NQ Opening Drive
This TradeStation system is based on the Market Profile opening type that we refer to as an "Opening Drive"; it is the most aggressive opening type there is, and will generally develop into a trend day. There again is a lot to love about this model, my favorite thing being that the baseline system on it's own with zero filter works just fine. To improve the equity curve and profit factor we've added two and only two very simple filters to make an incredibly robust model that works in every type of market. For the testing we have deducted $20 slippage and commission for every trade (which is high for the NQ where 1 tick is only worth $5), the model trades at most once per day, the model trades 1 contract and only 1 contract throughout the testing, closes every trade out by the end of the day so there is no overnight risk, & uses a break-even stop (the winning percentage is at 50% even though the testing counts trades that are hit at break even as losers because of the cost of commissions). This model has yet to have a losing year, and the average winner has average $135 greater then the average loser.