The basic conditions for the experiment are kept deliberately simple. A clear and comprehensible operation should be ensured by this.
The general set-up is to do one trade in the german bund-future (my prefered market to day trade) each day, 30 minutes after the market has opened. I will then manage the position according to my personal exit rules. The direction of the next trades (coin-toss-results for upcoming week) normally is published on sunday. The trading account starts up with 20k in euros. 2% is the maximum ammount of risk that is assigned to one trade. But at least, i always trade two contracts no matter how the actual account size will be. A simple anti-martingale positionsizing algo is used as well but i don't exaggerate it with this system-component. That is because my first goal is to work out the importance a solid ruled based exit strategie contributes to a trading system as a whole. Above all in comparison to the entry setup.
It's planed to collect the results of around 250 trades. I'll deliver a weekly summing of the latest trades that have been done, every saturday.
I wish you much fun with the test and I hope that everyone can benefit from the outcome. If you have any questions just leave a comment.