It was set to stop trading at $1000e--which it hit, in fact, traded through--but for some reason kept on trading. I have to check the code for possible bugs. So instead of letting the strategy continue to trade after the trade closed, I turned it off because that's what it was supposed to do if running properly. Anyway, you get the point.
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Turns out the strategy was working properly and the issue was human error in a parameter setting. So, here is the trade as it was intended, but not executed. And that, boys and girls, is why we rigorously test our strategies before commiting to cash.
Last edited by Zoethecus; May 3rd, 2010 at 01:52 PM.
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I'm a bit ambivalent whether or not to trade the Scalper version for my account. It does take more trades than the regular version (giving me the action) but the statistics are not up to my guidelines despite the additional cumulative profit. And besides, I planned to only trade one strat of a few instruments to diversify.
Make no mistake, however, the regular DAX version makes more profit, more efficiently but there are strings of days it doesn't trade. For the DAX, less is more at least as far as BruteForce is concerned.
So here are the revised and final settings for BruteForce-DAX with trailing three month performance results.
Bars: 25 Range
Start Time: 00:01 a.m. EST
End Time: 12:59 p.m. EST
Profit Target: 120 Ticks
Stop Loss: 20 Ticks
Breakeven Trigger: None
Trail Stop Trigger: 100 Ticks
Trail Stop: 50 Ticks
Daily Max Loss: $300e
Daily Max Profit: $1500e
No need for confusion. The strategies are currently in test only mode with a third party verification service. A decision will be made in a few weeks whether or not to offer the strategies to a limited number of subscribers.
Regardless, I intend to post results here.
And thanks for those kind words.
Last edited by Zoethecus; June 22nd, 2010 at 08:17 PM.