[amibroker] How to improve backtesting results

["stevenpang21" <stevenpang21@xxxxxxxxx>]

Hi,

I have done some simple scalping backtesting on 1 min ES using CCI
zero-line reject type of setup with a sloping EMA. The optimized
results give at most 1-2 tick average win and usually have very little
trades, or many trades with very small average win. It doesnt seem
tradeable in real-life with the fill and slippage problems.

Can anyone give ideas to improve this? Can mechanical systems work on
1 min ES? Please share some insight.

Thanks,
Steven.





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