Preliminary analysis

Preliminary analysis is based on my strategy Y5 that I was developing over the last year. 

Sometimes strategy shows extraordinary results week by week, an then brakes, so I was 

modifying buying signal rules all the time.

Analysis of simulated trades, on two correlated markets.

ES

YM

Conclusions.

1. Minor differences in price action (because markets are extremely correlated) could lead for the profit slippage up to 6-8%

2. Real time data could diminish profit.

3. Strategy is not profitable, despite the proper money management.

I believe the strategy is good, as there is no universal better strategy, so conclusion 3 is disappointing.

Probably need to analyse every trade and try slightly different approach to generate trade signals.

Startegy Analysis

By starting this blog I am trying to establish reference point of my automated strategy development project. There are couple of goals for the project, and among them are

1. Create profitable automated strategy

2. Prove that proper money management could be profitable, even if strategy is not stellar performer.

3. Develop feeling of the market and may be trading manually

4. Share ideas, and stay in touch with other traders