System33_07support_v1 part2 ( low cross part )

Some improvements to drawdowns were made to this model after de-bugging and experimenting with various settings.

The new RSI filter proved useful also and 5 day RSI has to be less than 41 to allow a support low cross signal this is a logical spot for it and it removed a lot of bad signal, without removing too many good signals.

Optimising the atrs showed that the wider the atr the bigger the profits and and bigger the drawdown, so a figure with low dd was chosen at the expense of profit.

The support level percent when optimised show 0.018 to be the best, and this was tested in 100 minute time frame.

 On reflection this is the only setting with will need to be altered to suit time frame changes.

Setting for 07Support_v1 part2 (low-cross)

Max loss exit stop =   66 POINTS

Support_TOL = 0.018  ( suggested starting points for times around 100 mins on FT-SE 0.010 up to 0.020)

ATR trailing exit = 2.4 ( suggested 1.8 up to 3.2) note increasing too much makes DD to large)

RSI Filter = 41

ORIGINAL TESTING. BELOW. LAST  LINE SHOWS FINAL RESULT AFTER DE-BUG AND OPT OF FUNCTIONS

Note the initial tests were with both support function operating. And the result at the bottom is for V1 part2 only ( low cross)

VERDICT.

I am alarmed how the system falls apart when shifted far away from the 100 minute time frame.

So its possibly dangerous. The system 33 filter maybe not be ideally set to identify the rising and falling trends

in futures markets. Possibly its settings are "too coarse", But the setting is good for stocks.