Broken grail in GC futures

[silentbob]

Here is equity for 2007-11

9/2011 this is last date

and after this time till the end of 2013

:<


What happens? I don`t know.

Trading system is simple

wait for 20-00 (exchange time) and draw price chanel for low.
time frame 5-min
parameter for price chanel is 60..160.
from 20-00 to 2355 keep limit order to buy at price chanel line (for 20-00)
no stoploss
close long after 3 hours

this system has 2+ PF, 64% profitable and 3500$ max drawdown till 2011.

Who knows, maybe it will work again

 

[LiquidGenius]

So it doesn't work now? o-o

 

[silentbob]

I think, no
But maybe some optimization will help

 

[LauraRomans]

My system does not work in 97, 01, 02, 08 and 11 due to buying in a downtrend. Yours seems to work in 08 but not 11. Both 08 and 11 were large moving days in a down trend. See how your system worked in 08 but fails in 11. Perhaps comparing 08 with 11 will give you a place to start optimization. Hoping you find and answer. A program with 2.0PF and 64%profit is awesome.