Actually no. As I mentioned in the Hurley thread, I'm really bad about keeping up with these journals. It's a bit of a chore and I'm not the best multi-tasker on the planet.
But not much has changed and the strategy continues to perform similiar to the backtest results.
Can you help answer these questions from other members on futures io?
I'm going to try to restart this thread. No guarantees, however. I'm still a terrible multi-tasker.
Since my last post, I have abandoned the scalper, not because it didn't perform (which it did); instead, I wanted a bigger profit for the risk I was taking. So, I went back to the original strat and made two very minor changes which resulted in extraordinary performance.
I've been in this business long enough to understand that today's favorite flavor is tomorrow's barf, and a month of good numbers can change on a dime, but I'm cautiously optimistic this may continue. At least I'm hoping it can!
As a point of information, the revised strategy now named "Paradigm," was tested using 64bit NT7b17 Kinetick. In addition, the tick stream was compared against a custom datafeed from a quant hedge fund. The results, I'm pleased to report, were virtually identical (kudos to Kinetick).
Attached is the equity curve for the recent trailing 30 day period trading one contract.
