It probably does not matter

how many ticks above the close you decide to take for the entry point. As mentioned
previously, even blindly entering on the opening is profitable over the historical data.
Also, we could trade more frequently if we acted on smaller moves above the
previous close, but we would expect to have a lower percentage of winners. For
instance, we could have chosen a smaller move of 8 ticks above the close to get a
profit of $52,500 on more trades (40 trades), but with a lower accuracy rate (68%) and
a slightly higher drawdown ($5,600). Since all tests are profitable, if a trader wishes
to deviate from the published system, we will leave it up to the individual trader to
decide which profile of trades bests suits him.
122
Table 2. Optimization Results on Entry Trigger Parameters
Ticks Net Profit Avg Trde PFact MaxDD #Trds %Prft
2.00 54712.50 1189.40 2.93 -5168.75 46 61
4.00 54087.50 1175.82 2.95 -4825.00 46 59
6.00 48475.00 1101.70 2.66 -5606.25 44 61
8.00 52562.50 1314.06 3.39 -5668.75 40 68
10.00 48575.00 1278.29 3.39 -5731.25 38 68
12.00 49300.00 1332.43 3.72 -5793.75 37 70
14.00 51375.00 1467.86 4.69 -3881.25 35 71
16.00 48837.50 1575.40 5.40 -4256.25 31 71
18.00 53068.75 1829.96 7.17 -3381.25 29 76
20.00 46100.00 1589.66 5.01 -4037.50 29 72It probably does not matter
how many ticks above the close you decide to take for the entry point. As mentioned
previously, even blindly entering on the opening is profitable over the historical data.
Also, we could trade more frequently if we acted on smaller moves above the
previous close, but we would expect to have a lower percentage of winners. For
instance, we could have chosen a smaller move of 8 ticks above the close to get a
profit of $52,500 on more trades (40 trades), but with a lower accuracy rate (68%) and
a slightly higher drawdown ($5,600). Since all tests are profitable, if a trader wishes
to deviate from the published system, we will leave it up to the individual trader to
decide which profile of trades bests suits him.
122
Table 2. Optimization Results on Entry Trigger Parameters
Ticks Net Profit Avg Trde PFact MaxDD #Trds %Prft
2.00 54712.50 1189.40 2.93 -5168.75 46 61
4.00 54087.50 1175.82 2.95 -4825.00 46 59
6.00 48475.00 1101.70 2.66 -5606.25 44 61
8.00 52562.50 1314.06 3.39 -5668.75 40 68
10.00 48575.00 1278.29 3.39 -5731.25 38 68
12.00 49300.00 1332.43 3.72 -5793.75 37 70
14.00 51375.00 1467.86 4.69 -3881.25 35 71
16.00 48837.50 1575.40 5.40 -4256.25 31 71
18.00 53068.75 1829.96 7.17 -3381.25 29 76
20.00 46100.00 1589.66 5.01 -4037.50 29 72It probably does not matter
how many ticks above the close you decide to take for the entry point. As mentioned
previously, even blindly entering on the opening is profitable over the historical data.
Also, we could trade more frequently if we acted on smaller moves above the
previous close, but we would expect to have a lower percentage of winners. For
instance, we could have chosen a smaller move of 8 ticks above the close to get a
profit of $52,500 on more trades (40 trades), but with a lower accuracy rate (68%) and
a slightly higher drawdown ($5,600). Since all tests are profitable, if a trader wishes
to deviate from the published system, we will leave it up to the individual trader to
decide which profile of trades bests suits him.
122
Table 2. Optimization Results on Entry Trigger Parameters
Ticks Net Profit Avg Trde PFact MaxDD #Trds %Prft
2.00 54712.50 1189.40 2.93 -5168.75 46 61
4.00 54087.50 1175.82 2.95 -4825.00 46 59
6.00 48475.00 1101.70 2.66 -5606.25 44 61
8.00 52562.50 1314.06 3.39 -5668.75 40 68
10.00 48575.00 1278.29 3.39 -5731.25 38 68
12.00 49300.00 1332.43 3.72 -5793.75 37 70
14.00 51375.00 1467.86 4.69 -3881.25 35 71
16.00 48837.50 1575.40 5.40 -4256.25 31 71
18.00 53068.75 1829.96 7.17 -3381.25 29 76
20.00 46100.00 1589.66 5.01 -4037.50 29 72It probably does not matter
how many ticks above the close you decide to take for the entry point. As mentioned
previously, even blindly entering on the opening is profitable over the historical data.
Also, we could trade more frequently if we acted on smaller moves above the
previous close, but we would expect to have a lower percentage of winners. For
instance, we could have chosen a smaller move of 8 ticks above the close to get a
profit of $52,500 on more trades (40 trades), but with a lower accuracy rate (68%) and
a slightly higher drawdown ($5,600). Since all tests are profitable, if a trader wishes
to deviate from the published system, we will leave it up to the individual trader to
decide which profile of trades bests suits him.
122
Table 2. Optimization Results on Entry Trigger Parameters
Ticks Net Profit Avg Trde PFact MaxDD #Trds %Prft
2.00 54712.50 1189.40 2.93 -5168.75 46 61
4.00 54087.50 1175.82 2.95 -4825.00 46 59
6.00 48475.00 1101.70 2.66 -5606.25 44 61
8.00 52562.50 1314.06 3.39 -5668.75 40 68
10.00 48575.00 1278.29 3.39 -5731.25 38 68
12.00 49300.00 1332.43 3.72 -5793.75 37 70
14.00 51375.00 1467.86 4.69 -3881.25 35 71
16.00 48837.50 1575.40 5.40 -4256.25 31 71
18.00 53068.75 1829.96 7.17 -3381.25 29 76
20.00 46100.00 1589.66 5.01 -4037.50 29 72It probably does not matter
how many ticks above the close you decide to take for the entry point. As mentioned
previously, even blindly entering on the opening is profitable over the historical data.
Also, we could trade more frequently if we acted on smaller moves above the
previous close, but we would expect to have a lower percentage of winners. For
instance, we could have chosen a smaller move of 8 ticks above the close to get a
profit of $52,500 on more trades (40 trades), but with a lower accuracy rate (68%) and
a slightly higher drawdown ($5,600). Since all tests are profitable, if a trader wishes
to deviate from the published system, we will leave it up to the individual trader to
decide which profile of trades bests suits him.
122
Table 2. Optimization Results on Entry Trigger Parameters
Ticks Net Profit Avg Trde PFact MaxDD #Trds %Prft
2.00 54712.50 1189.40 2.93 -5168.75 46 61
4.00 54087.50 1175.82 2.95 -4825.00 46 59
6.00 48475.00 1101.70 2.66 -5606.25 44 61
8.00 52562.50 1314.06 3.39 -5668.75 40 68
10.00 48575.00 1278.29 3.39 -5731.25 38 68
12.00 49300.00 1332.43 3.72 -5793.75 37 70
14.00 51375.00 1467.86 4.69 -3881.25 35 71
16.00 48837.50 1575.40 5.40 -4256.25 31 71
18.00 53068.75 1829.96 7.17 -3381.25 29 76
20.00 46100.00 1589.66 5.01 -4037.50 29 72It probably does not matter
how many ticks above the close you decide to take for the entry point. As mentioned
previously, even blindly entering on the opening is profitable over the historical data.
Also, we could trade more frequently if we acted on smaller moves above the
previous close, but we would expect to have a lower percentage of winners. For
instance, we could have chosen a smaller move of 8 ticks above the close to get a
profit of $52,500 on more trades (40 trades), but with a lower accuracy rate (68%) and
a slightly higher drawdown ($5,600). Since all tests are profitable, if a trader wishes
to deviate from the published system, we will leave it up to the individual trader to
decide which profile of trades bests suits him.
122
Table 2. Optimization Results on Entry Trigger Parameters
Ticks Net Profit Avg Trde PFact MaxDD #Trds %Prft
2.00 54712.50 1189.40 2.93 -5168.75 46 61
4.00 54087.50 1175.82 2.95 -4825.00 46 59
6.00 48475.00 1101.70 2.66 -5606.25 44 61
8.00 52562.50 1314.06 3.39 -5668.75 40 68
10.00 48575.00 1278.29 3.39 -5731.25 38 68
12.00 49300.00 1332.43 3.72 -5793.75 37 70
14.00 51375.00 1467.86 4.69 -3881.25 35 71
16.00 48837.50 1575.40 5.40 -4256.25 31 71
18.00 53068.75 1829.96 7.17 -3381.25 29 76
20.00 46100.00 1589.66 5.01 -4037.50 29 72It probably does not matter
how many ticks above the close you decide to take for the entry point. As mentioned
previously, even blindly entering on the opening is profitable over the historical data.
Also, we could trade more frequently if we acted on smaller moves above the
previous close, but we would expect to have a lower percentage of winners. For
instance, we could have chosen a smaller move of 8 ticks above the close to get a
profit of $52,500 on more trades (40 trades), but with a lower accuracy rate (68%) and
a slightly higher drawdown ($5,600). Since all tests are profitable, if a trader wishes
to deviate from the published system, we will leave it up to the individual trader to
decide which profile of trades bests suits him.
122
Table 2. Optimization Results on Entry Trigger Parameters
Ticks Net Profit Avg Trde PFact MaxDD #Trds %Prft
2.00 54712.50 1189.40 2.93 -5168.75 46 61
4.00 54087.50 1175.82 2.95 -4825.00 46 59
6.00 48475.00 1101.70 2.66 -5606.25 44 61
8.00 52562.50 1314.06 3.39 -5668.75 40 68
10.00 48575.00 1278.29 3.39 -5731.25 38 68
12.00 49300.00 1332.43 3.72 -5793.75 37 70
14.00 51375.00 1467.86 4.69 -3881.25 35 71
16.00 48837.50 1575.40 5.40 -4256.25 31 71
18.00 53068.75 1829.96 7.17 -3381.25 29 76
20.00 46100.00 1589.66 5.01 -4037.50 29 72It probably does not matter
how many ticks above the close you decide to take for the entry point. As mentioned
previously, even blindly entering on the opening is profitable over the historical data.
Also, we could trade more frequently if we acted on smaller moves above the
previous close, but we would expect to have a lower percentage of winners. For
instance, we could have chosen a smaller move of 8 ticks above the close to get a
profit of $52,500 on more trades (40 trades), but with a lower accuracy rate (68%) and
a slightly higher drawdown ($5,600). Since all tests are profitable, if a trader wishes
to deviate from the published system, we will leave it up to the individual trader to
decide which profile of trades bests suits him.
122
Table 2. Optimization Results on Entry Trigger Parameters
Ticks Net Profit Avg Trde PFact MaxDD #Trds %Prft
2.00 54712.50 1189.40 2.93 -5168.75 46 61
4.00 54087.50 1175.82 2.95 -4825.00 46 59
6.00 48475.00 1101.70 2.66 -5606.25 44 61
8.00 52562.50 1314.06 3.39 -5668.75 40 68
10.00 48575.00 1278.29 3.39 -5731.25 38 68
12.00 49300.00 1332.43 3.72 -5793.75 37 70
14.00 51375.00 1467.86 4.69 -3881.25 35 71
16.00 48837.50 1575.40 5.40 -4256.25 31 71
18.00 53068.75 1829.96 7.17 -3381.25 29 76
20.00 46100.00 1589.66 5.01 -4037.50 29 72It probably does not matter
how many ticks above the close you decide to take for the entry point. As mentioned
previously, even blindly entering on the opening is profitable over the historical data.
Also, we could trade more frequently if we acted on smaller moves above the
previous close, but we would expect to have a lower percentage of winners. For
instance, we could have chosen a smaller move of 8 ticks above the close to get a
profit of $52,500 on more trades (40 trades), but with a lower accuracy rate (68%) and
a slightly higher drawdown ($5,600). Since all tests are profitable, if a trader wishes
to deviate from the published system, we will leave it up to the individual trader to
decide which profile of trades bests suits him.
