I thought of an interesting way that us Wavers (is that what we call ourselves?) can help each other out. This is a participate-to-play sort of thing.
I'll provide a basic skeleton of a code that will incorporate each of our systems, and it will simply AND together the systems. By participating and submitting your code, you will receive everyone else's code that qualified. (I'll update this thread when we have new updates to show the latest and greatest.)
To participate, you need to export a protected (not secure) version of your QScript. (This is to prevent bots or TradeStation users to steal your ideas.
)Here are the conditions for participation:
- You will share the exported protected code privately to me; and I will disseminate the latest version to all the participants.
- The code you provide has to be a QScript function that returns either +1, -1, or 0.
- We will run this on the ES Daily Futures continuous contract.
- The backtest should be from 1/1/2005 to 12/31/2024.
- Slippage and commissions should be set to $15.
- You need to share a screenshot of both the 'Summary' tab and the 'Equity Curve' tab of the system report in this thread.
- We want good working systems of course; the equity curve should show a clear trend (upwards!); the ratio of Total Profit divided by Max Draw Down amount should be greater than 5.
- Ideally, this system is something that you would be willing to trade with on your own.
- Also ideally this is not some over-optimized code. For anyone that receives others' code, understand that since the code will be protected we should not blindly run this on day 1 but instead have it run for 6 months or so to ensure the robustness of the system.
-Steven