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wout
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Crude Oil Trading Results and "Dead Time"
wout replied to karl9000's topic in Ultimate Trade Analyzer
Hi guys, Here we are over a year later and I did my back test on the UTA using Trend Jumper and lo and behold I too found this period of under performance on my dataset from August 2012 to December 2012 using a 377 tick chart. Interesting comment about the phase shift and the 610 tick chart not having this issue. Also the flat spot on the equity curve calls for a reversal system. The TJ is a continuation system and it may benefit from a system that can offset it in those times when that may be advantageous. I am working on one. My live trades are doing well now and I have started to produce my own upsloping equity curve.