Mechanical System Testing Results

[Plan_Trader]

This is the system with 20% win rate? I would suggest that the few big winners will probably create a lot more slippage than you think. I think you need intraday data as has been suggested.

 

[AMSH]

The 20% win rate system was just hypothetical for discussion. This is a different system altogether. High win rate (70 odd percent) very low return per trade, very short trade time. It might not be workable. Just thought other people might have played with this type of thing before. I'm relatively new to system trading so I'm still playing with ideas and am not too sure about the practicality of some of them.

Thanks for the input.

AMSH