Here is a look at an intraday system for trading Gold Futures that we have been working with. It has a basic strategy, and tests well. In live trading we have added various filters to help us focus on higher probability setups (that we have not yet coded). We use TradeStation as a testing tool to allow us to better understand different personality profiles for the various markets we trade. We then use what we have tested as a 'Grey Box' trading model where our traders take trades around what we have found, using the indicators we have created off of the systems to guide their trading.
Below is a TS Trading Performance Report (Link):
Here is the link to the report (Click Here)
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