> Anyone can see a trend once it is over. Making a strategy that will > reliably win is quite a challenge.
I concur. I've just got additional ES data, courtesy of Manfred Lerner, JBT contributor. This is the data that my optimized sample strategies never seen, and as I ran a backtest using this data, all of my strategies turned into losers. Notably, the "flash crash" on May 6 was an astronomically profitable day for the same strategies (in the order of $7K per contract per strategy). I'll include the cumulative data set in the next release. -- You received this message because you are subscribed to the Google Groups "JBookTrader" group. To post to this group, send email to [email protected]. To unsubscribe from this group, send email to [email protected]. For more options, visit this group at http://groups.google.com/group/jbooktrader?hl=en.
