Brent Crude (BRN), West Texas Intermediate Crude (WBS), Nymex Crude (CL), and E-mini Crude (QM) are all markets that have nice walk forward results on the Gap Fill and Reverse pattern since the release of "Algorithmic Trading Systems" in October 2015 (Amazon release date). We show the performance in the video below.
We start the video below with the Gap Fill I E-mini S&P trade from today and show the walk forward results from Gap Fill I in "Seven Trading Systems for the S&P Futures" released in July 2010 (Amazon release date) and show the 6 1/2 year walk forward test from when the strategy was designed with slippage and commission.
Even if the book didn't have nice walk forward results, the concepts and coding are valuable if you want to learn how to develop your own trading systems. The bonus is the walk forward results of these strategies since these books were released.
More details and a Q&A this Wednesday at 4:30 pm EST at the Tradestation Webinar.