Sigh, hat’s in the ring.

Some of the principles I use in these latest generation auto trading routines of mine:

Max 2 longs and 2 shorts at any given time.

Opens are at market.

All positions have stop losses.

The first position is the next 30-min candle after the trigger condition.

The second position is a “back test” of the trigger candle, and the far end exceeded within 7 hours.

A second filter layer made of previous 1-2 days price movement relative to moving averages and Bollingers.

Trail stop applied.

Targeting is off of statistical likelihood.

Not interested in home runs.

The game is optimal filtering, a fragile balance of not losing too many trades, only really unwanted ones.

1-year backtest, max lots>

1-year, suggested starting size, max drawdown 52.5%:

About the viedo: that’s a totally phoney indicator that people just blew 160k on. It is reading the historical data from somewhere and then factors in a fitting trade. Hindsight is 20 – nothing. Their problem was probably having to come up with losing trades.

About the 35 profit factor: my record was 2443.

Baffled by my own creativity, here’s a 2-year backtest, starter-divider @ 4 of the Municipal Trader Commercial CRE>