My algo trading daily performance

[mechtrader]

Thanks,
MT

 

[mithoon]

Hi MT,
How do you calculate your Stop Loss/Targets ,is it a certain percentage from entry price or ATR based or something else.

 

[mechtrader]

Hi MT,
How do you calculate your Stop Loss/Targets ,is it a certain percentage from entry price or ATR based or something else.

I don't use targets... Stop loss is based on atr.

Thanks,
MT

 

[mithoon]

Thanks,
MT

Hi MT,
How did you manage to Backtest/Optimize and forward test SBI ,how do you conclude on the parameter for live trading,considering the recent stock split,doesn't it mess up the parameter settings.

 

[mechtrader]

Hi MT,
How did you manage to Backtest/Optimize and forward test SBI ,how do you conclude on the parameter for live trading,considering the recent stock split,doesn't it mess up the parameter settings.

There is an option in amibroker which adjusts for stock splits.
U can find that in Symbol>> Split.
It solves the problem.

Thanks,
MT

 

[mithoon]

There is an option in amibroker which adjusts for stock splits.
U can find that in Symbol>> Split.
It solves the problem.

Thanks,
MT

but how would that work,when it comes to deciding on parameter settings,example-If i optimize on data from Jan 14 to Jun 14 and get MA 5 & MA 25 as best parameter and i forward test on data from Jul 14 to Dec 14 and Amibroker adjusts the data from 20/11/14 to Dec 14 & concludes that MA 5 & MA 25 are good to go, how can you conclude on parameters for Live trading.

 

[hauler]

then with those scripts biggest win will never cross 5k
Market will always make sure to test such profit lock in levels and lock you out of a big move!

Thanks,
MT

How quickly get you proven wrong

 

[hauler]

Mechtrader,
can you provide your some kind of figure on monthly return on the capital ??

 

[onlinegtrash]

How quickly get you proven wrong

I thought the results proved my point 100%.

You are missing the full context of my reply... I was replying to 'CEPTrading' where he suggests to close the position if MTM crosses 5k. You may want to read my reply again.

 

[mechtrader]

but how would that work,when it comes to deciding on parameter settings,example-If i optimize on data from Jan 14 to Jun 14 and get MA 5 & MA 25 as best parameter and i forward test on data from Jul 14 to Dec 14 and Amibroker adjusts the data from 20/11/14 to Dec 14 & concludes that MA 5 & MA 25 are good to go, how can you conclude on parameters for Live trading.

During live trading, I dont change my parameters much. I tend to review the model after 3-4 months.

Thanks,
MT