122
Table 2. Optimization Results on Entry Trigger Parameters
Ticks Net Profit Avg Trde PFact MaxDD #Trds %Prft
2.00 54712.50 1189.40 2.93 -5168.75 46 61
4.00 54087.50 1175.82 2.95 -4825.00 46 59
6.00 48475.00 1101.70 2.66 -5606.25 44 61
8.00 52562.50 1314.06 3.39 -5668.75 40 68
10.00 48575.00 1278.29 3.39 -5731.25 38 68
12.00 49300.00 1332.43 3.72 -5793.75 37 70
14.00 51375.00 1467.86 4.69 -3881.25 35 71
16.00 48837.50 1575.40 5.40 -4256.25 31 71
18.00 53068.75 1829.96 7.17 -3381.25 29 76
20.00 46100.00 1589.66 5.01 -4037.50 29 72It probably does not matter
how many ticks above the close you decide to take for the entry point. As mentioned
previously, even blindly entering on the opening is profitable over the historical data.
Also, we could trade more frequently if we acted on smaller moves above the
previous close, but we would expect to have a lower percentage of winners. For
instance, we could have chosen a smaller move of 8 ticks above the close to get a
profit of $52,500 on more trades (40 trades), but with a lower accuracy rate (68%) and
a slightly higher drawdown ($5,600). Since all tests are profitable, if a trader wishes
to deviate from the published system, we will leave it up to the individual trader to
decide which profile of trades bests suits him.
122
Table 2. Optimization Results on Entry Trigger Parameters
Ticks Net Profit Avg Trde PFact MaxDD #Trds %Prft
2.00 54712.50 1189.40 2.93 -5168.75 46 61
4.00 54087.50 1175.82 2.95 -4825.00 46 59
6.00 48475.00 1101.70 2.66 -5606.25 44 61
8.00 52562.50 1314.06 3.39 -5668.75 40 68
10.00 48575.00 1278.29 3.39 -5731.25 38 68
12.00 49300.00 1332.43 3.72 -5793.75 37 70
14.00 51375.00 1467.86 4.69 -3881.25 35 71
16.00 48837.50 1575.40 5.40 -4256.25 31 71
18.00 53068.75 1829.96 7.17 -3381.25 29 76
20.00 46100.00 1589.66 5.01 -4037.50 29 72It probably does not matter
how many ticks above the close you decide to take for the entry point. As mentioned
previously, even blindly entering on the opening is profitable over the historical data.
Also, we could trade more frequently if we acted on smaller moves above the
previous close, but we would expect to have a lower percentage of winners. For
instance, we could have chosen a smaller move of 8 ticks above the close to get a
profit of $52,500 on more trades (40 trades), but with a lower accuracy rate (68%) and
a slightly higher drawdown ($5,600). Since all tests are profitable, if a trader wishes
to deviate from the published system, we will leave it up to the individual trader to
decide which profile of trades bests suits him.
122
Table 2. Optimization Results on Entry Trigger Parameters
Ticks Net Profit Avg Trde PFact MaxDD #Trds %Prft
2.00 54712.50 1189.40 2.93 -5168.75 46 61
4.00 54087.50 1175.82 2.95 -4825.00 46 59
6.00 48475.00 1101.70 2.66 -5606.25 44 61
8.00 52562.50 1314.06 3.39 -5668.75 40 68
10.00 48575.00 1278.29 3.39 -5731.25 38 68
12.00 49300.00 1332.43 3.72 -5793.75 37 70
14.00 51375.00 1467.86 4.69 -3881.25 35 71
16.00 48837.50 1575.40 5.40 -4256.25 31 71
18.00 53068.75 1829.96 7.17 -3381.25 29 76
20.00 46100.00 1589.66 5.01 -4037.50 29 72It probably does not matter
how many ticks above the close you decide to take for the entry point. As mentioned
previously, even blindly entering on the opening is profitable over the historical data.
Also, we could trade more frequently if we acted on smaller moves above the
previous close, but we would expect to have a lower percentage of winners. For
instance, we could have chosen a smaller move of 8 ticks above the close to get a
profit of $52,500 on more trades (40 trades), but with a lower accuracy rate (68%) and
a slightly higher drawdown ($5,600). Since all tests are profitable, if a trader wishes
to deviate from the published system, we will leave it up to the individual trader to
decide which profile of trades bests suits him.
122
Table 2. Optimization Results on Entry Trigger Parameters
Ticks Net Profit Avg Trde PFact MaxDD #Trds %Prft
2.00 54712.50 1189.40 2.93 -5168.75 46 61
4.00 54087.50 1175.82 2.95 -4825.00 46 59
6.00 48475.00 1101.70 2.66 -5606.25 44 61
8.00 52562.50 1314.06 3.39 -5668.75 40 68
10.00 48575.00 1278.29 3.39 -5731.25 38 68
12.00 49300.00 1332.43 3.72 -5793.75 37 70
14.00 51375.00 1467.86 4.69 -3881.25 35 71
16.00 48837.50 1575.40 5.40 -4256.25 31 71
18.00 53068.75 1829.96 7.17 -3381.25 29 76
20.00 46100.00 1589.66 5.01 -4037.50 29 72It probably does not matter
how many ticks above the close you decide to take for the entry point. As mentioned
previously, even blindly entering on the opening is profitable over the historical data.
Also, we could trade more frequently if we acted on smaller moves above the
previous close, but we would expect to have a lower percentage of winners. For
instance, we could have chosen a smaller move of 8 ticks above the close to get a
profit of $52,500 on more trades (40 trades), but with a lower accuracy rate (68%) and
a slightly higher drawdown ($5,600). Since all tests are profitable, if a trader wishes
to deviate from the published system, we will leave it up to the individual trader to
decide which profile of trades bests suits him.
122
Table 2. Optimization Results on Entry Trigger Parameters
Ticks Net Profit Avg Trde PFact MaxDD #Trds %Prft
2.00 54712.50 1189.40 2.93 -5168.75 46 61
4.00 54087.50 1175.82 2.95 -4825.00 46 59
6.00 48475.00 1101.70 2.66 -5606.25 44 61
8.00 52562.50 1314.06 3.39 -5668.75 40 68
10.00 48575.00 1278.29 3.39 -5731.25 38 68
12.00 49300.00 1332.43 3.72 -5793.75 37 70
14.00 51375.00 1467.86 4.69 -3881.25 35 71
16.00 48837.50 1575.40 5.40 -4256.25 31 71
18.00 53068.75 1829.96 7.17 -3381.25 29 76
20.00 46100.00 1589.66 5.01 -4037.50 29 72It probably does not matter
how many ticks above the close you decide to take for the entry point. As mentioned
previously, even blindly entering on the opening is profitable over the historical data.
Also, we could trade more frequently if we acted on smaller moves above the
previous close, but we would expect to have a lower percentage of winners. For
instance, we could have chosen a smaller move of 8 ticks above the close to get a
profit of $52,500 on more trades (40 trades), but with a lower accuracy rate (68%) and
a slightly higher drawdown ($5,600). Since all tests are profitable, if a trader wishes
to deviate from the published system, we will leave it up to the individual trader to
decide which profile of trades bests suits him.
122
Table 2. Optimization Results on Entry Trigger Parameters
Ticks Net Profit Avg Trde PFact MaxDD #Trds %Prft
2.00 54712.50 1189.40 2.93 -5168.75 46 61
4.00 54087.50 1175.82 2.95 -4825.00 46 59
6.00 48475.00 1101.70 2.66 -5606.25 44 61
8.00 52562.50 1314.06 3.39 -5668.75 40 68
10.00 48575.00 1278.29 3.39 -5731.25 38 68
12.00 49300.00 1332.43 3.72 -5793.75 37 70
14.00 51375.00 1467.86 4.69 -3881.25 35 71
16.00 48837.50 1575.40 5.40 -4256.25 31 71
18.00 53068.75 1829.96 7.17 -3381.25 29 76
20.00 46100.00 1589.66 5.01 -4037.50 29 72It probably does not matter
how many ticks above the close you decide to take for the entry point. As mentioned
previously, even blindly entering on the opening is profitable over the historical data.
Also, we could trade more frequently if we acted on smaller moves above the
previous close, but we would expect to have a lower percentage of winners. For
instance, we could have chosen a smaller move of 8 ticks above the close to get a
profit of $52,500 on more trades (40 trades), but with a lower accuracy rate (68%) and
a slightly higher drawdown ($5,600). Since all tests are profitable, if a trader wishes
to deviate from the published system, we will leave it up to the individual trader to
decide which profile of trades bests suits him.
122
Table 2. Optimization Results on Entry Trigger Parameters
Ticks Net Profit Avg Trde PFact MaxDD #Trds %Prft
2.00 54712.50 1189.40 2.93 -5168.75 46 61
4.00 54087.50 1175.82 2.95 -4825.00 46 59
6.00 48475.00 1101.70 2.66 -5606.25 44 61
8.00 52562.50 1314.06 3.39 -5668.75 40 68
10.00 48575.00 1278.29 3.39 -5731.25 38 68
12.00 49300.00 1332.43 3.72 -5793.75 37 70
14.00 51375.00 1467.86 4.69 -3881.25 35 71
16.00 48837.50 1575.40 5.40 -4256.25 31 71
18.00 53068.75 1829.96 7.17 -3381.25 29 76
20.00 46100.00 1589.66 5.01 -4037.50 29 72It probably does not matter
how many ticks above the close you decide to take for the entry point. As mentioned
previously, even blindly entering on the opening is profitable over the historical data.
Also, we could trade more frequently if we acted on smaller moves above the
previous close, but we would expect to have a lower percentage of winners. For
instance, we could have chosen a smaller move of 8 ticks above the close to get a
profit of $52,500 on more trades (40 trades), but with a lower accuracy rate (68%) and
a slightly higher drawdown ($5,600). Since all tests are profitable, if a trader wishes
to deviate from the published system, we will leave it up to the individual trader to
decide which profile of trades bests suits him.
122
Table 2. Optimization Results on Entry Trigger Parameters
Ticks Net Profit Avg Trde PFact MaxDD #Trds %Prft
2.00 54712.50 1189.40 2.93 -5168.75 46 61
4.00 54087.50 1175.82 2.95 -4825.00 46 59
6.00 48475.00 1101.70 2.66 -5606.25 44 61
8.00 52562.50 1314.06 3.39 -5668.75 40 68
10.00 48575.00 1278.29 3.39 -5731.25 38 68
12.00 49300.00 1332.43 3.72 -5793.75 37 70
14.00 51375.00 1467.86 4.69 -3881.25 35 71
16.00 48837.50 1575.40 5.40 -4256.25 31 71
18.00 53068.75 1829.96 7.17 -3381.25 29 76
20.00 46100.00 1589.66 5.01 -4037.50 29 72It probably does not matter
how many ticks above the close you decide to take for the entry point. As mentioned
previously, even blindly entering on the opening is profitable over the historical data.
Also, we could trade more frequently if we acted on smaller moves above the
previous close, but we would expect to have a lower percentage of winners. For
instance, we could have chosen a smaller move of 8 ticks above the close to get a
profit of $52,500 on more trades (40 trades), but with a lower accuracy rate (68%) and
a slightly higher drawdown ($5,600). Since all tests are profitable, if a trader wishes
to deviate from the published system, we will leave it up to the individual trader to
decide which profile of trades bests suits him.
122
Table 2. Optimization Results on Entry Trigger Parameters
Ticks Net Profit Avg Trde PFact MaxDD #Trds %Prft
2.00 54712.50 1189.40 2.93 -5168.75 46 61
4.00 54087.50 1175.82 2.95 -4825.00 46 59
6.00 48475.00 1101.70 2.66 -5606.25 44 61
8.00 52562.50 1314.06 3.39 -5668.75 40 68
10.00 48575.00 1278.29 3.39 -5731.25 38 68
12.00 49300.00 1332.43 3.72 -5793.75 37 70
14.00 51375.00 1467.86 4.69 -3881.25 35 71
16.00 48837.50 1575.40 5.40 -4256.25 31 71
18.00 53068.75 1829.96 7.17 -3381.25 29 76
20.00 46100.00 1589.66 5.01 -4037.50 29 72It probably does not matter
how many ticks above the close you decide to take for the entry point. As mentioned
previously, even blindly entering on the opening is profitable over the historical data.
Also, we could trade more frequently if we acted on smaller moves above the
previous close, but we would expect to have a lower percentage of winners. For
instance, we could have chosen a smaller move of 8 ticks above the close to get a
profit of $52,500 on more trades (40 trades), but with a lower accuracy rate (68%) and
a slightly higher drawdown ($5,600). Since all tests are profitable, if a trader wishes
to deviate from the published system, we will leave it up to the individual trader to
decide which profile of trades bests suits him.
