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Old 08-31-2010, 07:14 PM   #1

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Join Date: Feb 2007
Location: baltimore
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Futures Testers Wanted

Hi,
I am looking for help in running back tests on various futures contracts with a strategy that I developed. The strategy is unoptimized so as to avoid any curve fitting whatsoever. Testing on other contracts (ie "out of sample" data) will give me an idea as to the robustness of the system before walking forward. Obviously for helping me out, you'll get the unprotected code.

I can't post the TS formatted performance report here so here is performance for the past 5 years on the ES Emini (10 year is also profitable). IM me if you're interested

tks

Last 12 month $22,277.50 26.34% 1.90 92 32.61%
1/1/2010 $15,780.00 17.33% 1.90 62 33.87%
1/1/2009 $19,640.00 27.49% 1.72 99 29.29%
1/1/2008 $25,372.50 55.08% 2.00 107 29.91%
1/1/2007 $31,425.00 214.65% 2.97 81 35.80%
1/1/2006 $9,640.00 192.80% 1.72 56 28.57%
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