admin
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Free crude oil system for GSB purchasers
This system was made on 29,30,31 minute bars, and verified on 20,24,25,26,27,33,34,35,36,40 minute bars. All data in 2018 is UN-seen by GSB.
TS code will be in the private forum
https://trademaid.info/forum/post.php?action=edit&fid=2&tid=...
 
Attachment: Login to view the details
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admin
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Here is market verification graphs
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cotila1
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Superb!! Wel done Peter
I was curious to know how did u wf-ed it? I guess u used multi-tf as well? which interval bars have u used?
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cyrus68
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To me, the large number of verification datasets that are used looks like overkill.
3 well-spaced (by frequency) verification datasets should be enough.
2018 has been a favourable year for trading CL.
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admin
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Quote: Originally posted by cotila1  | Superb!! Wel done Peter
I was curious to know how did u wf-ed it? I guess u used multi-tf as well? which interval bars have u used? |
It ws wf in 29,30,31
I suspect this is best, but am by no means certain.
Lots of room to experiment.
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admin
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| Quote: Originally posted by cyrus68 | To me, the large number of verification datasets that are used looks like overkill.
3 well-spaced (by frequency) verification datasets should be enough.
2018 has been a favourable year for trading CL. |
Well there were 20,000 systems, so wanted to reduce it some how. I may have also used high np/dd ration too, or at least wiped out the systems with
bad np/dd ratio. Another GSB user has had great success on other markets, and has done even wider variation in bar intervals.
This a a whole world of options to explore, and we are all learning.
Yes, first part of 2018 was good year for CL.
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cotila1
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BTW I've just tested yr CL system even with other energy markets as well, such as HO and RB and it returns excellent results as per equity curve and
Perf.Rep. shown below (included expenses). So the native code of CL has been simply applied also to RB and to HO aswell, and results are very good. I
have just replaced CL (data1) firstly with RB and then with HO, nothing more nothing less.
I've attached even the Perf.Summery for both
| Quote: Originally posted by admin | This system was made on 29,30,31 minute bars, and verified on 20,24,25,26,27,33,34,35,36,40 minute bars. All data in 2018 is UN-seen by GSB.
TS code will be in the private forum
https://trademaid.info/forum/post.php?action=edit&fid=2&tid=...
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admin
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I verified a few of the other CL systems I made at the same time, on HO and RB. All of the HO & RB data was never used by me to verify the systems.
The green lines are HO & RB
   
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![[*]](images/davis/default_icon.gif){kind=icon}
