if I modify these parameters again as following against back testing
ES-sample.txt:
public void setParams() {
addParam(PERIOD, 1800, 4100, 5, 3300);
addParam(SCALE, -6, -30, 1, -8);
addParam(ENTRY, -35, -108, 1, -35);
addParam(EXIT, 60, 100, 1, 70);
}
I got PF 2.33; PI 2.98; Kelly 31; CPI 2; MaxSL 529; Max DD 945; Net Profits
7696, I laught out loud; trade only 85, but Bias still at +100, still no
shorts.
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