Ok, I've seen many very impressive graphs in this thread, but I'm trying to develop a real "grail" (whether that exists or not, that's been discussed millions of times, no need here). Anyway, I've got a system I'm writing with good results over history and I want to make sure that I'm not creating a pipe-dream. Anyway, those of you that have created "fake" grails, what made them fake? What exploits were used, and should be avoided? I saw that one used a bad feed to create a "fake grail". I could see faking a grail by parsing the fxt file and looking into the future. I could also see things that wouldn't work in real life like waiting for a fast move and getting in on it (which wouldn't be possible in real life with all the requotes). Also if your EA could open and close in the same 1 minute bar I could see inaccuracies. I'm not asking for any code, just what concepts that made these fake grails that I should avoid for writing a real EA.
Thanks,
TrumpetTrader
Thanks,
TrumpetTrader