Hong Kong + China
Experience: Advanced
Platform: NinjaTrader
Trading: index futures
Posts: 4 since Sep 2013
Thanks Given: 0
Thanks Received: 1
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Hi,
I am working on Ninjascript for trading strategy for first 15~30 mins open range breakout trade for US index futures. So far I've tried NQ and YM and my back test results suggest I can only get win % of around 50% with profit factor of not more than 1.2. If I allow some slippage in my test it seems hardly to make consistent profit. I have been using similar algorithm to trade Asia market and am able to make reasonable profit.
Before drilling down further into this, I just want to know anyone trade the open range breakout for US index futures and making consistent profit? What is the win % and PF? Many thanks.
BRs,
Okuricap
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