I haven't been able to paper trade this new system of mine as initially attended because LOO and MOC order types simply don't work on IB's paper trader.
The guy at IB told me that I "can't expect" the paper trader to be able to execute such specific order types - but he would fully expect that I would have no problems with a live account.
So instead of paper trading this system I will start live trading with a small account until I'm happy that performance is broadly in line with expectations before scaling up.
The above table shows performance of the system so far this year, from 1 Jan through to 21 May. Monte carlo simulations were run 1000 times.
