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Hello guys,

I've coded a strategy using EMA-type approaches together with breakouts and using pyramiding to let the winners do their thing.

I am pretty well in strategy development when it comes to swing trading or at least strategy holding for min. 1 day. F.e. I got the turnaround tuesday on a WR over 83% and a avrg Winner 1.4x  the avrg looser. But I am still quite struggling on developing strategys that generate proper returns while keeping max DD low on the lower time frames. 

As said in the beginning, I now had one success and I will put the test results in here as proof but I want to be more diverse. 

Does anyone have a working or ex-working intraday strategy who would be ready to share the code with me? I would like to learn from it and the ideas. I am most interested in anything regarding the NQ Future, GOLD Future or ES Future. Thanks in advance.

MONTE CARLO IN REPLIES