122
Table 2. Optimization Results on Entry Trigger Parameters
Ticks Net Profit Avg Trde PFact MaxDD #Trds %Prft
2.00 54712.50 1189.40 2.93 -5168.75 46 61
4.00 54087.50 1175.82 2.95 -4825.00 46 59
6.00 48475.00 1101.70 2.66 -5606.25 44 61
8.00 52562.50 1314.06 3.39 -5668.75 40 68
10.00 48575.00 1278.29 3.39 -5731.25 38 68
12.00 49300.00 1332.43 3.72 -5793.75 37 70
14.00 51375.00 1467.86 4.69 -3881.25 35 71
16.00 48837.50 1575.40 5.40 -4256.25 31 71
18.00 53068.75 1829.96 7.17 -3381.25 29 76
20.00 46100.00 1589.66 5.01 -4037.50 29 72It probably does not matter
how many ticks above the close you decide to take for the entry point. As mentioned
previously, even blindly entering on the opening is profitable over the historical data.
Also, we could trade more frequently if we acted on smaller moves above the
previous close, but we would expect to have a lower percentage of winners. For
instance, we could have chosen a smaller move of 8 ticks above the close to get a
profit of $52,500 on more trades (40 trades), but with a lower accuracy rate (68%) and
a slightly higher drawdown ($5,600). Since all tests are profitable, if a trader wishes
to deviate from the published system, we will leave it up to the individual trader to
decide which profile of trades bests suits him.
122
Table 2. Optimization Results on Entry Trigger Parameters
Ticks Net Profit Avg Trde PFact MaxDD #Trds %Prft
2.00 54712.50 1189.40 2.93 -5168.75 46 61
4.00 54087.50 1175.82 2.95 -4825.00 46 59
6.00 48475.00 1101.70 2.66 -5606.25 44 61
8.00 52562.50 1314.06 3.39 -5668.75 40 68
10.00 48575.00 1278.29 3.39 -5731.25 38 68
12.00 49300.00 1332.43 3.72 -5793.75 37 70
14.00 51375.00 1467.86 4.69 -3881.25 35 71
16.00 48837.50 1575.40 5.40 -4256.25 31 71
18.00 53068.75 1829.96 7.17 -3381.25 29 76
20.00 46100.00 1589.66 5.01 -4037.50 29 72It probably does not matter
how many ticks above the close you decide to take for the entry point. As mentioned
previously, even blindly entering on the opening is profitable over the historical data.
Also, we could trade more frequently if we acted on smaller moves above the
previous close, but we would expect to have a lower percentage of winners. For
instance, we could have chosen a smaller move of 8 ticks above the close to get a
profit of $52,500 on more trades (40 trades), but with a lower accuracy rate (68%) and
a slightly higher drawdown ($5,600). Since all tests are profitable, if a trader wishes
to deviate from the published system, we will leave it up to the individual trader to
decide which profile of trades bests suits him.
122
Table 2. Optimization Results on Entry Trigger Parameters
Ticks Net Profit Avg Trde PFact MaxDD #Trds %Prft
2.00 54712.50 1189.40 2.93 -5168.75 46 61
4.00 54087.50 1175.82 2.95 -4825.00 46 59
6.00 48475.00 1101.70 2.66 -5606.25 44 61
8.00 52562.50 1314.06 3.39 -5668.75 40 68
10.00 48575.00 1278.29 3.39 -5731.25 38 68
12.00 49300.00 1332.43 3.72 -5793.75 37 70
14.00 51375.00 1467.86 4.69 -3881.25 35 71
16.00 48837.50 1575.40 5.40 -4256.25 31 71
18.00 53068.75 1829.96 7.17 -3381.25 29 76
20.00 46100.00 1589.66 5.01 -4037.50 29 72It probably does not matter
how many ticks above the close you decide to take for the entry point. As mentioned
previously, even blindly entering on the opening is profitable over the historical data.
Also, we could trade more frequently if we acted on smaller moves above the
previous close, but we would expect to have a lower percentage of winners. For
instance, we could have chosen a smaller move of 8 ticks above the close to get a
profit of $52,500 on more trades (40 trades), but with a lower accuracy rate (68%) and
a slightly higher drawdown ($5,600). Since all tests are profitable, if a trader wishes
to deviate from the published system, we will leave it up to the individual trader to
decide which profile of trades bests suits him.
122
Table 2. Optimization Results on Entry Trigger Parameters
Ticks Net Profit Avg Trde PFact MaxDD #Trds %Prft
2.00 54712.50 1189.40 2.93 -5168.75 46 61
4.00 54087.50 1175.82 2.95 -4825.00 46 59
6.00 48475.00 1101.70 2.66 -5606.25 44 61
8.00 52562.50 1314.06 3.39 -5668.75 40 68
10.00 48575.00 1278.29 3.39 -5731.25 38 68
12.00 49300.00 1332.43 3.72 -5793.75 37 70
14.00 51375.00 1467.86 4.69 -3881.25 35 71
16.00 48837.50 1575.40 5.40 -4256.25 31 71
18.00 53068.75 1829.96 7.17 -3381.25 29 76
20.00 46100.00 1589.66 5.01 -4037.50 29 72It probably does not matter
how many ticks above the close you decide to take for the entry point. As mentioned
previously, even blindly entering on the opening is profitable over the historical data.
Also, we could trade more frequently if we acted on smaller moves above the
previous close, but we would expect to have a lower percentage of winners. For
instance, we could have chosen a smaller move of 8 ticks above the close to get a
profit of $52,500 on more trades (40 trades), but with a lower accuracy rate (68%) and
a slightly higher drawdown ($5,600). Since all tests are profitable, if a trader wishes
to deviate from the published system, we will leave it up to the individual trader to
decide which profile of trades bests suits him.
122
Table 2. Optimization Results on Entry Trigger Parameters
Ticks Net Profit Avg Trde PFact MaxDD #Trds %Prft
2.00 54712.50 1189.40 2.93 -5168.75 46 61
4.00 54087.50 1175.82 2.95 -4825.00 46 59
6.00 48475.00 1101.70 2.66 -5606.25 44 61
8.00 52562.50 1314.06 3.39 -5668.75 40 68
10.00 48575.00 1278.29 3.39 -5731.25 38 68
12.00 49300.00 1332.43 3.72 -5793.75 37 70
14.00 51375.00 1467.86 4.69 -3881.25 35 71
16.00 48837.50 1575.40 5.40 -4256.25 31 71
18.00 53068.75 1829.96 7.17 -3381.25 29 76
20.00 46100.00 1589.66 5.01 -4037.50 29 72It probably does not matter
how many ticks above the close you decide to take for the entry point. As mentioned
previously, even blindly entering on the opening is profitable over the historical data.
Also, we could trade more frequently if we acted on smaller moves above the
previous close, but we would expect to have a lower percentage of winners. For
instance, we could have chosen a smaller move of 8 ticks above the close to get a
profit of $52,500 on more trades (40 trades), but with a lower accuracy rate (68%) and
a slightly higher drawdown ($5,600). Since all tests are profitable, if a trader wishes
to deviate from the published system, we will leave it up to the individual trader to
decide which profile of trades bests suits him.
122
Table 2. Optimization Results on Entry Trigger Parameters
Ticks Net Profit Avg Trde PFact MaxDD #Trds %Prft
2.00 54712.50 1189.40 2.93 -5168.75 46 61
4.00 54087.50 1175.82 2.95 -4825.00 46 59
6.00 48475.00 1101.70 2.66 -5606.25 44 61
8.00 52562.50 1314.06 3.39 -5668.75 40 68
10.00 48575.00 1278.29 3.39 -5731.25 38 68
12.00 49300.00 1332.43 3.72 -5793.75 37 70
14.00 51375.00 1467.86 4.69 -3881.25 35 71
16.00 48837.50 1575.40 5.40 -4256.25 31 71
18.00 53068.75 1829.96 7.17 -3381.25 29 76
20.00 46100.00 1589.66 5.01 -4037.50 29 72It probably does not matter
how many ticks above the close you decide to take for the entry point. As mentioned
previously, even blindly entering on the opening is profitable over the historical data.
Also, we could trade more frequently if we acted on smaller moves above the
previous close, but we would expect to have a lower percentage of winners. For
instance, we could have chosen a smaller move of 8 ticks above the close to get a
profit of $52,500 on more trades (40 trades), but with a lower accuracy rate (68%) and
a slightly higher drawdown ($5,600). Since all tests are profitable, if a trader wishes
to deviate from the published system, we will leave it up to the individual trader to
decide which profile of trades bests suits him.
122
Table 2. Optimization Results on Entry Trigger Parameters
Ticks Net Profit Avg Trde PFact MaxDD #Trds %Prft
2.00 54712.50 1189.40 2.93 -5168.75 46 61
4.00 54087.50 1175.82 2.95 -4825.00 46 59
6.00 48475.00 1101.70 2.66 -5606.25 44 61
8.00 52562.50 1314.06 3.39 -5668.75 40 68
10.00 48575.00 1278.29 3.39 -5731.25 38 68
12.00 49300.00 1332.43 3.72 -5793.75 37 70
14.00 51375.00 1467.86 4.69 -3881.25 35 71
16.00 48837.50 1575.40 5.40 -4256.25 31 71
18.00 53068.75 1829.96 7.17 -3381.25 29 76
20.00 46100.00 1589.66 5.01 -4037.50 29 72It probably does not matter
how many ticks above the close you decide to take for the entry point. As mentioned
previously, even blindly entering on the opening is profitable over the historical data.
Also, we could trade more frequently if we acted on smaller moves above the
previous close, but we would expect to have a lower percentage of winners. For
instance, we could have chosen a smaller move of 8 ticks above the close to get a
profit of $52,500 on more trades (40 trades), but with a lower accuracy rate (68%) and
a slightly higher drawdown ($5,600). Since all tests are profitable, if a trader wishes
to deviate from the published system, we will leave it up to the individual trader to
decide which profile of trades bests suits him.
122
Table 2. Optimization Results on Entry Trigger Parameters
Ticks Net Profit Avg Trde PFact MaxDD #Trds %Prft
2.00 54712.50 1189.40 2.93 -5168.75 46 61
4.00 54087.50 1175.82 2.95 -4825.00 46 59
6.00 48475.00 1101.70 2.66 -5606.25 44 61
8.00 52562.50 1314.06 3.39 -5668.75 40 68
10.00 48575.00 1278.29 3.39 -5731.25 38 68
12.00 49300.00 1332.43 3.72 -5793.75 37 70
14.00 51375.00 1467.86 4.69 -3881.25 35 71
16.00 48837.50 1575.40 5.40 -4256.25 31 71
18.00 53068.75 1829.96 7.17 -3381.25 29 76
20.00 46100.00 1589.66 5.01 -4037.50 29 72It probably does not matter
how many ticks above the close you decide to take for the entry point. As mentioned
previously, even blindly entering on the opening is profitable over the historical data.
Also, we could trade more frequently if we acted on smaller moves above the
previous close, but we would expect to have a lower percentage of winners. For
instance, we could have chosen a smaller move of 8 ticks above the close to get a
profit of $52,500 on more trades (40 trades), but with a lower accuracy rate (68%) and
a slightly higher drawdown ($5,600). Since all tests are profitable, if a trader wishes
to deviate from the published system, we will leave it up to the individual trader to
decide which profile of trades bests suits him.
122
Table 2. Optimization Results on Entry Trigger Parameters
Ticks Net Profit Avg Trde PFact MaxDD #Trds %Prft
2.00 54712.50 1189.40 2.93 -5168.75 46 61
4.00 54087.50 1175.82 2.95 -4825.00 46 59
6.00 48475.00 1101.70 2.66 -5606.25 44 61
8.00 52562.50 1314.06 3.39 -5668.75 40 68
10.00 48575.00 1278.29 3.39 -5731.25 38 68
12.00 49300.00 1332.43 3.72 -5793.75 37 70
14.00 51375.00 1467.86 4.69 -3881.25 35 71
16.00 48837.50 1575.40 5.40 -4256.25 31 71
18.00 53068.75 1829.96 7.17 -3381.25 29 76
20.00 46100.00 1589.66 5.01 -4037.50 29 72It probably does not matter
how many ticks above the close you decide to take for the entry point. As mentioned
previously, even blindly entering on the opening is profitable over the historical data.
