Comments on: Excellent Performance From mnGapAutotrader http://www.medianetrix.com/trading/666/excellent-performance-from-mngapautotrader/ Enhance Your Trading Tue, 07 Sep 2010 21:49:19 +0000 http://wordpress.org/?v=2.9.1 hourly 1 By: admin http://www.medianetrix.com/trading/666/excellent-performance-from-mngapautotrader/comment-page-1/#comment-119 admin Fri, 18 Jun 2010 14:57:18 +0000 http://www.medianetrix.com/?p=666#comment-119 Hi Greg Thanks for your comment. We have a problem back testing the mnGapAutotrader as it uses limit orders for precise order entry and Ninjatrader back tester uses completed bars for test results. This means that the back tested results are not representitive of actual performance. It is also why we used Tradestation to do the initial testing of the concept behind the Gap Trader, hence this equity curve using oil futures (CL): http://www.medianetrix.com/trading-products/mngapautotrader/mngapautotrader-equity-curve-for-crude-oil-futures/ We published many live trade results on this page: http://www.medianetrix.com/trading-products/mngapautotrader/mngapautotrader-live-trading-results/ We have also begun compiling live results again this week, which has been good for opening gap fills: 16 June ES: $338, YM: $323 NQ: $208 17 June ES: $188, YM: $148 NQ: $178 18 June ES: No trade, YM: No trade NQ: No trade These were all with three lots. I hope this helps Chris Hi Greg

Thanks for your comment.

We have a problem back testing the mnGapAutotrader as it uses limit orders for precise order entry and Ninjatrader back tester uses completed bars for test results. This means that the back tested results are not representitive of actual performance.

It is also why we used Tradestation to do the initial testing of the concept behind the Gap Trader, hence this equity curve using oil futures (CL):

http://www.medianetrix.com/trading-products/mngapautotrader/mngapautotrader-equity-curve-for-crude-oil-futures/

We published many live trade results on this page:

http://www.medianetrix.com/trading-products/mngapautotrader/mngapautotrader-live-trading-results/

We have also begun compiling live results again this week, which has been good for opening gap fills:

16 June ES: $338, YM: $323 NQ: $208
17 June ES: $188, YM: $148 NQ: $178
18 June ES: No trade, YM: No trade NQ: No trade

These were all with three lots.

I hope this helps

Chris

]]> By: Greg Kuhn http://www.medianetrix.com/trading/666/excellent-performance-from-mngapautotrader/comment-page-1/#comment-118 Greg Kuhn Fri, 18 Jun 2010 14:16:06 +0000 http://www.medianetrix.com/?p=666#comment-118 Can you run a backtest over the past 10 years? I am contemplating purchasing your Gap autotrader and would like to see how it has done in a wide range of market conditions. I anticipate trading ES contracts, though I may trade other markets. Many Thanks! Greg Kuhn Can you run a backtest over the past 10 years? I am contemplating purchasing your Gap autotrader and would like to see how it has done in a wide range of market conditions. I anticipate trading ES contracts, though I may trade other markets.

Many Thanks!
Greg Kuhn

]]>