Cheers Len
running it on the R1000 18/19 with my default parameters is not very pretty….
I am not using any of the selection bias code for my system either. I found that it just diluted my results too much and it was not necessary on the ASX anyway, so my results on the Russell are to be taken with that in mind.
Because I have adapted my system a few times over the years my testing even on the ASX is a little bit different to my real-time results. Plus I seem to miss a few trades here and there, especially when the low of the day is equal to my limit order. I have about 5% behind my back test results for the year, which is an ideal but I figure if I am still making money then it is okay… Probably not the best or most professional way of attacking things.. Plus lately I seem to have made about three mistakes which probably cost me that 5%!! I seem to have developed a habit of loading the trades into the API and forgetting to send them!
13 positions at 15% too