Also, we could trade more frequently if we acted on smaller moves above the
previous close, but we would expect to have a lower percentage of winners. For
instance, we could have chosen a smaller move of 8 ticks above the close to get a
profit of $52,500 on more trades (40 trades), but with a lower accuracy rate (68%) and
a slightly higher drawdown ($5,600). Since all tests are profitable, if a trader wishes
to deviate from the published system, we will leave it up to the individual trader to
decide which profile of trades bests suits him.
122
Table 2. Optimization Results on Entry Trigger Parameters
Ticks Net Profit Avg Trde PFact MaxDD #Trds %Prft
2.00 54712.50 1189.40 2.93 -5168.75 46 61
4.00 54087.50 1175.82 2.95 -4825.00 46 59
6.00 48475.00 1101.70 2.66 -5606.25 44 61
8.00 52562.50 1314.06 3.39 -5668.75 40 68
10.00 48575.00 1278.29 3.39 -5731.25 38 68
12.00 49300.00 1332.43 3.72 -5793.75 37 70
14.00 51375.00 1467.86 4.69 -3881.25 35 71
16.00 48837.50 1575.40 5.40 -4256.25 31 71
18.00 53068.75 1829.96 7.17 -3381.25 29 76
20.00 46100.00 1589.66 5.01 -4037.50 29 72It probably does not matter
how many ticks above the close you decide to take for the entry point. As mentioned
previously, even blindly entering on the opening is profitable over the historical data.
Also, we could trade more frequently if we acted on smaller moves above the
previous close, but we would expect to have a lower percentage of winners. For
instance, we could have chosen a smaller move of 8 ticks above the close to get a
profit of $52,500 on more trades (40 trades), but with a lower accuracy rate (68%) and
a slightly higher drawdown ($5,600). Since all tests are profitable, if a trader wishes
to deviate from the published system, we will leave it up to the individual trader to
decide which profile of trades bests suits him.
122
Table 2. Optimization Results on Entry Trigger Parameters
Ticks Net Profit Avg Trde PFact MaxDD #Trds %Prft
2.00 54712.50 1189.40 2.93 -5168.75 46 61
4.00 54087.50 1175.82 2.95 -4825.00 46 59
6.00 48475.00 1101.70 2.66 -5606.25 44 61
8.00 52562.50 1314.06 3.39 -5668.75 40 68
10.00 48575.00 1278.29 3.39 -5731.25 38 68
12.00 49300.00 1332.43 3.72 -5793.75 37 70
14.00 51375.00 1467.86 4.69 -3881.25 35 71
16.00 48837.50 1575.40 5.40 -4256.25 31 71
18.00 53068.75 1829.96 7.17 -3381.25 29 76
20.00 46100.00 1589.66 5.01 -4037.50 29 72It probably does not matter
how many ticks above the close you decide to take for the entry point. As mentioned
previously, even blindly entering on the opening is profitable over the historical data.
Also, we could trade more frequently if we acted on smaller moves above the
previous close, but we would expect to have a lower percentage of winners. For
instance, we could have chosen a smaller move of 8 ticks above the close to get a
profit of $52,500 on more trades (40 trades), but with a lower accuracy rate (68%) and
a slightly higher drawdown ($5,600). Since all tests are profitable, if a trader wishes
to deviate from the published system, we will leave it up to the individual trader to
decide which profile of trades bests suits him.
122
Table 2. Optimization Results on Entry Trigger Parameters
Ticks Net Profit Avg Trde PFact MaxDD #Trds %Prft
2.00 54712.50 1189.40 2.93 -5168.75 46 61
4.00 54087.50 1175.82 2.95 -4825.00 46 59
6.00 48475.00 1101.70 2.66 -5606.25 44 61
8.00 52562.50 1314.06 3.39 -5668.75 40 68
10.00 48575.00 1278.29 3.39 -5731.25 38 68
12.00 49300.00 1332.43 3.72 -5793.75 37 70
14.00 51375.00 1467.86 4.69 -3881.25 35 71
16.00 48837.50 1575.40 5.40 -4256.25 31 71
18.00 53068.75 1829.96 7.17 -3381.25 29 76
20.00 46100.00 1589.66 5.01 -4037.50 29 72It probably does not matter
how many ticks above the close you decide to take for the entry point. As mentioned
previously, even blindly entering on the opening is profitable over the historical data.
Also, we could trade more frequently if we acted on smaller moves above the
previous close, but we would expect to have a lower percentage of winners. For
instance, we could have chosen a smaller move of 8 ticks above the close to get a
profit of $52,500 on more trades (40 trades), but with a lower accuracy rate (68%) and
a slightly higher drawdown ($5,600). Since all tests are profitable, if a trader wishes
to deviate from the published system, we will leave it up to the individual trader to
decide which profile of trades bests suits him.
122
Table 2. Optimization Results on Entry Trigger Parameters
Ticks Net Profit Avg Trde PFact MaxDD #Trds %Prft
2.00 54712.50 1189.40 2.93 -5168.75 46 61
4.00 54087.50 1175.82 2.95 -4825.00 46 59
6.00 48475.00 1101.70 2.66 -5606.25 44 61
8.00 52562.50 1314.06 3.39 -5668.75 40 68
10.00 48575.00 1278.29 3.39 -5731.25 38 68
12.00 49300.00 1332.43 3.72 -5793.75 37 70
14.00 51375.00 1467.86 4.69 -3881.25 35 71
16.00 48837.50 1575.40 5.40 -4256.25 31 71
18.00 53068.75 1829.96 7.17 -3381.25 29 76
20.00 46100.00 1589.66 5.01 -4037.50 29 72It probably does not matter
how many ticks above the close you decide to take for the entry point. As mentioned
previously, even blindly entering on the opening is profitable over the historical data.
Also, we could trade more frequently if we acted on smaller moves above the
previous close, but we would expect to have a lower percentage of winners. For
instance, we could have chosen a smaller move of 8 ticks above the close to get a
profit of $52,500 on more trades (40 trades), but with a lower accuracy rate (68%) and
a slightly higher drawdown ($5,600). Since all tests are profitable, if a trader wishes
to deviate from the published system, we will leave it up to the individual trader to
decide which profile of trades bests suits him.
122
Table 2. Optimization Results on Entry Trigger Parameters
Ticks Net Profit Avg Trde PFact MaxDD #Trds %Prft
2.00 54712.50 1189.40 2.93 -5168.75 46 61
4.00 54087.50 1175.82 2.95 -4825.00 46 59
6.00 48475.00 1101.70 2.66 -5606.25 44 61
8.00 52562.50 1314.06 3.39 -5668.75 40 68
10.00 48575.00 1278.29 3.39 -5731.25 38 68
12.00 49300.00 1332.43 3.72 -5793.75 37 70
14.00 51375.00 1467.86 4.69 -3881.25 35 71
16.00 48837.50 1575.40 5.40 -4256.25 31 71
18.00 53068.75 1829.96 7.17 -3381.25 29 76
20.00 46100.00 1589.66 5.01 -4037.50 29 72It probably does not matter
how many ticks above the close you decide to take for the entry point. As mentioned
previously, even blindly entering on the opening is profitable over the historical data.
Also, we could trade more frequently if we acted on smaller moves above the
previous close, but we would expect to have a lower percentage of winners. For
instance, we could have chosen a smaller move of 8 ticks above the close to get a
profit of $52,500 on more trades (40 trades), but with a lower accuracy rate (68%) and
a slightly higher drawdown ($5,600). Since all tests are profitable, if a trader wishes
to deviate from the published system, we will leave it up to the individual trader to
decide which profile of trades bests suits him.
122
Table 2. Optimization Results on Entry Trigger Parameters
Ticks Net Profit Avg Trde PFact MaxDD #Trds %Prft
2.00 54712.50 1189.40 2.93 -5168.75 46 61
4.00 54087.50 1175.82 2.95 -4825.00 46 59
6.00 48475.00 1101.70 2.66 -5606.25 44 61
8.00 52562.50 1314.06 3.39 -5668.75 40 68
10.00 48575.00 1278.29 3.39 -5731.25 38 68
12.00 49300.00 1332.43 3.72 -5793.75 37 70
14.00 51375.00 1467.86 4.69 -3881.25 35 71
16.00 48837.50 1575.40 5.40 -4256.25 31 71
18.00 53068.75 1829.96 7.17 -3381.25 29 76
20.00 46100.00 1589.66 5.01 -4037.50 29 72It probably does not matter
how many ticks above the close you decide to take for the entry point. As mentioned
previously, even blindly entering on the opening is profitable over the historical data.
Also, we could trade more frequently if we acted on smaller moves above the
previous close, but we would expect to have a lower percentage of winners. For
instance, we could have chosen a smaller move of 8 ticks above the close to get a
profit of $52,500 on more trades (40 trades), but with a lower accuracy rate (68%) and
a slightly higher drawdown ($5,600). Since all tests are profitable, if a trader wishes
to deviate from the published system, we will leave it up to the individual trader to
decide which profile of trades bests suits him.
122
Table 2. Optimization Results on Entry Trigger Parameters
Ticks Net Profit Avg Trde PFact MaxDD #Trds %Prft
2.00 54712.50 1189.40 2.93 -5168.75 46 61
4.00 54087.50 1175.82 2.95 -4825.00 46 59
6.00 48475.00 1101.70 2.66 -5606.25 44 61
8.00 52562.50 1314.06 3.39 -5668.75 40 68
10.00 48575.00 1278.29 3.39 -5731.25 38 68
12.00 49300.00 1332.43 3.72 -5793.75 37 70
14.00 51375.00 1467.86 4.69 -3881.25 35 71
16.00 48837.50 1575.40 5.40 -4256.25 31 71
18.00 53068.75 1829.96 7.17 -3381.25 29 76
20.00 46100.00 1589.66 5.01 -4037.50 29 72It probably does not matter
how many ticks above the close you decide to take for the entry point. As mentioned
previously, even blindly entering on the opening is profitable over the historical data.
Also, we could trade more frequently if we acted on smaller moves above the
previous close, but we would expect to have a lower percentage of winners. For
instance, we could have chosen a smaller move of 8 ticks above the close to get a
profit of $52,500 on more trades (40 trades), but with a lower accuracy rate (68%) and
a slightly higher drawdown ($5,600). Since all tests are profitable, if a trader wishes
to deviate from the published system, we will leave it up to the individual trader to
decide which profile of trades bests suits him.
122
Table 2. Optimization Results on Entry Trigger Parameters
Ticks Net Profit Avg Trde PFact MaxDD #Trds %Prft
2.00 54712.50 1189.40 2.93 -5168.75 46 61
4.00 54087.50 1175.82 2.95 -4825.00 46 59
6.00 48475.00 1101.70 2.66 -5606.25 44 61
8.00 52562.50 1314.06 3.39 -5668.75 40 68
10.00 48575.00 1278.29 3.39 -5731.25 38 68
12.00 49300.00 1332.43 3.72 -5793.75 37 70
14.00 51375.00 1467.86 4.69 -3881.25 35 71
16.00 48837.50 1575.40 5.40 -4256.25 31 71
18.00 53068.75 1829.96 7.17 -3381.25 29 76
20.00 46100.00 1589.66 5.01 -4037.50 29 72It probably does not matter
how many ticks above the close you decide to take for the entry point. As mentioned
previously, even blindly entering on the opening is profitable over the historical data.
Also, we could trade more frequently if we acted on smaller moves above the
previous close, but we would expect to have a lower percentage of winners. For
instance, we could have chosen a smaller move of 8 ticks above the close to get a
profit of $52,500 on more trades (40 trades), but with a lower accuracy rate (68%) and
a slightly higher drawdown ($5,600). Since all tests are profitable, if a trader wishes
to deviate from the published system, we will leave it up to the individual trader to
decide which profile of trades bests suits him.
122
Table 2. Optimization Results on Entry Trigger Parameters
Ticks Net Profit Avg Trde PFact MaxDD #Trds %Prft
2.00 54712.50 1189.40 2.93 -5168.75 46 61
4.00 54087.50 1175.82 2.95 -4825.00 46 59
6.00 48475.00 1101.70 2.66 -5606.25 44 61
8.00 52562.50 1314.06 3.39 -5668.75 40 68
10.00 48575.00 1278.29 3.39 -5731.25 38 68
12.00 49300.00 1332.43 3.72 -5793.75 37 70
14.00 51375.00 1467.86 4.69 -3881.25 35 71
16.00 48837.50 1575.40 5.40 -4256.25 31 71
18.00 53068.75 1829.96 7.17 -3381.25 29 76
20.00 46100.00 1589.66 5.01 -4037.50 29 72It probably does not matter
how many ticks above the close you decide to take for the entry point. As mentioned
previously, even blindly entering on the opening is profitable over the historical data.
