|
Re: A Mechanical Strategy Journal
there is a problem with your code. the entry should be below the opening price. I get 13485 as an entry on YMZ07.d with an opening price of 13505 today.
looks like this strategy was awesome on YM for the Sep contract...
but looking back a year ago to the last 'Z' contract (Dec 2006)... YMZ06.d lost money in that slow, steady creeper-up market move we had....
here was the life of contract results for last time we had a 'z' contract:
ER2Z06.d made +6,360
NQZ06.d made +7,840 (I use 2 NQ contracts vs 1 for others since NQ is so cheap)
YMZ06.d lost -655
ESZ06.d made +1,250
|