Happy, Cubt has mentioned in the 30 min. results that the figures are actual trades with real money !
I agree with you on Cost of Trades and slippage. However the shifting of futures position is not always against us, usually when a Short position is shifted it turns out to be favourable as next Month NF are Shorted at higher rates and current month covered Lower !
I agree with you on Cost of Trades and slippage. However the shifting of futures position is not always against us, usually when a Short position is shifted it turns out to be favourable as next Month NF are Shorted at higher rates and current month covered Lower !
You got him wrong about actual results, by actual he means actual back testing results and not just compounding with fixed % using a excel sheet . . .
Shifting is not always against but it has net-net negative impact . . .
when we shift mandi positions we get less than when we have to give (teji positions) . . .
of-course you can easily verify this . . .
Anyway, just pointed it out, one can always ignore all this and focus purely on system development :thumb:
Cheers
Happy