Also, we could trade more frequently if we acted on smaller moves above the
previous close, but we would expect to have a lower percentage of winners. For
instance, we could have chosen a smaller move of 8 ticks above the close to get a
profit of $52,500 on more trades (40 trades), but with a lower accuracy rate (68%) and
a slightly higher drawdown ($5,600). Since all tests are profitable, if a trader wishes
to deviate from the published system, we will leave it up to the individual trader to
decide which profile of trades bests suits him.
122
Table 2. Optimization Results on Entry Trigger Parameters
Ticks Net Profit Avg Trde PFact MaxDD #Trds %Prft
2.00 54712.50 1189.40 2.93 -5168.75 46 61
4.00 54087.50 1175.82 2.95 -4825.00 46 59
6.00 48475.00 1101.70 2.66 -5606.25 44 61
8.00 52562.50 1314.06 3.39 -5668.75 40 68
10.00 48575.00 1278.29 3.39 -5731.25 38 68
12.00 49300.00 1332.43 3.72 -5793.75 37 70
14.00 51375.00 1467.86 4.69 -3881.25 35 71
16.00 48837.50 1575.40 5.40 -4256.25 31 71
18.00 53068.75 1829.96 7.17 -3381.25 29 76
20.00 46100.00 1589.66 5.01 -4037.50 29 72It probably does not matter
how many ticks above the close you decide to take for the entry point. As mentioned
previously, even blindly entering on the opening is profitable over the historical data.
Also, we could trade more frequently if we acted on smaller moves above the
previous close, but we would expect to have a lower percentage of winners. For
instance, we could have chosen a smaller move of 8 ticks above the close to get a
profit of $52,500 on more trades (40 trades), but with a lower accuracy rate (68%) and
a slightly higher drawdown ($5,600). Since all tests are profitable, if a trader wishes
to deviate from the published system, we will leave it up to the individual trader to
decide which profile of trades bests suits him.
122
Table 2. Optimization Results on Entry Trigger Parameters
Ticks Net Profit Avg Trde PFact MaxDD #Trds %Prft
2.00 54712.50 1189.40 2.93 -5168.75 46 61
4.00 54087.50 1175.82 2.95 -4825.00 46 59
6.00 48475.00 1101.70 2.66 -5606.25 44 61
8.00 52562.50 1314.06 3.39 -5668.75 40 68
10.00 48575.00 1278.29 3.39 -5731.25 38 68
12.00 49300.00 1332.43 3.72 -5793.75 37 70
14.00 51375.00 1467.86 4.69 -3881.25 35 71
16.00 48837.50 1575.40 5.40 -4256.25 31 71
18.00 53068.75 1829.96 7.17 -3381.25 29 76
20.00 46100.00 1589.66 5.01 -4037.50 29 72It probably does not matter
how many ticks above the close you decide to take for the entry point. As mentioned
previously, even blindly entering on the opening is profitable over the historical data.
Also, we could trade more frequently if we acted on smaller moves above the
previous close, but we would expect to have a lower percentage of winners. For
instance, we could have chosen a smaller move of 8 ticks above the close to get a
profit of $52,500 on more trades (40 trades), but with a lower accuracy rate (68%) and
a slightly higher drawdown ($5,600). Since all tests are profitable, if a trader wishes
to deviate from the published system, we will leave it up to the individual trader to
decide which profile of trades bests suits him.
122
Table 2. Optimization Results on Entry Trigger Parameters
Ticks Net Profit Avg Trde PFact MaxDD #Trds %Prft
2.00 54712.50 1189.40 2.93 -5168.75 46 61
4.00 54087.50 1175.82 2.95 -4825.00 46 59
6.00 48475.00 1101.70 2.66 -5606.25 44 61
8.00 52562.50 1314.06 3.39 -5668.75 40 68
10.00 48575.00 1278.29 3.39 -5731.25 38 68
12.00 49300.00 1332.43 3.72 -5793.75 37 70
14.00 51375.00 1467.86 4.69 -3881.25 35 71
16.00 48837.50 1575.40 5.40 -4256.25 31 71
18.00 53068.75 1829.96 7.17 -3381.25 29 76
20.00 46100.00 1589.66 5.01 -4037.50 29 72It probably does not matter
how many ticks above the close you decide to take for the entry point. As mentioned
previously, even blindly entering on the opening is profitable over the historical data.
Also, we could trade more frequently if we acted on smaller moves above the
previous close, but we would expect to have a lower percentage of winners. For
instance, we could have chosen a smaller move of 8 ticks above the close to get a
profit of $52,500 on more trades (40 trades), but with a lower accuracy rate (68%) and
a slightly higher drawdown ($5,600). Since all tests are profitable, if a trader wishes
to deviate from the published system, we will leave it up to the individual trader to
decide which profile of trades bests suits him.
122
Table 2. Optimization Results on Entry Trigger Parameters
Ticks Net Profit Avg Trde PFact MaxDD #Trds %Prft
2.00 54712.50 1189.40 2.93 -5168.75 46 61
4.00 54087.50 1175.82 2.95 -4825.00 46 59
6.00 48475.00 1101.70 2.66 -5606.25 44 61
8.00 52562.50 1314.06 3.39 -5668.75 40 68
10.00 48575.00 1278.29 3.39 -5731.25 38 68
12.00 49300.00 1332.43 3.72 -5793.75 37 70
14.00 51375.00 1467.86 4.69 -3881.25 35 71
16.00 48837.50 1575.40 5.40 -4256.25 31 71
18.00 53068.75 1829.96 7.17 -3381.25 29 76
20.00 46100.00 1589.66 5.01 -4037.50 29 72It probably does not matter
how many ticks above the close you decide to take for the entry point. As mentioned
previously, even blindly entering on the opening is profitable over the historical data.
Also, we could trade more frequently if we acted on smaller moves above the
previous close, but we would expect to have a lower percentage of winners. For
instance, we could have chosen a smaller move of 8 ticks above the close to get a
profit of $52,500 on more trades (40 trades), but with a lower accuracy rate (68%) and
a slightly higher drawdown ($5,600). Since all tests are profitable, if a trader wishes
to deviate from the published system, we will leave it up to the individual trader to
decide which profile of trades bests suits him.
122
Table 2. Optimization Results on Entry Trigger Parameters
Ticks Net Profit Avg Trde PFact MaxDD #Trds %Prft
2.00 54712.50 1189.40 2.93 -5168.75 46 61
4.00 54087.50 1175.82 2.95 -4825.00 46 59
6.00 48475.00 1101.70 2.66 -5606.25 44 61
8.00 52562.50 1314.06 3.39 -5668.75 40 68
10.00 48575.00 1278.29 3.39 -5731.25 38 68
12.00 49300.00 1332.43 3.72 -5793.75 37 70
14.00 51375.00 1467.86 4.69 -3881.25 35 71
16.00 48837.50 1575.40 5.40 -4256.25 31 71
18.00 53068.75 1829.96 7.17 -3381.25 29 76
20.00 46100.00 1589.66 5.01 -4037.50 29 72It probably does not matter
how many ticks above the close you decide to take for the entry point. As mentioned
previously, even blindly entering on the opening is profitable over the historical data.
Also, we could trade more frequently if we acted on smaller moves above the
previous close, but we would expect to have a lower percentage of winners. For
instance, we could have chosen a smaller move of 8 ticks above the close to get a
profit of $52,500 on more trades (40 trades), but with a lower accuracy rate (68%) and
a slightly higher drawdown ($5,600). Since all tests are profitable, if a trader wishes
to deviate from the published system, we will leave it up to the individual trader to
decide which profile of trades bests suits him.
122
Table 2. Optimization Results on Entry Trigger Parameters
Ticks Net Profit Avg Trde PFact MaxDD #Trds %Prft
2.00 54712.50 1189.40 2.93 -5168.75 46 61
4.00 54087.50 1175.82 2.95 -4825.00 46 59
6.00 48475.00 1101.70 2.66 -5606.25 44 61
8.00 52562.50 1314.06 3.39 -5668.75 40 68
10.00 48575.00 1278.29 3.39 -5731.25 38 68
12.00 49300.00 1332.43 3.72 -5793.75 37 70
14.00 51375.00 1467.86 4.69 -3881.25 35 71
16.00 48837.50 1575.40 5.40 -4256.25 31 71
18.00 53068.75 1829.96 7.17 -3381.25 29 76
20.00 46100.00 1589.66 5.01 -4037.50 29 72It probably does not matter
how many ticks above the close you decide to take for the entry point. As mentioned
previously, even blindly entering on the opening is profitable over the historical data.
Also, we could trade more frequently if we acted on smaller moves above the
previous close, but we would expect to have a lower percentage of winners. For
instance, we could have chosen a smaller move of 8 ticks above the close to get a
profit of $52,500 on more trades (40 trades), but with a lower accuracy rate (68%) and
a slightly higher drawdown ($5,600). Since all tests are profitable, if a trader wishes
to deviate from the published system, we will leave it up to the individual trader to
decide which profile of trades bests suits him.
122
Table 2. Optimization Results on Entry Trigger Parameters
Ticks Net Profit Avg Trde PFact MaxDD #Trds %Prft
2.00 54712.50 1189.40 2.93 -5168.75 46 61
4.00 54087.50 1175.82 2.95 -4825.00 46 59
6.00 48475.00 1101.70 2.66 -5606.25 44 61
8.00 52562.50 1314.06 3.39 -5668.75 40 68
10.00 48575.00 1278.29 3.39 -5731.25 38 68
12.00 49300.00 1332.43 3.72 -5793.75 37 70
14.00 51375.00 1467.86 4.69 -3881.25 35 71
16.00 48837.50 1575.40 5.40 -4256.25 31 71
18.00 53068.75 1829.96 7.17 -3381.25 29 76
20.00 46100.00 1589.66 5.01 -4037.50 29 72It probably does not matter
how many ticks above the close you decide to take for the entry point. As mentioned
previously, even blindly entering on the opening is profitable over the historical data.
Also, we could trade more frequently if we acted on smaller moves above the
previous close, but we would expect to have a lower percentage of winners. For
instance, we could have chosen a smaller move of 8 ticks above the close to get a
profit of $52,500 on more trades (40 trades), but with a lower accuracy rate (68%) and
a slightly higher drawdown ($5,600). Since all tests are profitable, if a trader wishes
to deviate from the published system, we will leave it up to the individual trader to
decide which profile of trades bests suits him.
122
Table 2. Optimization Results on Entry Trigger Parameters
Ticks Net Profit Avg Trde PFact MaxDD #Trds %Prft
2.00 54712.50 1189.40 2.93 -5168.75 46 61
4.00 54087.50 1175.82 2.95 -4825.00 46 59
6.00 48475.00 1101.70 2.66 -5606.25 44 61
8.00 52562.50 1314.06 3.39 -5668.75 40 68
10.00 48575.00 1278.29 3.39 -5731.25 38 68
12.00 49300.00 1332.43 3.72 -5793.75 37 70
14.00 51375.00 1467.86 4.69 -3881.25 35 71
16.00 48837.50 1575.40 5.40 -4256.25 31 71
18.00 53068.75 1829.96 7.17 -3381.25 29 76
20.00 46100.00 1589.66 5.01 -4037.50 29 72It probably does not matter
how many ticks above the close you decide to take for the entry point. As mentioned
previously, even blindly entering on the opening is profitable over the historical data.
Also, we could trade more frequently if we acted on smaller moves above the
previous close, but we would expect to have a lower percentage of winners. For
instance, we could have chosen a smaller move of 8 ticks above the close to get a
profit of $52,500 on more trades (40 trades), but with a lower accuracy rate (68%) and
a slightly higher drawdown ($5,600). Since all tests are profitable, if a trader wishes
to deviate from the published system, we will leave it up to the individual trader to
decide which profile of trades bests suits him.
