Jump To Forum
Category : OmniTrader Professional Forum
- What's New
- OmniTrader Pro General Discussion
- OmniLanguage Discussion
- Omni Pilot Discussion
- Trade Plans In Strategies
- Feature Requests
- Integrated Brokerage
Category : OmniTrader Pro Resource Forum
- OmniTrader Pro Technical Support
- OmniTrader Pro Frequently Asked Questions
- OmniLanguage Frequently Asked Questions
- OmniPilot Frequently Asked Questions
- Tutorials & Additional Resources
- Technical Analysis Library
You are currently browsing as a guest.
to access more features
A Self-Moderated Community
ALL MEMBERS, PLEASE READ!
Vote for Members who contribute the most to your trading, and help us moderate content within the Forums.
Only Forum Moderators, Administrators, and the owner of this message may delete it.
RE: OT 2018 ATS With VBX3 And Large Cap Stocks
Posted : 12/7/2017 11:20 AM
Post #29739 - In reply to #29723
I ran a 3000 bar backtest on one of my own rtm systems, a $50000 account, no margin.
Report: Generated 19,490 trades, 51.28% hit rate, ppt .02
(combined long and short trades.
% of Equity PortSim: lost $5200 in 3000 bars, taking 15257 trades, 50.2% hit rate, .99 profit factor.
z-score ATS sort on % of equity allocation: made a profit of $60,932,464. Took 15274 trades, 61.5 % hit rate, profit factor 2.02.
Seem to good to be true.
Attached file :
(74KB - 93 downloads)
Deleting message 29739 : RE: OT 2018 ATS With VBX3 And Large Cap Stocks
For any problems or issues please contact our Webmaster at