Experiments in Technical Analysis

[karthikmarar]

Dear murthy

Thanks for backtesting MABIUTS. Working on some enhancements now. Will post it soon. Wil again look forward to your backtesting it. Siva too...

warm regards

Karthik

 

[karthikmarar]

Prakash

Here is the link for the Afl.

http://www.traderji.com/52339-post21.html

regards

Karthik

 

[sivavkm]

dear Siva,

Is the back test coducted on a single stock or a number of stocks? I am working on 30 stocks. The cross over technique is one of the strategies I have included. I am about to complete the tests and shortly write about them. It should have been over by now but I had to go out of station for some time. Also ceratin events at home kept me away from working on the system and so I could not complete. By this week end I hope to finish it.

-Anant

Dear Anant,

My settings for the Amibroker backtest was as follows :-

System used = MABIUTS
Initial Equity = 100000
Max Open Positions = 6
Trailing StopLoss = 2%
Round Lot Size = 5
Min Position Value = 5000
All other default settings

Date Range between 1-1-2006 to 26-10-2006
For All NSE stocks

I created a new DB using soumya's data (split/bonus/merge adjusted)
This time i got 135% profit.

Regards
Siva

 

[sivavkm]

With continued interest on backtesting, i did a full test, for all symbols, for all period. Made some code modifications for position sizing...

Got 462% profit.

htm attachments are not allowed, so attaching png files.

PositionScore = 100 / C; 
PositionSize = - 20;
SetBarsRequired(10000, 10000); 
SetFormulaName("MABIUTS System");

Buy=EMA(C,13)>EMA(EMA(C,13),9) AND  Cross (C,Peak(C,5,1));
Sell=Cross (EMA(EMA(C,13),9),EMA(C,13));

Buy = ExRem(Buy, Sell);
Sell = ExRem(Sell, Buy);
SetTradeDelays(1, 1, 1, 1);

Regards
Siva

 

[prakash.jj]

With continued interest on backtesting, i did a full test, for all symbols, for all period. Made some code modifications for position sizing...

Got 462% profit.

htm attachments are not allowed, so attaching png files.

PositionScore = 100 / C; 
PositionSize = - 20;
SetBarsRequired(10000, 10000); 
SetFormulaName("MABIUTS System");

Buy=EMA(C,13)>EMA(EMA(C,13),9) AND  Cross (C,Peak(C,5,1));
Sell=Cross (EMA(EMA(C,13),9),EMA(C,13));

Buy = ExRem(Buy, Sell);
Sell = ExRem(Sell, Buy);
SetTradeDelays(1, 1, 1, 1);

Regards
Siva

HI 462% profit in how many months?

Is it between 1st Jan 2006 to 1 st Oct 2006?

 

[gobatman2001]

Hi! Fellow Traders,

Anyone has the template for Fibotrader users for MABIUTS .

Would be grateful if someone could please help with the same.

Thanks & regards,
Amit

 

[jdm]

hi karthik,
got hold of a dll which enables ms to incorporate charts of different time frame in a single chart.

the same can be downloaded from the equis forum site.

cheers,
jdm.

 

[karthikmarar]

Hi Joy

That is great news.

But the chart enclosed by you is a bit confusing. Is the X axis time scale same or different. becuase if the time scale is same then the weekly chart on a daily chart should be a step chart. If the time scale is different then comparision becomes difficult unless we have both the time scales shown on the X axis. Would like to know the details.

Warm regards

Karthik

 

[rahulg77]

Hi Can anyone explain me the condition

Buy=EMA(C,13)>EMA(EMA(C,13),9) AND Cross (C,Peak(C,5,1));.

So we buy when EMA of 13 crosses above its smoothened avg of 9 days. But what does this condition cross(c,peak(c,5,1)) imply.

Rgds

Rahul

 

[karthikmarar]

Hi Rahul

It just means that the stock is making a higher high... the close today is greater then the last peak...

warm regards

karthik