Monday, January 4, 2021

Walk Forward Test #1

 January 4, 2021

Walk Forward Test #1 of Proprietary Algo that is being developed and tested using JATS Indicators.  

JATS PT2 Ranges - 1 or 5 Minute Range and FIXED PT.  

This algo uses 3 different signals of 1 contract each.  The 1 or 5 Minute Range template uses a strategy of a breakout of the 1 or 5 minute range.  The FIXED PT solver requires a threshold to be greater than a fixed amount to be determined in the morning session of PT3 on a 5 Minute Chart. 

The strategy ran in the morning for one hour, between 8:45 am and 9:45 am. 

I did not get the X-RE-X template up and running, will add that in tomorrow.