122
Table 2. Optimization Results on Entry Trigger Parameters
Ticks Net Profit Avg Trde PFact MaxDD #Trds %Prft
2.00 54712.50 1189.40 2.93 -5168.75 46 61
4.00 54087.50 1175.82 2.95 -4825.00 46 59
6.00 48475.00 1101.70 2.66 -5606.25 44 61
8.00 52562.50 1314.06 3.39 -5668.75 40 68
10.00 48575.00 1278.29 3.39 -5731.25 38 68
12.00 49300.00 1332.43 3.72 -5793.75 37 70
14.00 51375.00 1467.86 4.69 -3881.25 35 71
16.00 48837.50 1575.40 5.40 -4256.25 31 71
18.00 53068.75 1829.96 7.17 -3381.25 29 76
20.00 46100.00 1589.66 5.01 -4037.50 29 72It probably does not matter
how many ticks above the close you decide to take for the entry point. As mentioned
previously, even blindly entering on the opening is profitable over the historical data.
Also, we could trade more frequently if we acted on smaller moves above the
previous close, but we would expect to have a lower percentage of winners. For
instance, we could have chosen a smaller move of 8 ticks above the close to get a
profit of $52,500 on more trades (40 trades), but with a lower accuracy rate (68%) and
a slightly higher drawdown ($5,600). Since all tests are profitable, if a trader wishes
to deviate from the published system, we will leave it up to the individual trader to
decide which profile of trades bests suits him.
122
Table 2. Optimization Results on Entry Trigger Parameters
Ticks Net Profit Avg Trde PFact MaxDD #Trds %Prft
2.00 54712.50 1189.40 2.93 -5168.75 46 61
4.00 54087.50 1175.82 2.95 -4825.00 46 59
6.00 48475.00 1101.70 2.66 -5606.25 44 61
8.00 52562.50 1314.06 3.39 -5668.75 40 68
10.00 48575.00 1278.29 3.39 -5731.25 38 68
12.00 49300.00 1332.43 3.72 -5793.75 37 70
14.00 51375.00 1467.86 4.69 -3881.25 35 71
16.00 48837.50 1575.40 5.40 -4256.25 31 71
18.00 53068.75 1829.96 7.17 -3381.25 29 76
20.00 46100.00 1589.66 5.01 -4037.50 29 72It probably does not matter
how many ticks above the close you decide to take for the entry point. As mentioned
previously, even blindly entering on the opening is profitable over the historical data.
Also, we could trade more frequently if we acted on smaller moves above the
previous close, but we would expect to have a lower percentage of winners. For
instance, we could have chosen a smaller move of 8 ticks above the close to get a
profit of $52,500 on more trades (40 trades), but with a lower accuracy rate (68%) and
a slightly higher drawdown ($5,600). Since all tests are profitable, if a trader wishes
to deviate from the published system, we will leave it up to the individual trader to
decide which profile of trades bests suits him.
122
Table 2. Optimization Results on Entry Trigger Parameters
Ticks Net Profit Avg Trde PFact MaxDD #Trds %Prft
2.00 54712.50 1189.40 2.93 -5168.75 46 61
4.00 54087.50 1175.82 2.95 -4825.00 46 59
6.00 48475.00 1101.70 2.66 -5606.25 44 61
8.00 52562.50 1314.06 3.39 -5668.75 40 68
10.00 48575.00 1278.29 3.39 -5731.25 38 68
12.00 49300.00 1332.43 3.72 -5793.75 37 70
14.00 51375.00 1467.86 4.69 -3881.25 35 71
16.00 48837.50 1575.40 5.40 -4256.25 31 71
18.00 53068.75 1829.96 7.17 -3381.25 29 76
20.00 46100.00 1589.66 5.01 -4037.50 29 72It probably does not matter
how many ticks above the close you decide to take for the entry point. As mentioned
previously, even blindly entering on the opening is profitable over the historical data.
Also, we could trade more frequently if we acted on smaller moves above the
previous close, but we would expect to have a lower percentage of winners. For
instance, we could have chosen a smaller move of 8 ticks above the close to get a
profit of $52,500 on more trades (40 trades), but with a lower accuracy rate (68%) and
a slightly higher drawdown ($5,600). Since all tests are profitable, if a trader wishes
to deviate from the published system, we will leave it up to the individual trader to
decide which profile of trades bests suits him.
122
Table 2. Optimization Results on Entry Trigger Parameters
Ticks Net Profit Avg Trde PFact MaxDD #Trds %Prft
2.00 54712.50 1189.40 2.93 -5168.75 46 61
4.00 54087.50 1175.82 2.95 -4825.00 46 59
6.00 48475.00 1101.70 2.66 -5606.25 44 61
8.00 52562.50 1314.06 3.39 -5668.75 40 68
10.00 48575.00 1278.29 3.39 -5731.25 38 68
12.00 49300.00 1332.43 3.72 -5793.75 37 70
14.00 51375.00 1467.86 4.69 -3881.25 35 71
16.00 48837.50 1575.40 5.40 -4256.25 31 71
18.00 53068.75 1829.96 7.17 -3381.25 29 76
20.00 46100.00 1589.66 5.01 -4037.50 29 72It probably does not matter
how many ticks above the close you decide to take for the entry point. As mentioned
previously, even blindly entering on the opening is profitable over the historical data.
Also, we could trade more frequently if we acted on smaller moves above the
previous close, but we would expect to have a lower percentage of winners. For
instance, we could have chosen a smaller move of 8 ticks above the close to get a
profit of $52,500 on more trades (40 trades), but with a lower accuracy rate (68%) and
a slightly higher drawdown ($5,600). Since all tests are profitable, if a trader wishes
to deviate from the published system, we will leave it up to the individual trader to
decide which profile of trades bests suits him.
122
Table 2. Optimization Results on Entry Trigger Parameters
Ticks Net Profit Avg Trde PFact MaxDD #Trds %Prft
2.00 54712.50 1189.40 2.93 -5168.75 46 61
4.00 54087.50 1175.82 2.95 -4825.00 46 59
6.00 48475.00 1101.70 2.66 -5606.25 44 61
8.00 52562.50 1314.06 3.39 -5668.75 40 68
10.00 48575.00 1278.29 3.39 -5731.25 38 68
12.00 49300.00 1332.43 3.72 -5793.75 37 70
14.00 51375.00 1467.86 4.69 -3881.25 35 71
16.00 48837.50 1575.40 5.40 -4256.25 31 71
18.00 53068.75 1829.96 7.17 -3381.25 29 76
20.00 46100.00 1589.66 5.01 -4037.50 29 72It probably does not matter
how many ticks above the close you decide to take for the entry point. As mentioned
previously, even blindly entering on the opening is profitable over the historical data.
Also, we could trade more frequently if we acted on smaller moves above the
previous close, but we would expect to have a lower percentage of winners. For
instance, we could have chosen a smaller move of 8 ticks above the close to get a
profit of $52,500 on more trades (40 trades), but with a lower accuracy rate (68%) and
a slightly higher drawdown ($5,600). Since all tests are profitable, if a trader wishes
to deviate from the published system, we will leave it up to the individual trader to
decide which profile of trades bests suits him.
122
Table 2. Optimization Results on Entry Trigger Parameters
Ticks Net Profit Avg Trde PFact MaxDD #Trds %Prft
2.00 54712.50 1189.40 2.93 -5168.75 46 61
4.00 54087.50 1175.82 2.95 -4825.00 46 59
6.00 48475.00 1101.70 2.66 -5606.25 44 61
8.00 52562.50 1314.06 3.39 -5668.75 40 68
10.00 48575.00 1278.29 3.39 -5731.25 38 68
12.00 49300.00 1332.43 3.72 -5793.75 37 70
14.00 51375.00 1467.86 4.69 -3881.25 35 71
16.00 48837.50 1575.40 5.40 -4256.25 31 71
18.00 53068.75 1829.96 7.17 -3381.25 29 76
20.00 46100.00 1589.66 5.01 -4037.50 29 72It probably does not matter
how many ticks above the close you decide to take for the entry point. As mentioned
previously, even blindly entering on the opening is profitable over the historical data.
Also, we could trade more frequently if we acted on smaller moves above the
previous close, but we would expect to have a lower percentage of winners. For
instance, we could have chosen a smaller move of 8 ticks above the close to get a
profit of $52,500 on more trades (40 trades), but with a lower accuracy rate (68%) and
a slightly higher drawdown ($5,600). Since all tests are profitable, if a trader wishes
to deviate from the published system, we will leave it up to the individual trader to
decide which profile of trades bests suits him.
122
Table 2. Optimization Results on Entry Trigger Parameters
Ticks Net Profit Avg Trde PFact MaxDD #Trds %Prft
2.00 54712.50 1189.40 2.93 -5168.75 46 61
4.00 54087.50 1175.82 2.95 -4825.00 46 59
6.00 48475.00 1101.70 2.66 -5606.25 44 61
8.00 52562.50 1314.06 3.39 -5668.75 40 68
10.00 48575.00 1278.29 3.39 -5731.25 38 68
12.00 49300.00 1332.43 3.72 -5793.75 37 70
14.00 51375.00 1467.86 4.69 -3881.25 35 71
16.00 48837.50 1575.40 5.40 -4256.25 31 71
18.00 53068.75 1829.96 7.17 -3381.25 29 76
20.00 46100.00 1589.66 5.01 -4037.50 29 72It probably does not matter
how many ticks above the close you decide to take for the entry point. As mentioned
previously, even blindly entering on the opening is profitable over the historical data.
Also, we could trade more frequently if we acted on smaller moves above the
previous close, but we would expect to have a lower percentage of winners. For
instance, we could have chosen a smaller move of 8 ticks above the close to get a
profit of $52,500 on more trades (40 trades), but with a lower accuracy rate (68%) and
a slightly higher drawdown ($5,600). Since all tests are profitable, if a trader wishes
to deviate from the published system, we will leave it up to the individual trader to
decide which profile of trades bests suits him.
122
Table 2. Optimization Results on Entry Trigger Parameters
Ticks Net Profit Avg Trde PFact MaxDD #Trds %Prft
2.00 54712.50 1189.40 2.93 -5168.75 46 61
4.00 54087.50 1175.82 2.95 -4825.00 46 59
6.00 48475.00 1101.70 2.66 -5606.25 44 61
8.00 52562.50 1314.06 3.39 -5668.75 40 68
10.00 48575.00 1278.29 3.39 -5731.25 38 68
12.00 49300.00 1332.43 3.72 -5793.75 37 70
14.00 51375.00 1467.86 4.69 -3881.25 35 71
16.00 48837.50 1575.40 5.40 -4256.25 31 71
18.00 53068.75 1829.96 7.17 -3381.25 29 76
20.00 46100.00 1589.66 5.01 -4037.50 29 72It probably does not matter
how many ticks above the close you decide to take for the entry point. As mentioned
previously, even blindly entering on the opening is profitable over the historical data.
Also, we could trade more frequently if we acted on smaller moves above the
previous close, but we would expect to have a lower percentage of winners. For
instance, we could have chosen a smaller move of 8 ticks above the close to get a
profit of $52,500 on more trades (40 trades), but with a lower accuracy rate (68%) and
a slightly higher drawdown ($5,600). Since all tests are profitable, if a trader wishes
to deviate from the published system, we will leave it up to the individual trader to
decide which profile of trades bests suits him.
122
Table 2. Optimization Results on Entry Trigger Parameters
Ticks Net Profit Avg Trde PFact MaxDD #Trds %Prft
2.00 54712.50 1189.40 2.93 -5168.75 46 61
4.00 54087.50 1175.82 2.95 -4825.00 46 59
6.00 48475.00 1101.70 2.66 -5606.25 44 61
8.00 52562.50 1314.06 3.39 -5668.75 40 68
10.00 48575.00 1278.29 3.39 -5731.25 38 68
12.00 49300.00 1332.43 3.72 -5793.75 37 70
14.00 51375.00 1467.86 4.69 -3881.25 35 71
16.00 48837.50 1575.40 5.40 -4256.25 31 71
18.00 53068.75 1829.96 7.17 -3381.25 29 76
20.00 46100.00 1589.66 5.01 -4037.50 29 72It probably does not matter
how many ticks above the close you decide to take for the entry point. As mentioned
previously, even blindly entering on the opening is profitable over the historical data.
Also, we could trade more frequently if we acted on smaller moves above the
previous close, but we would expect to have a lower percentage of winners. For
instance, we could have chosen a smaller move of 8 ticks above the close to get a
profit of $52,500 on more trades (40 trades), but with a lower accuracy rate (68%) and
a slightly higher drawdown ($5,600). Since all tests are profitable, if a trader wishes
to deviate from the published system, we will leave it up to the individual trader to
decide which profile of trades bests suits him.
