
And, perhaps surprisingly, given the recent market runup for the past 3 months, the original optimized inputs are identical to the current ones: (2, .75, -1.25, 14, 14).
As per yesterday's post pyramiding is NOT turned on, as reflected in the maximum position sizing in the performance summary.
I've received several emails from readers reporting a respectable performance daytrading the Detrend on 3 and/or 5 minute bars with somewhat different settings for the ES and ER, so I'm encouraged to learn that the system seems relatively robust and applicable to a variety of trading vehicles.

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