Gave up the short-term system, which brought a loss last year. Five systems will now play for futures. Here are their history tests for 10 of recent years. Tested on a single contract for diversified portfolios with commission / slippage 100 dollars per circle.
The first system is the shortest — on daily charts for a portfolio of 12 tools. Average time in position is approximately 10 days
The second system is already well tested for daily charts.. Portfolio of 35 tools. Average time in position 18 days
The third system has not yet been played in real life. For daily charts. Portfolio of 20 tools. Average position time 43 of the day
Fourth system on weekly charts. Portfolio of 20 tools. Average position time 70 days. Played for the first time.
The fifth system was bought recently. Relatively expensive. But I've been looking at her for a long time. Also on weekly timeframes. Time in position is approximately 40 days. For VLD has not yet recoded, therefore it will remain without test pictures :)
