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Although this is a small sample, I must say the results thus far have been disappointing. In particular, the amount of trades taken in chop is too high and the missed Limit orders have also negatively impacted the results. I want to make this test as honest as possible given the constraints of NT's simulator (which may be the best available). It's not clear to me at all if trades filled or unfilled on the simulator would come close to cash trading, and I'm not at the point where I want to risk capital to find out.
Over the weekend, in an effort to reduce chop trades, I increased the period on the prop indicator and recalibrated the DMA accordingly. As a result, the test will continue for at least two weeks into February.
Prior to today, my expectations exceeded the results. Granted, three weeks of testing isn't a large sample. Even considering the flaws in NT's backtester, I was overly optimistic. I'm hopeful the new tweaks will continue to produce results like today's which are decent (especially in FDAX which are incorrectly quoted by NT in USD rather than Euros and thus understated.)
My baseline for success is $2500/month/one contract/instrument after commission. Scaling to 5-10 contracts per instrument is the goal.