1 Lac turns into 22 lac in 1 yr 2 mths 6 days
- Thread starter niludeepak
- Start date
((due to editing done comments by jyotixxx came before my post, hahahaha!!!!))
i've downloaded data from 15/11/2007 to 30/12/2011, and it was in other format than which i had so i didn't combine them, and kept the new data in another data base and did testing on the data.
the data has some errors, i think, like on 18/5/09 it has only one data line of 11.55 and it has gapped above prv close. but still for working out my doubts regarding the long term profitability of this system, i did some more testing on some old and bad period data.
this time i did testing differently by not putting back all the profits back into the system
this way of testing with initial capital of 15000 (no trades be missed if we lose simultaneously), on 10% margin, so that only 1 minifty can be bought, or 2 lots during the period when it came very low, and no investing back the profits,
1. the profits during the period 1.4.11 - 6.7.12 was 526%
this was my initial backtesting result, with only 1 mini, which i wanted to work out my doubts about its long term profitability,
2. jan 08 - dec 08 profits were 360.41%
3. jan 09 - dec 09 profits were 332.09%
4. i didn't understand why the system traded only 10 trades in 2010, whereas in the charts lot of trades have occured (see next post )
5. jan 11 - dec 11 profits were 236%
6. composite period (my new data period) from 15.11.07 - 30.12.11 (4 years) gave profits of 918.28%
this has removed the doubts regarding the profitability of this system and now ' aankh mund ke khel sakte hain '.
more ideas r requested from seniors and newcomers, to improve during the whipsaws, i ve tried a lot but not finding a better way.
i've downloaded data from 15/11/2007 to 30/12/2011, and it was in other format than which i had so i didn't combine them, and kept the new data in another data base and did testing on the data.
the data has some errors, i think, like on 18/5/09 it has only one data line of 11.55 and it has gapped above prv close. but still for working out my doubts regarding the long term profitability of this system, i did some more testing on some old and bad period data.
this time i did testing differently by not putting back all the profits back into the system
this way of testing with initial capital of 15000 (no trades be missed if we lose simultaneously), on 10% margin, so that only 1 minifty can be bought, or 2 lots during the period when it came very low, and no investing back the profits,
1. the profits during the period 1.4.11 - 6.7.12 was 526%
this was my initial backtesting result, with only 1 mini, which i wanted to work out my doubts about its long term profitability,
2. jan 08 - dec 08 profits were 360.41%
3. jan 09 - dec 09 profits were 332.09%
4. i didn't understand why the system traded only 10 trades in 2010, whereas in the charts lot of trades have occured (see next post )
5. jan 11 - dec 11 profits were 236%
6. composite period (my new data period) from 15.11.07 - 30.12.11 (4 years) gave profits of 918.28%
this has removed the doubts regarding the profitability of this system and now ' aankh mund ke khel sakte hain '.
more ideas r requested from seniors and newcomers, to improve during the whipsaws, i ve tried a lot but not finding a better way.
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if ur trading platform permits order before market opens, yes before open, but care be taken if market gaps beyond our order, we need be careful in executing at open.
i think u hv missed some steps in writting at least, if not in understanding
all we have to do is to
step 1 : buy nifty just before close when it is above 8dema, OR
sell nifty just before close when it is below 8dema,
step 2 : keep a stop at 35 points from entry at open,
step 3 : if gaps more than 35 points opposite of our position book loss immediately at open,
step 4 : put a profit booking limit order at 200 points from entry,
step 5 : reverse( book profit or loss in old position and make new entry ) if at eod price is opposite of 8dema vis a vis our position
start from step 1 on the same day eod when booked at sl or profit.
i think u hv missed some steps in writting at least, if not in understanding
all we have to do is to
step 1 : buy nifty just before close when it is above 8dema, OR
sell nifty just before close when it is below 8dema,
step 2 : keep a stop at 35 points from entry at open,
step 3 : if gaps more than 35 points opposite of our position book loss immediately at open,
step 4 : put a profit booking limit order at 200 points from entry,
step 5 : reverse( book profit or loss in old position and make new entry ) if at eod price is opposite of 8dema vis a vis our position
start from step 1 on the same day eod when booked at sl or profit.
formula for calculating ema is a bit complex, i m not versed in it, can be got at investopedia or chart school at stockcharts.com
wat i 'll suggest that dont go into much detail, for now, u can just go to icharts.in, then charts, select symbol nifty, timeperiod daily, 8ema in indicators and u r done.
seniors/ other members correct me if i m wrong.
thnx
wat i 'll suggest that dont go into much detail, for now, u can just go to icharts.in, then charts, select symbol nifty, timeperiod daily, 8ema in indicators and u r done.
seniors/ other members correct me if i m wrong.
thnx
Trade 3 closed on Friday. SL hit. SL was at 5222, but order got executed at 5219 due to slippage.
Trade 3:
Entry at close on 19th July.
- Bought NF at 5259
- Bought 5200 Put at 17.85
Exit on 20th July (SL hit)
- Sold NF at 5219
- Sold 5200 Put at 28
(5219-5259)+(28-17.5) = loss of 29.5 points
Trade 4:
Entry at close on 20th July.
- Sold NF at 5220
- Bought 5300 Call at 10
Results so far
Trade 3:
Entry at close on 19th July.
- Bought NF at 5259
- Bought 5200 Put at 17.85
Exit on 20th July (SL hit)
- Sold NF at 5219
- Sold 5200 Put at 28
(5219-5259)+(28-17.5) = loss of 29.5 points
Trade 4:
Entry at close on 20th July.
- Sold NF at 5220
- Bought 5300 Call at 10
Results so far
Code:
Trade 1 Futures: -63 Option Hedge: +28 Total: -35
Trade 2 Futures: -13 Option Hedge: -19.5 Total: -32.5
Trade 3 Futures: -40 Option Hedge: +10.5 Total: -29.5
All trades Futures: -116 Option Hedge: +19 Total: -97
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