Nocona,
just for your information.
Last evening I spent some time setting up and backtesting the LESS system as you defined it. (1-minute ER2 chart, 720-cci, 2-5 EMA crosses on the 1-minute chart, 25 points cci triggers)
I got about 80 ticks for yesterday. (Which is excellent, of course) That was my control to see if we were in the same wavelength.
Then I did Sep 14th and Sep 17th. (I chose them randomly --Actually they are the first two usable days of the December contract)
They were both a disaster.
I don't have the results in front of me, but Sep-14 was something like -160 ticks with only a few >10 tick trades. Sep-17 was going the same way. (Over -100 ticks by noon when I gave up)
I tried to "massage" the system with some tricks I use but I was not able to improve it much.
I know that 3 days is a very small sample, but Sep 14,17 were so bad that it raised a flag for me.
I know it's a beauty when it works. I just wanted to give a heads up to its potential drawbacks.
H.
