Hi all,
I have been trading a particular trade setup for a year now and now went live with the same setup using automation.
Purpose of the thread: It takes a lot to build a profitable strategy for all market conditions and I know the effort being put into it. Hence, I would welcome fellow traders to share their setups or their trading strategies (only if they want to) with their backtest reports so that it will be a mutual benefit kind of thing. I have no problem sharing but it should be one to one. Its not that I think that the strategy would fade off or I have inhibitions, its just because there are no free lunches in the market.
Please dont judge me here.:thumb:
I will also be uploading my daily progress report here. (This is just for my analysis and also to maintain discipline. Yes, I get undisciplined in auto trading also.
The strategy with which i am going live is as follows:
For yearly reports please see below:
2011
2012
2013
==> The data for the backtesting has been sourced from free sources but i dont think its a problem because during trading manually i used GFDL data and it produced nearly same results.
==> Trading tf is 10 mins.
==> Strategy in strictly intraday and is applied on 15 stock futures.
==> Results are after commissions Rs.120/- for 1lot buy and sell
==> For simplicity to backtest positionsize is kept at 3.5l, which will give a little different results for a short time but over a period of time it balances out.
==> Initial equity has been kept 5l but i am trading it with 5+3= 8 lakhs.
I hope to get some positive response from fellow traders.
Any queries and suggestions are always welcome.
Thanks,
Purusharth
I have been trading a particular trade setup for a year now and now went live with the same setup using automation.
Purpose of the thread: It takes a lot to build a profitable strategy for all market conditions and I know the effort being put into it. Hence, I would welcome fellow traders to share their setups or their trading strategies (only if they want to) with their backtest reports so that it will be a mutual benefit kind of thing. I have no problem sharing but it should be one to one. Its not that I think that the strategy would fade off or I have inhibitions, its just because there are no free lunches in the market.
Please dont judge me here.:thumb:
I will also be uploading my daily progress report here. (This is just for my analysis and also to maintain discipline. Yes, I get undisciplined in auto trading also.
The strategy with which i am going live is as follows:
For yearly reports please see below:
2011
2012
2013
==> The data for the backtesting has been sourced from free sources but i dont think its a problem because during trading manually i used GFDL data and it produced nearly same results.
==> Trading tf is 10 mins.
==> Strategy in strictly intraday and is applied on 15 stock futures.
==> Results are after commissions Rs.120/- for 1lot buy and sell
==> For simplicity to backtest positionsize is kept at 3.5l, which will give a little different results for a short time but over a period of time it balances out.
==> Initial equity has been kept 5l but i am trading it with 5+3= 8 lakhs.
I hope to get some positive response from fellow traders.
Any queries and suggestions are always welcome.
Thanks,
Purusharth
Last edited: