Well, end of trial after 2 weeks. Remember Simulation on OOS was done on 2 weeks. 5 to 8 contrats (Van Tahrp / Vince Auto-adaptive position). In my experience constant Position give poorer results
Results are quite good + 69.5 % Ratio win/loss= 3.29 Sharpe ratio 1.26 One big day loss with the big drop
Equity curve, Positions for @Grahal
So it seems we can we with this stupid Donkey
Remember the signal was
c1 = (Dclose(0) > Dopen(0))
c3 = (Dclose(0) < Dopen(0))
Have a nice day
I continue my trials on correlations …