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Recruitment of participants Futures Trading Strategy F104: Overnight Strategy, @ES,D

Discussion in 'Tradestation' started by Dron, 24 January 2024.

Tags:
Stage:
Recruitment of participants
Price:
299.00 USD
Participants':
2 of 15
Organizer:
Dron
13%
Settlement fee for participation:
21 USD
  1. Dron

    Dron Well-Known Member
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    #1 Dron, 24 January 2024
    Last edited: 24 January 2024
    Futures Trading Strategy F104: Overnight Strategy, @ES,D

    The strategy works best for @ES.D and is a mean reversion strategy.

    The backtest uses Tradestation data from CME on continuous and back-adjusted data and local exchange hours (0930-1600 NYT). The strategy buys the close and sells at the close the next day (24 hours later).

    The equity curve (@ES.D):

    [​IMG]
    Performance metrics (@ES.D):

    [​IMG]
     
  2. MalcomLeed

    MalcomLeed Well-Known Member

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    #2 MalcomLeed, 24 January 2024

    Is that demo acc> 10M?
     
  3. Dron

    Dron Well-Known Member
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    #3 Dron, 24 January 2024
    I don't know
     
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