Strategy 9X
9X had stage fright in the forward test. After a pep talk, and some refactoring, we get it running smoothly. It has a profit factor of 1.73 and generates $87k on one contract (NQ) in the backtest.
Strategy 9 is one of the ATS Twilight Strategies. This strategy had good backtest results but never fired a trade in the forward test. This post will discuss why that happened and how to fix it. Then, we will level it up by turning it into a custom signal class and plugging it into our strategy template.
The original ATS Strategy 9 post can be found here:
Disclaimer: the following post is an organized representation of my research and project notes. It doesn’t represent any type of advice, financial or otherwise. Its purpose is to be informative and educational. Backtest results are based on historical data, not real-time data. There is no guarantee that these hypothetical results will continue in the future. Day trading is extremely risky, and I do not suggest running any of these strategies live.