MoneyFlowContest (ver. 2) Not running

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If you are reading this, you are probably interested in this strategy. This is only part of a much larger more complex hedging strategy that I have stripped down to comply with contest rules. Besides losses, the commissions are massive unless you are hedging and merging positions. The strategy works by searching for extremities in the market then entering a trade through ECN brokers only. No take profit is used, just a stop loss and trail. Time period ranges from 20 seconds to 5 minutes. I will not make this public but I could consider allowing its use on Demos through JCloud. Pipx

Cumulative Profit/Loss dynamics

Selected period: 01.08.2015 - 31.08.2015

Full Stats

Standings (points): 220 (52)
Performance, $ (points): 80,84K$ (0)
Drawdown, % (points): 25.41% (37)
Bonuses: 15
Average Profit Trade: 1,79K$
Average Loss Trade: -4168.31$
Profit factor: 0,00K
Number of trades: 138
Traded volume: 569,03M$
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pipx 4 Aug.

I keep asking for 5M with no slippage and I get 1M. Slippage is important after all :-) Good to know, I will fix this next month.

pipx avatar
pipx 4 Aug.

In version 2, I had to implement a 20 pip TP that gets moved after the trail is triggered. I encountered errors monitoring active trades on tick. Makes me question the possibility of hyper scalping at 10 or 20 seconds.

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