ATS ES 5m Buttonwood Backtest

Author: EH
Contact: Information not Provided
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Posting Date: 1/11/2017 Download Count: 24
Category: Trading System Rating: Unrated
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Summary:
Custom implementation of original Buttonwood system that was created
collaboratively on Wave59 forums.

This version optimized the existing fast/slow averages sub-system, modified the
channel breakout sub-system to be adaptive and added two additional sub-systems.

The equity curve filter was also modified and then a custom momentum divergence
exit system was added.

Catastrophe ATR stops were then implemented and finally, the astro entry filters
were slightly optimized. All of this resulted in a better overall system with a
higher profit per unit of risk score.

For backtesting results and more in depth descriptions of what was changed, please

see the forum post below.
 
http://groups.wave59.com/viewtopic.php?f=9&t=37&p=819#p819


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