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Recruitment of participants Futures Trading Strategy F101: Swing Trade @ES/S&P 500

Discussion in 'Tradestation' started by Dron, 24 January 2024.

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  1. Dron

    Dron Well-Known Member
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    #1 Dron, 24 January 2024
    Last edited: 24 January 2024
    Futures Trading Strategy F101: Swing Trade @ES/S&P 500

    The strategy works best for @ES.D and is a mean reversion strategy.

    The backtest is done using Tradestation data from Chicago Mercantile Exchange (CME) on continuous and back-adjusted data and using exchange hours (0930-1600 NYT).

    The equity curve (@ES.D):

    upload_2024-1-24_17-36-50.png

    Performance metrics (@ES.D):

    upload_2024-1-24_17-38-28.png
     
    quant_trader likes this.
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