122
Table 2. Optimization Results on Entry Trigger Parameters
Ticks Net Profit Avg Trde PFact MaxDD #Trds %Prft
2.00 54712.50 1189.40 2.93 -5168.75 46 61
4.00 54087.50 1175.82 2.95 -4825.00 46 59
6.00 48475.00 1101.70 2.66 -5606.25 44 61
8.00 52562.50 1314.06 3.39 -5668.75 40 68
10.00 48575.00 1278.29 3.39 -5731.25 38 68
12.00 49300.00 1332.43 3.72 -5793.75 37 70
14.00 51375.00 1467.86 4.69 -3881.25 35 71
16.00 48837.50 1575.40 5.40 -4256.25 31 71
18.00 53068.75 1829.96 7.17 -3381.25 29 76
20.00 46100.00 1589.66 5.01 -4037.50 29 72It probably does not matter
how many ticks above the close you decide to take for the entry point. As mentioned
previously, even blindly entering on the opening is profitable over the historical data.
Also, we could trade more frequently if we acted on smaller moves above the
previous close, but we would expect to have a lower percentage of winners. For
instance, we could have chosen a smaller move of 8 ticks above the close to get a
profit of $52,500 on more trades (40 trades), but with a lower accuracy rate (68%) and
a slightly higher drawdown ($5,600). Since all tests are profitable, if a trader wishes
to deviate from the published system, we will leave it up to the individual trader to
decide which profile of trades bests suits him.
122
Table 2. Optimization Results on Entry Trigger Parameters
Ticks Net Profit Avg Trde PFact MaxDD #Trds %Prft
2.00 54712.50 1189.40 2.93 -5168.75 46 61
4.00 54087.50 1175.82 2.95 -4825.00 46 59
6.00 48475.00 1101.70 2.66 -5606.25 44 61
8.00 52562.50 1314.06 3.39 -5668.75 40 68
10.00 48575.00 1278.29 3.39 -5731.25 38 68
12.00 49300.00 1332.43 3.72 -5793.75 37 70
14.00 51375.00 1467.86 4.69 -3881.25 35 71
16.00 48837.50 1575.40 5.40 -4256.25 31 71
18.00 53068.75 1829.96 7.17 -3381.25 29 76
20.00 46100.00 1589.66 5.01 -4037.50 29 72It probably does not matter
how many ticks above the close you decide to take for the entry point. As mentioned
previously, even blindly entering on the opening is profitable over the historical data.
Also, we could trade more frequently if we acted on smaller moves above the
previous close, but we would expect to have a lower percentage of winners. For
instance, we could have chosen a smaller move of 8 ticks above the close to get a
profit of $52,500 on more trades (40 trades), but with a lower accuracy rate (68%) and
a slightly higher drawdown ($5,600). Since all tests are profitable, if a trader wishes
to deviate from the published system, we will leave it up to the individual trader to
decide which profile of trades bests suits him.
122
Table 2. Optimization Results on Entry Trigger Parameters
Ticks Net Profit Avg Trde PFact MaxDD #Trds %Prft
2.00 54712.50 1189.40 2.93 -5168.75 46 61
4.00 54087.50 1175.82 2.95 -4825.00 46 59
6.00 48475.00 1101.70 2.66 -5606.25 44 61
8.00 52562.50 1314.06 3.39 -5668.75 40 68
10.00 48575.00 1278.29 3.39 -5731.25 38 68
12.00 49300.00 1332.43 3.72 -5793.75 37 70
14.00 51375.00 1467.86 4.69 -3881.25 35 71
16.00 48837.50 1575.40 5.40 -4256.25 31 71
18.00 53068.75 1829.96 7.17 -3381.25 29 76
20.00 46100.00 1589.66 5.01 -4037.50 29 72It probably does not matter
how many ticks above the close you decide to take for the entry point. As mentioned
previously, even blindly entering on the opening is profitable over the historical data.
Also, we could trade more frequently if we acted on smaller moves above the
previous close, but we would expect to have a lower percentage of winners. For
instance, we could have chosen a smaller move of 8 ticks above the close to get a
profit of $52,500 on more trades (40 trades), but with a lower accuracy rate (68%) and
a slightly higher drawdown ($5,600). Since all tests are profitable, if a trader wishes
to deviate from the published system, we will leave it up to the individual trader to
decide which profile of trades bests suits him.
122
Table 2. Optimization Results on Entry Trigger Parameters
Ticks Net Profit Avg Trde PFact MaxDD #Trds %Prft
2.00 54712.50 1189.40 2.93 -5168.75 46 61
4.00 54087.50 1175.82 2.95 -4825.00 46 59
6.00 48475.00 1101.70 2.66 -5606.25 44 61
8.00 52562.50 1314.06 3.39 -5668.75 40 68
10.00 48575.00 1278.29 3.39 -5731.25 38 68
12.00 49300.00 1332.43 3.72 -5793.75 37 70
14.00 51375.00 1467.86 4.69 -3881.25 35 71
16.00 48837.50 1575.40 5.40 -4256.25 31 71
18.00 53068.75 1829.96 7.17 -3381.25 29 76
20.00 46100.00 1589.66 5.01 -4037.50 29 72It probably does not matter
how many ticks above the close you decide to take for the entry point. As mentioned
previously, even blindly entering on the opening is profitable over the historical data.
Also, we could trade more frequently if we acted on smaller moves above the
previous close, but we would expect to have a lower percentage of winners. For
instance, we could have chosen a smaller move of 8 ticks above the close to get a
profit of $52,500 on more trades (40 trades), but with a lower accuracy rate (68%) and
a slightly higher drawdown ($5,600). Since all tests are profitable, if a trader wishes
to deviate from the published system, we will leave it up to the individual trader to
decide which profile of trades bests suits him.
122
Table 2. Optimization Results on Entry Trigger Parameters
Ticks Net Profit Avg Trde PFact MaxDD #Trds %Prft
2.00 54712.50 1189.40 2.93 -5168.75 46 61
4.00 54087.50 1175.82 2.95 -4825.00 46 59
6.00 48475.00 1101.70 2.66 -5606.25 44 61
8.00 52562.50 1314.06 3.39 -5668.75 40 68
10.00 48575.00 1278.29 3.39 -5731.25 38 68
12.00 49300.00 1332.43 3.72 -5793.75 37 70
14.00 51375.00 1467.86 4.69 -3881.25 35 71
16.00 48837.50 1575.40 5.40 -4256.25 31 71
18.00 53068.75 1829.96 7.17 -3381.25 29 76
20.00 46100.00 1589.66 5.01 -4037.50 29 72It probably does not matter
how many ticks above the close you decide to take for the entry point. As mentioned
previously, even blindly entering on the opening is profitable over the historical data.
Also, we could trade more frequently if we acted on smaller moves above the
previous close, but we would expect to have a lower percentage of winners. For
instance, we could have chosen a smaller move of 8 ticks above the close to get a
profit of $52,500 on more trades (40 trades), but with a lower accuracy rate (68%) and
a slightly higher drawdown ($5,600). Since all tests are profitable, if a trader wishes
to deviate from the published system, we will leave it up to the individual trader to
decide which profile of trades bests suits him.
122
Table 2. Optimization Results on Entry Trigger Parameters
Ticks Net Profit Avg Trde PFact MaxDD #Trds %Prft
2.00 54712.50 1189.40 2.93 -5168.75 46 61
4.00 54087.50 1175.82 2.95 -4825.00 46 59
6.00 48475.00 1101.70 2.66 -5606.25 44 61
8.00 52562.50 1314.06 3.39 -5668.75 40 68
10.00 48575.00 1278.29 3.39 -5731.25 38 68
12.00 49300.00 1332.43 3.72 -5793.75 37 70
14.00 51375.00 1467.86 4.69 -3881.25 35 71
16.00 48837.50 1575.40 5.40 -4256.25 31 71
18.00 53068.75 1829.96 7.17 -3381.25 29 76
20.00 46100.00 1589.66 5.01 -4037.50 29 72It probably does not matter
how many ticks above the close you decide to take for the entry point. As mentioned
previously, even blindly entering on the opening is profitable over the historical data.
Also, we could trade more frequently if we acted on smaller moves above the
previous close, but we would expect to have a lower percentage of winners. For
instance, we could have chosen a smaller move of 8 ticks above the close to get a
profit of $52,500 on more trades (40 trades), but with a lower accuracy rate (68%) and
a slightly higher drawdown ($5,600). Since all tests are profitable, if a trader wishes
to deviate from the published system, we will leave it up to the individual trader to
decide which profile of trades bests suits him.
122
Table 2. Optimization Results on Entry Trigger Parameters
Ticks Net Profit Avg Trde PFact MaxDD #Trds %Prft
2.00 54712.50 1189.40 2.93 -5168.75 46 61
4.00 54087.50 1175.82 2.95 -4825.00 46 59
6.00 48475.00 1101.70 2.66 -5606.25 44 61
8.00 52562.50 1314.06 3.39 -5668.75 40 68
10.00 48575.00 1278.29 3.39 -5731.25 38 68
12.00 49300.00 1332.43 3.72 -5793.75 37 70
14.00 51375.00 1467.86 4.69 -3881.25 35 71
16.00 48837.50 1575.40 5.40 -4256.25 31 71
18.00 53068.75 1829.96 7.17 -3381.25 29 76
20.00 46100.00 1589.66 5.01 -4037.50 29 72It probably does not matter
how many ticks above the close you decide to take for the entry point. As mentioned
previously, even blindly entering on the opening is profitable over the historical data.
Also, we could trade more frequently if we acted on smaller moves above the
previous close, but we would expect to have a lower percentage of winners. For
instance, we could have chosen a smaller move of 8 ticks above the close to get a
profit of $52,500 on more trades (40 trades), but with a lower accuracy rate (68%) and
a slightly higher drawdown ($5,600). Since all tests are profitable, if a trader wishes
to deviate from the published system, we will leave it up to the individual trader to
decide which profile of trades bests suits him.
122
Table 2. Optimization Results on Entry Trigger Parameters
Ticks Net Profit Avg Trde PFact MaxDD #Trds %Prft
2.00 54712.50 1189.40 2.93 -5168.75 46 61
4.00 54087.50 1175.82 2.95 -4825.00 46 59
6.00 48475.00 1101.70 2.66 -5606.25 44 61
8.00 52562.50 1314.06 3.39 -5668.75 40 68
10.00 48575.00 1278.29 3.39 -5731.25 38 68
12.00 49300.00 1332.43 3.72 -5793.75 37 70
14.00 51375.00 1467.86 4.69 -3881.25 35 71
16.00 48837.50 1575.40 5.40 -4256.25 31 71
18.00 53068.75 1829.96 7.17 -3381.25 29 76
20.00 46100.00 1589.66 5.01 -4037.50 29 72It probably does not matter
how many ticks above the close you decide to take for the entry point. As mentioned
previously, even blindly entering on the opening is profitable over the historical data.
Also, we could trade more frequently if we acted on smaller moves above the
previous close, but we would expect to have a lower percentage of winners. For
instance, we could have chosen a smaller move of 8 ticks above the close to get a
profit of $52,500 on more trades (40 trades), but with a lower accuracy rate (68%) and
a slightly higher drawdown ($5,600). Since all tests are profitable, if a trader wishes
to deviate from the published system, we will leave it up to the individual trader to
decide which profile of trades bests suits him.
122
Table 2. Optimization Results on Entry Trigger Parameters
Ticks Net Profit Avg Trde PFact MaxDD #Trds %Prft
2.00 54712.50 1189.40 2.93 -5168.75 46 61
4.00 54087.50 1175.82 2.95 -4825.00 46 59
6.00 48475.00 1101.70 2.66 -5606.25 44 61
8.00 52562.50 1314.06 3.39 -5668.75 40 68
10.00 48575.00 1278.29 3.39 -5731.25 38 68
12.00 49300.00 1332.43 3.72 -5793.75 37 70
14.00 51375.00 1467.86 4.69 -3881.25 35 71
16.00 48837.50 1575.40 5.40 -4256.25 31 71
18.00 53068.75 1829.96 7.17 -3381.25 29 76
20.00 46100.00 1589.66 5.01 -4037.50 29 72It probably does not matter
how many ticks above the close you decide to take for the entry point. As mentioned
previously, even blindly entering on the opening is profitable over the historical data.
