Hallo people,
finally a free hour for getting back and think a bit more about this system. I see that my questions/problems concerning the time zones and the dependency of the performance on them were a little bit left apart.
But I think these are crucial issues.
For instance: none had the time of looking at the little ODL 1M charts…
Well: I managed just now to download MT4 from them and answer myself to the question, but, of course, now market are closed, so I would have to wait till Monday.
I must anyway say that, after googling and googling around I finally found on another blog (that I cannot cite here otherwise administrators get angry… I already made the experience) from a quite reliable guy (and old pal I already know), I found a very nice table reporting server time of different brokers. At least in summertime ODL is sinchronized to GMT, exactely like IBFX. Therefore, depending on wich schemes of DST are in use in the locations of the two brokerage firms, the max difference could have been of 1 hour.
This in my opinion really makes it difficult to explain the differences in yield of the same system run on IBFX and ODL! Bkr: I suppose you were anyway trading, on ODL, from 7:00 to 20:00, right? And, especially if my Monday look at the 1M charts from both platforms confirms that they’re synchronized, well… differences are strange.
One possibility is an inconsistency in the historical data of one of the two platforms (in this case, well IBFX has a quite better cyber-reputation than ODL…).
I continue congratulating with you, Brian, for the very nice results you have, and that I checked again on your site (Phantom, you could also look at them: there is no need for an “update”. I think that Brian is trading on IBFX, at least, he always said that). I am also starting to think that I’ll set up and run the script in “forward testing” on IBFX. This would solve all the questions about timezones and accuracy of historical data series…
The only thing that is a bit worrying to me is the common previous experience with the straddle, Brian, that, as you correctly mentioned, had the “little problem” of performing bad in backtesting, and we all were dismissing this information as irrelevant. And we know how the story ended up after some initial good results in demo…
What I mean is that, for the time being, apart this very strange ODL story, on IBFX we must face the fact that there is the “deep sea of death” in the past. Well, from my other “friendships” here around at BP, I must tell you that really, a good backtesting result for 2008 tells me [B]nothing[/B] for the future, because 2008 was really an [B]uncommon and irreproducible[/B] trading year. And emotional trading together with strong trends made quite a lot of less or more sophisticated trading systems working [B]exceptionally well[/B] during 2008. Systems that, under [B]normal[/B] market conditions are a disaster. I have some friends totalling something like 70-80% [B]real, monthly[/B] profits in summer-fall last year, and then [B]having lost all, I say all[/B] from November to date. And please, hopefully is not coming out now telling that they were not good traders or had no good money management and so… because this is not the point: they were all very experienced people, and with the best possible money management (at least a pure proportional with a limit on the total margin and a limit on a single position… So a quite rational and sophisticated). They were just going on following the apparently fabulous, in reality mediocre (or bad) trading system, with all the rules in place and cold mind (till possible…)
So, who knows whether, for the slingshot, the next (and far) future would look more similar to 2008, or to 2006-2007, when it would have sucked out all your account (a loss of what was? 95%? 98%?). 
That’s life! Thanks in advance for any wise contribution and feedback.
Bye
Fabio
