so I've modified the strategy to use different exit strategies but am currently in the middle of backtesting. Usign the acutal crossovers to close AND open new trades, friday's profit on cable was 135 pips using jam 6/20. I'm basing this off bloomberg tick data rather than using mt for backtesting as I don't trust the MT backtesting. Even in the simplest most crude form of this strategy it is clearly incredibly succesful. I'm now investigating the best jma periods to use and possibly the use of dymnamic jma periods to allow for the changes in volatility throughout the different trading sessions based on atr. Exit stratgies currently being implented are yoyo and chandelier. THis strategy works best with trending markets but can also be used in sideways markets but the params need to be altered, so this is another reason why dynamic time scales and jma periods need to be implemented.
It woudl be incredibly useful if I could upload my application for ppl to backtest and determine best params to use for different markets. Would anyone be willign to test?