标题: [原创] backtest result for ES #F 5 min chart! [打印本页] 作者: farshine 时间: 2011-9-29 10:48 标题: backtest result for ES #F 5 min chart!
本帖最后由 farshine 于 2011-9-29 10:52 编辑
after enhancement, Here is the back test result in 5 min ES chart. from June 2nd -Sep 28, 3:00AM-16:15PM
Too many trades(639), need to use computer to do it automatically.