Don’t count your chickens until they are incubated.
A trading system is only as good as your market intuition. You can formulate and test virtually any trading system you can imagine with today’s software. The previous chapters studied the basic principles of system design. This chapter develops and tests several original trading systems to illustrate the application of those principles:
In this chapter, each case illustrates a different design philosophy. The 65sma-3cc system is examined in the greatest detail; the same principles can be applied to all other systems. Long-term test results with continuous contracts are shown for every system.
This is not a recommendation that you trade these systems. These systems have all the limitations of hypothetical test results. They are discussed here only as examples of the art of developing systems that suit your trading style.