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The strategies for crude oil have been undergoing optimization (or curve fitting as skeptics would say) and the differences between the scalper an regular version are narrowing.
I think going forward, I'll post the latest rendition of the strategy since, from a practical point of view, I won't be cash trading two strategies in the same instrument. That's not part of my business plan which calls for a basket of up to five instruments trading each day.
Attached are the trailing three month performance results for the "final" version of this AT. (Is anything ever "final" in this business?) If these results are duplicated in live trading, I will consider this a success.
Bars: 15 Range
Start Time: 8:00 a.m. EST
End Time: 11:45 a.m. EST
Profit Target: 70 Ticks
Stop Loss: 20 Ticks
Breakeven Trigger: None
Trail Stop: None
Daily Max Loss: $400
Daily Max Profit: $1000
