Would it be a good result?

Just developed a strategy, tested with 3 year actual market minutes data fed, the result shows total $400M+ earning by only one index future trading.

 

not sure. did you happen to use "future data" in your strategy?

 

Hi AdvTrader,

Sure its great!
Providing you didn't peek (ie: open the trade on bar instead of bar+1, check this for explanation : http://www2.wealth-lab.com/WL5WIKI/(S(nawqu4vcmauevzmspnpwicfq))/kbPeeking1.ashx)

By the way, what data provider or broker did you use as your 3 year historical ?
Sometimes the data is only an "estimate", and doesn include spikes, which can completely disturb the system.

Looking forward for your more detailed results,
cheers

 

The test uses bar+1@??%limitOrder, surely there would be a very poor result if hitting the peek every time when signal comes.

The data was collected every day by a timer controlled program (which design by me) in the past 3 years. so the data accuracy should be 100% correct.

 

Then it must be a real good system. I hope in reallity it will work fine to. Please keep up posted.
Cheers,
DikesX

 

The number of trade was 1721 times over the 3 years data performed by the backtesting, would it mean HFT?

 

Would it be a good result

I think its a great idea too - with the right marketing and contacts you could do very well with this.