PM_ATR_BarColor Strategy for Ninjatrader
Performance on Crude Oil Futures on a 9 Range Chart
Interval of Report : Jun 30 to Aug 26
This report is not including the commissions, so we must multiply the total number of trades (106) by our current commission for CL ( average of usd $5 ) and deduct it from the Total Net Profit ( $3860 )
The Maximum Drawdown is $1160, that gives us an idea of the trade account size needed for this system :
The Max drawdown should be in the order of 5% of the account size, so the suggested account trade size should be 22K or higher.
The Daily Profile offers also an idea of what we can expect in terms of max daily Losses ;
Another important factor to take into account on this setup is the time window where it operates, it has been profitable in the pre-market ( before the pit CL session opens ) and this has not changed from last year :
The PM_ATRBC Sytem is available in 3 different formats:
Regards,
Pablo
Pablo
 | Pablo Maglio , The Indicator Store |
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