I had to re-do the whole tests as I realised I've selected the...

I had to re-do the whole tests as I realised I've selected the wrong model during testing - should have selected 'Every tick' instead of 'Open price only' because the exit condition is based on the 'Tick' tab rather than the 'Bar' tab where the result is now essentially halved as you can see in the chart below. Although the result has halved this probably gives a more realistic expectation, which is good imo.

So far there are 7 products that produce at least positive return over the past 1.5 years. Below is my first test result so I'm pretty happy and probably done for the day. I can't imagine how much time you've put @sharks37 to code up 5 models. One model is enough to drive me crazy.

Anyway my next step is to probably model 3 years worth of data and looking to change my entry size accordingly to maximise the return.



Cheers TN