June 11 2021

This is very new and not well researched, however very happy with the end result and live trading it minutes after the system was built.

Use all the same setting as long only, except these changes in red. The macro used for this are included in GSB 62.49 build. (GSB purchasers have this but not GSB trial users.)


Update June 14 2021

Use entry type AIC (Any indicator cross)


Update June 15 2021

I am finding Long short systems hard to get good WF. This doesn't mean the systems are necessarily bad. I found things like the number of trades and hence netprofit dropped greatly in the WF

version. Is this due to using AIC compared to Cross2 entry type, or is the fitness used good for building systems but not WF? Im going to get GSB to WF post build with any WF type in a future build of GSB

So more work is required in this area. The long only swing systems are much easier than long / short.



Note only 15 members in favorites B, compared to 100 to 200 of long only systems. (depending on fitness used )


Out of sample results below. (after 2021 02 26)







Comparison of the  long short ES system, new long only system and  legacy long system.

On the two newer systems, all data from Feb 26 on-wards is out of sample. Live traded June 11 2021


Anchored walk forward.

WF results were excellent.


Rolling walk forward

WF results were excellent.