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Backtesting Report of my trading system for future stocks |
SID2060
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ConMan
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Post: #2  Posted: Tue Nov 22, 2011 12:49 pm Post subject: |
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SID
Backtesting results are alwats awesome ... doing it in real time is the key... 
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SID2060
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| Post: #3 Posted: Tue Nov 22, 2011 12:54 pm Post subject: HERE IS HDIL..... |
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HERE IS HDIL BACKTEST FOR THE SAME PERIOD FROM LAST WEEK OF SEPTEMBER TO CURRENT DATE.... HAVE TAKEN 0.02 PERCENT AS BROKERAGE EXPENSES, rs 50000 AS INITIAL CAPITAL AND 20 PERCENT MARGIN....
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Download |
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HDIL backtest result with my amibroker system.xls |
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37 KB |
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630 Time(s) |
Last edited by SID2060 on Tue Nov 22, 2011 1:00 pm; edited 1 time in total |
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SID2060
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Joined: 04 Nov 2009
Posts: 319
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| Post: #4 Posted: Tue Nov 22, 2011 12:58 pm Post subject: |
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| ConMan wrote: | SID
Backtesting results are alwats awesome ... doing it in real time is the key... |
yeah its tough to buy at the same time and same price at which signal is generated... but still we can achieve 85 to 90 percent profit of the backtest report if we follow it religiously....
Regards,
S I D 
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SID2060
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| Post: #5 Posted: Tue Nov 22, 2011 1:15 pm Post subject: HERE IS DLF..... |
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DLF
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DLF backtest result with my amibroker system.xls |
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37.5 KB |
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633 Time(s) |
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arunzope
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Joined: 05 Apr 2008
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| Post: #6 Posted: Tue Nov 22, 2011 1:55 pm Post subject: |
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I have gone thr' ur files. It is excellent result.
Please tell me. Where to get BUY and SELL signals for any comopany when selected.
regards
ASZ
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ConMan
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Joined: 06 Aug 2008
Posts: 344
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| Post: #7 Posted: Tue Nov 22, 2011 2:18 pm Post subject: |
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| SID2060 wrote: | | ConMan wrote: | SID
Backtesting results are alwats awesome ... doing it in real time is the key... |
yeah its tough to buy at the same time and same price at which signal is generated... but still we can achieve 85 to 90 percent profit of the backtest report if we follow it religiously....
Regards,
S I D |
Hi SID
Its not 85-90% ... its 50% if we follow it religously  .. but even at 50% its good ....
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SID2060
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Joined: 04 Nov 2009
Posts: 319
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| Post: #8 Posted: Tue Nov 22, 2011 3:46 pm Post subject: |
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| ConMan wrote: | | SID2060 wrote: | | ConMan wrote: | SID
Backtesting results are alwats awesome ... doing it in real time is the key... |
yeah its tough to buy at the same time and same price at which signal is generated... but still we can achieve 85 to 90 percent profit of the backtest report if we follow it religiously....
Regards,
S I D |
Hi SID
Its not 85-90% ... its 50% if we follow it religously .. but even at 50% its good .... |
haan yaar 50 % mil jaye toh bi maja ah jaye....
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amitkbaid1008
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Joined: 04 Mar 2009
Posts: 540
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| Post: #9 Posted: Tue Nov 22, 2011 9:53 pm Post subject: |
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Yeah Backtesting and Paper Trading are always awesome for all strategies/set ups but doing it in real time with real money is difficult.
And also very much difficult is compound your quantity i.e. from one lot to 10 lots as SID shown in HDIL
It seems that you are following some crossover strategy which will give you good results for last three months as trend on shorter time frames was strong and long enough for such strategies.
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SID2060
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Joined: 04 Nov 2009
Posts: 319
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| Post: #10 Posted: Wed Nov 23, 2011 12:20 am Post subject: |
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| amitkbaid1008 wrote: | Yeah Backtesting and Paper Trading are always awesome for all strategies/set ups but doing it in real time with real money is difficult.
And also very much difficult is compound your quantity i.e. from one lot to 10 lots as SID shown in HDIL
It seems that you are following some crossover strategy which will give you good results for last three months as trend on shorter time frames was strong and long enough for such strategies. |
Amit i have checked this system with whole one year intraday tick data on many future contracts and it has given good consistent returns. Still i am working whole day n smtimes even night to make it more profitable. If u can control ur fear than nly u can do quantity compounding. It also depends upon how much u can loose.
Regards,
S I D
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SID2060
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Joined: 04 Nov 2009
Posts: 319
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| Post: #11 Posted: Wed Nov 23, 2011 2:30 am Post subject: |
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Amit.
In my system i have used ketler channels, bollinger bands, parabolic sar, moving averages, macd and adx. I combined these all to give me a buy/sell signals. Its the output of several years of learning, countless time and money...
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veerappan
Expert
Joined: 19 Dec 2007
Posts: 3680
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| Post: #12 Posted: Wed Nov 23, 2011 6:01 am Post subject: |
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| SID2060 wrote: | | amitkbaid1008 wrote: | Yeah Backtesting and Paper Trading are always awesome for all strategies/set ups but doing it in real time with real money is difficult.
And also very much difficult is compound your quantity i.e. from one lot to 10 lots as SID shown in HDIL
It seems that you are following some crossover strategy which will give you good results for last three months as trend on shorter time frames was strong and long enough for such strategies. |
Amit i have checked this system with whole one year intraday tick data on many future contracts and it has given good consistent returns. Still i am working whole day n smtimes even night to make it more profitable. If u can control ur fear than nly u can do quantity compounding. It also depends upon how much u can loose.Regards,
S I D |
sid last word is fantastic...
hahaaaa veera says first decide the loss ..... then system follow-up enough enough just throw the mind ... and chappal in trading rooms..... enjoy ..... first u shd decide the looss... then as per system... let it be anything ups eps note book value.. or par par ddur dur bolic .. or abcd or stock maths.. or bulbex or bulbi or let it be anything... u have to follow... then keep on change ... which one is suitable for u just take and dont use anything after that... if u need double confimation u can c... but main thing u shd follow only one... let it be a number of bulbex or rsi or esi .. or immovable averages or moving averages or anything....
veeru chennai boy
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Allwell
White Belt
Joined: 24 Jan 2010
Posts: 183
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| Post: #13 Posted: Wed Nov 23, 2011 7:11 am Post subject: |
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SID, Hi, GM,
Have u posted this theory on I-chart ? If yes, please provide Link....
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amitkbaid1008
Yellow Belt
Joined: 04 Mar 2009
Posts: 540
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| Post: #14 Posted: Wed Nov 23, 2011 9:02 am Post subject: |
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| SID2060 wrote: | Amit.
In my system i have used ketler channels, bollinger bands, parabolic sar, moving averages, macd and adx. I combined these all to give me a buy/sell signals. |
SID2060
This is very much confusing. You used 6 indicators 
| SID2060 wrote: | | Its the output of several years of learning, countless time and money... |
You are referring to yourself or
By the way whats you age and what your trading experience.
Just asking so please don't mind
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SID2060
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Posts: 319
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