Also, we could trade more frequently if we acted on smaller moves above the
previous close, but we would expect to have a lower percentage of winners. For
instance, we could have chosen a smaller move of 8 ticks above the close to get a
profit of $52,500 on more trades (40 trades), but with a lower accuracy rate (68%) and
a slightly higher drawdown ($5,600). Since all tests are profitable, if a trader wishes
to deviate from the published system, we will leave it up to the individual trader to
decide which profile of trades bests suits him.
122
Table 2. Optimization Results on Entry Trigger Parameters
Ticks Net Profit Avg Trde PFact MaxDD #Trds %Prft
2.00 54712.50 1189.40 2.93 -5168.75 46 61
4.00 54087.50 1175.82 2.95 -4825.00 46 59
6.00 48475.00 1101.70 2.66 -5606.25 44 61
8.00 52562.50 1314.06 3.39 -5668.75 40 68
10.00 48575.00 1278.29 3.39 -5731.25 38 68
12.00 49300.00 1332.43 3.72 -5793.75 37 70
14.00 51375.00 1467.86 4.69 -3881.25 35 71
16.00 48837.50 1575.40 5.40 -4256.25 31 71
18.00 53068.75 1829.96 7.17 -3381.25 29 76
20.00 46100.00 1589.66 5.01 -4037.50 29 72It probably does not matter
how many ticks above the close you decide to take for the entry point. As mentioned
previously, even blindly entering on the opening is profitable over the historical data.
Also, we could trade more frequently if we acted on smaller moves above the
previous close, but we would expect to have a lower percentage of winners. For
instance, we could have chosen a smaller move of 8 ticks above the close to get a
profit of $52,500 on more trades (40 trades), but with a lower accuracy rate (68%) and
a slightly higher drawdown ($5,600). Since all tests are profitable, if a trader wishes
to deviate from the published system, we will leave it up to the individual trader to
decide which profile of trades bests suits him.
122
Table 2. Optimization Results on Entry Trigger Parameters
Ticks Net Profit Avg Trde PFact MaxDD #Trds %Prft
2.00 54712.50 1189.40 2.93 -5168.75 46 61
4.00 54087.50 1175.82 2.95 -4825.00 46 59
6.00 48475.00 1101.70 2.66 -5606.25 44 61
8.00 52562.50 1314.06 3.39 -5668.75 40 68
10.00 48575.00 1278.29 3.39 -5731.25 38 68
12.00 49300.00 1332.43 3.72 -5793.75 37 70
14.00 51375.00 1467.86 4.69 -3881.25 35 71
16.00 48837.50 1575.40 5.40 -4256.25 31 71
18.00 53068.75 1829.96 7.17 -3381.25 29 76
20.00 46100.00 1589.66 5.01 -4037.50 29 72It probably does not matter
how many ticks above the close you decide to take for the entry point. As mentioned
previously, even blindly entering on the opening is profitable over the historical data.
Also, we could trade more frequently if we acted on smaller moves above the
previous close, but we would expect to have a lower percentage of winners. For
instance, we could have chosen a smaller move of 8 ticks above the close to get a
profit of $52,500 on more trades (40 trades), but with a lower accuracy rate (68%) and
a slightly higher drawdown ($5,600). Since all tests are profitable, if a trader wishes
to deviate from the published system, we will leave it up to the individual trader to
decide which profile of trades bests suits him.
122
Table 2. Optimization Results on Entry Trigger Parameters
Ticks Net Profit Avg Trde PFact MaxDD #Trds %Prft
2.00 54712.50 1189.40 2.93 -5168.75 46 61
4.00 54087.50 1175.82 2.95 -4825.00 46 59
6.00 48475.00 1101.70 2.66 -5606.25 44 61
8.00 52562.50 1314.06 3.39 -5668.75 40 68
10.00 48575.00 1278.29 3.39 -5731.25 38 68
12.00 49300.00 1332.43 3.72 -5793.75 37 70
14.00 51375.00 1467.86 4.69 -3881.25 35 71
16.00 48837.50 1575.40 5.40 -4256.25 31 71
18.00 53068.75 1829.96 7.17 -3381.25 29 76
20.00 46100.00 1589.66 5.01 -4037.50 29 72It probably does not matter
how many ticks above the close you decide to take for the entry point. As mentioned
previously, even blindly entering on the opening is profitable over the historical data.
Also, we could trade more frequently if we acted on smaller moves above the
previous close, but we would expect to have a lower percentage of winners. For
instance, we could have chosen a smaller move of 8 ticks above the close to get a
profit of $52,500 on more trades (40 trades), but with a lower accuracy rate (68%) and
a slightly higher drawdown ($5,600). Since all tests are profitable, if a trader wishes
to deviate from the published system, we will leave it up to the individual trader to
decide which profile of trades bests suits him.
122
Table 2. Optimization Results on Entry Trigger Parameters
Ticks Net Profit Avg Trde PFact MaxDD #Trds %Prft
2.00 54712.50 1189.40 2.93 -5168.75 46 61
4.00 54087.50 1175.82 2.95 -4825.00 46 59
6.00 48475.00 1101.70 2.66 -5606.25 44 61
8.00 52562.50 1314.06 3.39 -5668.75 40 68
10.00 48575.00 1278.29 3.39 -5731.25 38 68
12.00 49300.00 1332.43 3.72 -5793.75 37 70
14.00 51375.00 1467.86 4.69 -3881.25 35 71
16.00 48837.50 1575.40 5.40 -4256.25 31 71
18.00 53068.75 1829.96 7.17 -3381.25 29 76
20.00 46100.00 1589.66 5.01 -4037.50 29 72It probably does not matter
how many ticks above the close you decide to take for the entry point. As mentioned
previously, even blindly entering on the opening is profitable over the historical data.
Also, we could trade more frequently if we acted on smaller moves above the
previous close, but we would expect to have a lower percentage of winners. For
instance, we could have chosen a smaller move of 8 ticks above the close to get a
profit of $52,500 on more trades (40 trades), but with a lower accuracy rate (68%) and
a slightly higher drawdown ($5,600). Since all tests are profitable, if a trader wishes
to deviate from the published system, we will leave it up to the individual trader to
decide which profile of trades bests suits him.
122
Table 2. Optimization Results on Entry Trigger Parameters
Ticks Net Profit Avg Trde PFact MaxDD #Trds %Prft
2.00 54712.50 1189.40 2.93 -5168.75 46 61
4.00 54087.50 1175.82 2.95 -4825.00 46 59
6.00 48475.00 1101.70 2.66 -5606.25 44 61
8.00 52562.50 1314.06 3.39 -5668.75 40 68
10.00 48575.00 1278.29 3.39 -5731.25 38 68
12.00 49300.00 1332.43 3.72 -5793.75 37 70
14.00 51375.00 1467.86 4.69 -3881.25 35 71
16.00 48837.50 1575.40 5.40 -4256.25 31 71
18.00 53068.75 1829.96 7.17 -3381.25 29 76
20.00 46100.00 1589.66 5.01 -4037.50 29 72It probably does not matter
how many ticks above the close you decide to take for the entry point. As mentioned
previously, even blindly entering on the opening is profitable over the historical data.
Also, we could trade more frequently if we acted on smaller moves above the
previous close, but we would expect to have a lower percentage of winners. For
instance, we could have chosen a smaller move of 8 ticks above the close to get a
profit of $52,500 on more trades (40 trades), but with a lower accuracy rate (68%) and
a slightly higher drawdown ($5,600). Since all tests are profitable, if a trader wishes
to deviate from the published system, we will leave it up to the individual trader to
decide which profile of trades bests suits him.
122
Table 2. Optimization Results on Entry Trigger Parameters
Ticks Net Profit Avg Trde PFact MaxDD #Trds %Prft
2.00 54712.50 1189.40 2.93 -5168.75 46 61
4.00 54087.50 1175.82 2.95 -4825.00 46 59
6.00 48475.00 1101.70 2.66 -5606.25 44 61
8.00 52562.50 1314.06 3.39 -5668.75 40 68
10.00 48575.00 1278.29 3.39 -5731.25 38 68
12.00 49300.00 1332.43 3.72 -5793.75 37 70
14.00 51375.00 1467.86 4.69 -3881.25 35 71
16.00 48837.50 1575.40 5.40 -4256.25 31 71
18.00 53068.75 1829.96 7.17 -3381.25 29 76
20.00 46100.00 1589.66 5.01 -4037.50 29 72It probably does not matter
how many ticks above the close you decide to take for the entry point. As mentioned
previously, even blindly entering on the opening is profitable over the historical data.
Also, we could trade more frequently if we acted on smaller moves above the
previous close, but we would expect to have a lower percentage of winners. For
instance, we could have chosen a smaller move of 8 ticks above the close to get a
profit of $52,500 on more trades (40 trades), but with a lower accuracy rate (68%) and
a slightly higher drawdown ($5,600). Since all tests are profitable, if a trader wishes
to deviate from the published system, we will leave it up to the individual trader to
decide which profile of trades bests suits him.
122
Table 2. Optimization Results on Entry Trigger Parameters
Ticks Net Profit Avg Trde PFact MaxDD #Trds %Prft
2.00 54712.50 1189.40 2.93 -5168.75 46 61
4.00 54087.50 1175.82 2.95 -4825.00 46 59
6.00 48475.00 1101.70 2.66 -5606.25 44 61
8.00 52562.50 1314.06 3.39 -5668.75 40 68
10.00 48575.00 1278.29 3.39 -5731.25 38 68
12.00 49300.00 1332.43 3.72 -5793.75 37 70
14.00 51375.00 1467.86 4.69 -3881.25 35 71
16.00 48837.50 1575.40 5.40 -4256.25 31 71
18.00 53068.75 1829.96 7.17 -3381.25 29 76
20.00 46100.00 1589.66 5.01 -4037.50 29 72It probably does not matter
how many ticks above the close you decide to take for the entry point. As mentioned
previously, even blindly entering on the opening is profitable over the historical data.
Also, we could trade more frequently if we acted on smaller moves above the
previous close, but we would expect to have a lower percentage of winners. For
instance, we could have chosen a smaller move of 8 ticks above the close to get a
profit of $52,500 on more trades (40 trades), but with a lower accuracy rate (68%) and
a slightly higher drawdown ($5,600). Since all tests are profitable, if a trader wishes
to deviate from the published system, we will leave it up to the individual trader to
decide which profile of trades bests suits him.
122
Table 2. Optimization Results on Entry Trigger Parameters
Ticks Net Profit Avg Trde PFact MaxDD #Trds %Prft
2.00 54712.50 1189.40 2.93 -5168.75 46 61
4.00 54087.50 1175.82 2.95 -4825.00 46 59
6.00 48475.00 1101.70 2.66 -5606.25 44 61
8.00 52562.50 1314.06 3.39 -5668.75 40 68
10.00 48575.00 1278.29 3.39 -5731.25 38 68
12.00 49300.00 1332.43 3.72 -5793.75 37 70
14.00 51375.00 1467.86 4.69 -3881.25 35 71
16.00 48837.50 1575.40 5.40 -4256.25 31 71
18.00 53068.75 1829.96 7.17 -3381.25 29 76
20.00 46100.00 1589.66 5.01 -4037.50 29 72It probably does not matter
how many ticks above the close you decide to take for the entry point. As mentioned
previously, even blindly entering on the opening is profitable over the historical data.
Also, we could trade more frequently if we acted on smaller moves above the
previous close, but we would expect to have a lower percentage of winners. For
instance, we could have chosen a smaller move of 8 ticks above the close to get a
profit of $52,500 on more trades (40 trades), but with a lower accuracy rate (68%) and
a slightly higher drawdown ($5,600). Since all tests are profitable, if a trader wishes
to deviate from the published system, we will leave it up to the individual trader to
decide which profile of trades bests suits him.
122
Table 2. Optimization Results on Entry Trigger Parameters
Ticks Net Profit Avg Trde PFact MaxDD #Trds %Prft
2.00 54712.50 1189.40 2.93 -5168.75 46 61
4.00 54087.50 1175.82 2.95 -4825.00 46 59
6.00 48475.00 1101.70 2.66 -5606.25 44 61
8.00 52562.50 1314.06 3.39 -5668.75 40 68
10.00 48575.00 1278.29 3.39 -5731.25 38 68
12.00 49300.00 1332.43 3.72 -5793.75 37 70
14.00 51375.00 1467.86 4.69 -3881.25 35 71
16.00 48837.50 1575.40 5.40 -4256.25 31 71
18.00 53068.75 1829.96 7.17 -3381.25 29 76
20.00 46100.00 1589.66 5.01 -4037.50 29 72