Nifty Positional Trading - Super Trend Indicator

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VJAY

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Dear cubt,
Thanks for starting this thread for live updation....hope you backtested this method 2-3 years ...if so please share reports...as P/L,% wise profit ,annual % profit etc.......When I backtested it in ami annual return showing very low ...thats why am asking...
 

Cubt

Algo Trader
Dear cubt,
Thanks for starting this thread for live updation....hope you backtested this method 2-3 years ...if so please share reports...as P/L,% wise profit ,annual % profit etc.......When I backtested it in ami annual return showing very low ...thats why am asking...
Yes Vijay, I have back tested for 6 years of data from 2008 to 2013. I have already shared it in the 1st page of this thread I guess. Also uploaded the excel as well
 

umeshmandal

Well-Known Member
10 mins time frame gave 11150 points in 1050 trades for 6 years.
Does the profit figure exclude the expenses ? This comes to an average of 150 points per month ! It may go down marginally if expense are not taken. It sure looks good if not outstanding. With the ease of use and clear cut entries and SL ,is surely worth giving a closer look.
The analysis is purely on entry and reverse basis or there are areas where you book partial profits?
If you are not booking partial profits then, have you analysed how the strategy would fare if some Profit is taken at some target? Do share the same if done.
If not done can it be done easily or is it a big hassel to do this analysis.
 
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