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Attached is my crossover strategy back testing results for one month on 3 contracts.
1. 3 contracts one month
2. 3 contracts 3 weeks.
Let me know what you guyz think about the strategy performance? Also please feel free to add any feedback If I should be improving on any results parameters.
Comments Appreciated!
below is 10 contracts , one month period.
Can you help answer these questions from other members on NexusFi?
hope you are not using Renko bars or anything that resembles that........your numbers look like you are.....if you are using renko bars you have to use slippage equal to the size of the bar...
One month will create anomalies (especially at only 32 trades a month)...run the strategy back a couple of years.
Also, I know its small in this case but always add commission by habit.
With only 1.88 trades a day, slippage should not be to bad, but remember it will change your results some.
If you get good numbers going back a few years, run it in sim.
No Renko Bars. Jus regular Candles. What I need to confirm is run the same on SIM now, maybe for a week or so and see how the results are. My aim is to keep the drawdown/loss low as much. Sure, I will try to add slippage and try this again. Any other suggestions?
When you post screenshots you should include the whole window so that we can see the other settings. For instance, fill resolution matters. In this case your reward factor is really high so that might not be such a big deal. However, the results you are getting are suspicious, and suggest the possibility of overfitting. First step would be to use a much larger data set. One month is not enough.
You may get lucky with a crossover strategy for a time but eventually you will get chopped up and bust. I think your time is better spent learning auction theory and order flow, those are skills that last IMO
