Quote from: kirkhilles on August 01, 2013, 12:57:27 PM

Comments?

I will try to get to this post when I have some free time, but for now, here's an executive summary:
- The results are long only (no shorting included)
- The results account for a commission on both sides (no adjustment necessary)
- I highly encourage everyone to be very skeptical of results on lower timeframes - if you have a delayed execution by even a second, the results will be materially different. This is why I prefer the higher timeframes and trade on daily bars - commissions, slippage, delays in execution, etc. take a much smaller chunk of your overall return.