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FUT
Hi ,
I just tried to write a program that attempts to put into words my
trading methology.
I just ran a backtest on 5 min bar chart . The test period is
2/12/98-today
(this is all the data I have).
My problem is ...I don't know how these results compare to others.
Take a look :
Net profit $32400
% profitable 62%
192 trades
max drawdown $12850
Return 252%
The only stop I use is end of day exit.When I optimize stops etc...the
results are much higher.
Is using the optimize stops function just kidding myself( overfitting)??
I'm open to any comments.......thanks, Mitch
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