to start a journal, will stay updated!

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