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Old 09-17-2007, 12:53 PM   #9

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Re: A Mechanical Strategy Journal
btw, here is the equity curve for the '5-day ES strategy' I am following here...
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Old 09-17-2007, 04:38 PM   #10

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Re: A Mechanical Strategy Journal
I realize now that tradestation continuous contract information is faulty. I will re-start this thread as the calculations are off. this is already a useful journal as I would have had a faulty entry today if I had taken it. I have never traded mechanically before so this is all new to me.

nevertheless, trade information for the last completed contract (ESU07 -- the Sep futures) shows results very much in line with what I posted in this thread -- therefore the concept embedded in the strategy appears to be valid. Art Collins wrote the book in 2005 and the Sep 2007 futures show very nice results.

I will do a new journal with the December futures contract.

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Old 09-17-2007, 04:58 PM   #11

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Re: A Mechanical Strategy Journal
Do you want me to close this thread?
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Old 09-17-2007, 04:59 PM   #12

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Re: A Mechanical Strategy Journal
yes, please. will start a new one.
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