Gsbsys1nq-Vap

This is a significant modificatiom and improvment of Gsbsys1NQ first made since 2007.

Vwap filter has been added, stop loss modication, limts of trades per day, and aditional filter and minor paramater tweaks.

Out of sample April 9th 2025. The vwap version hypertheticals have more profit, more profit factor, less trades less, draw-down.




GSBsys1NQ.

This is the first Nasdaq system GSB made in 2017

A max of 4 micro or Emini is allowed on GSB Sys1 NQ/MNQ systems

Results updated April 11 2025

Results shown are with a $3000 stop. My own trading I am using a $1600 stop which gives significantly improved performance in the last few years.

However if I change the stop in the reports this reduces the claim that these results are out of sample since 2017.

Now available for Ninja trader. (GSBsys1NQ only)


Systems need $ndx.x data as data2 and need up ticks and down ticks of data. This is no issue for TS users but will give degradation in results for MC users who have only Up down Volume combined.











DISCLAIMER
HYPOTHETICAL PERFORMANCE RESULTS HAVE MANY INHERENT LIMITATIONS, SOME OF WHICH ARE DESCRIBED BELOW. NO REPRESENTATION IS BEING MADE THAT ANY ACCOUNT WILL OR IS LIKELY TO ACHIEVE PROFITS OR LOSSES SIMILAR TO THOSE SHOWN. IN FACT, THERE ARE FREQUENTLY SHARP DIFFERENCES BETWEEN HYPOTHETICAL PERFORMANCE RESULTS AND THE ACTUAL RESULTS SUBSEQUENTLY ACHIEVED BY ANY PARTICULAR TRADING PROGRAM.
ONE OF THE LIMITATIONS OF HYPOTHETICAL PERFORMANCE RESULTS IS THAT THEY ARE GENERALLY PREPARED WITH THE BENEFIT OF HINDSIGHT. IN ADDITION, HYPOTHETICAL TRADING DOES NOT INVOLVE FINANCIAL RISK, AND NO HYPOTHETICAL TRADING RECORD CAN COMPLETELY ACCOUNT FOR THE IMPACT OF FINANCIAL RISK IN ACTUAL TRADING. FOR EXAMPLE, THE ABILITY TO WITHSTAND LOSSES OR TO ADHERE TO A PARTICULAR TRADING PROGRAM IN SPITE OF TRADING LOSSES ARE MATERIAL POINTS WHICH CAN ALSO ADVERSELY AFFECT ACTUAL TRADING RESULTS. THERE ARE NUMEROUS OTHER FACTORS RELATED TO THE MARKETS IN GENERAL OR TO THE IMPLEMENTATION OF ANY SPECIFIC TRADING PROGRAM WHICH CANNOT BE FULLY ACCOUNTED FOR IN THE PREPARATION OF HYPOTHETICAL PERFORMANCE RESULTS AND ALL OF WHICH CAN ADVERSELY AFFECT ACTUAL TRADING RESULTS.