My System - My trades.

[Tuna]

If you take vanila SAR blindly, for crude since (Aug,2015 till Sep 2017)

1 min

5 mins

15 mins

 

[Tuna]

Equity return = absolute point earned. So multiply with your proportional postion size. let me optmize the EMA (instead of 200) and see. I will do it only for 5 mins

 

[varunkochhar]

You seem to be doing something wrong. The last 2 signal in 5min.charts gave around 1200 points and the one going on has given +500 points as can be visibly seen in the chart. And that also in 1 lot.

 

[varunkochhar]

The signal is 200EMA of OBV not of price in 5min. charts.

 

[Tuna]

Haan I am not doing anything wrong Bro. The offline data in crude I have ends in Sept 2017. I am attaching the trades, one can validate it. For 5 mins, date and timestamp.

Condition applied - When OBV Crosses 200 EMA of OBV, Go long, And reverse when it goes down.

Trades.

https://drive.google.com/open?id=0B5QWq_YHX42NOERZMk1tRGNkcHc

 

[varunkochhar]

I was talking about backtesting it on Nifty and Banknifty

 

[Tuna]

Haan I am not doing anything wrong Bro. The offline data in crude I have ends in Sept 2017. I am attaching the trades, one can validate it. For 5 mins, date and timestamp.

Condition applied - When OBV Crosses 200 EMA of OBV, Go long, And reverse when it goes down.

Trades.

https://drive.google.com/open?id=0B5QWq_YHX42NOERZMk1tRGNkcHc

Here is AFL I wrote, if any bug, do let me know.

//===============Price================
_SECTION_BEGIN("Price1");
OptimizerSetEngine("cmae");
SetPositionSize( 100, spsShares);
SetChartOptions(0,chartShowArrows|chartShowDates);
_N(Title = StrFormat("{{NAME}} - {{INTERVAL}} {{DATE}} Open %g, Hi %g, Lo %g, Close %g (%.1f%%) {{VALUES}}", O, H, L, C, SelectedValue( ROC( C, 1 ) ) ));
Plot( C, "Close", ParamColor("Color", colorDefault ), styleNoTitle | ParamStyle("Style") | GetPriceStyle() );
_SECTION_END();
SetBarsRequired(200,0);
GraphXSpace = 5;

Ob = OBV();
per = Optimize("per",Param("per",200,20,200,1),20,200,1);
SlowObv = EMA(Ob,per);

Cover=Buy = Cross(Ob,SlowObv);
Short=Sell=Cross(SlowObv,Ob);
Buy = ExRem(Buy,Sell);

SellPrice=ValueWhen(Sell,C,1);
BuyPrice=ValueWhen(Buy,C,1);
_SECTION_END();



//=================TITLE================================================================================================
_SECTION_BEGIN("Title");


// Print Short and Exit Arros
PlotShapes(IIf(Sell, shapeSquare, shapeNone),colorRed, 0, H, Offset=40);
PlotShapes(IIf(Sell, shapeSquare, shapeNone),colorOrange, 0,H, Offset=50);                    
PlotShapes(IIf(Sell, shapeDownArrow, shapeNone),colorWhite, 0,H, Offset=-45);
PlotShapes(IIf(Cover, shapeSquare, shapeNone),colorYellow, 0, L, Offset=-40);
PlotShapes(IIf(Cover, shapeSquare, shapeNone),colorDarkYellow, 0,L, Offset=-50);                    
PlotShapes(IIf(Cover, shapeUpArrow, shapeNone),colorBlack, 0,L, Offset=-45);
//Pring Long and Exit Arrow
PlotShapes(IIf(Buy, shapeSquare, shapeNone),colorGreen, 0, L, Offset=-40);
PlotShapes(IIf(Buy, shapeSquare, shapeNone),colorLime, 0,L, Offset=-50);                    
PlotShapes(IIf(Buy, shapeUpArrow, shapeNone),colorWhite, 0,L, Offset=-45);
PlotShapes(IIf(Short, shapeSquare, shapeNone),colorYellow, 0, H, Offset=40);
PlotShapes(IIf(Short, shapeSquare, shapeNone),colorDarkYellow, 0,H, Offset=50);                    
PlotShapes(IIf(Short, shapeDownArrow, shapeNone),colorBlack, 0,H, Offset=-45);

 

[Tuna]

I was talking about backtesting it on Nifty and Banknifty

Had ho gayi, Piya main hoon chada apko hey. Chalo mere ko laga ki crude ki baat ho rahi. NF,BNF ki back testing OBV ki saath kar nahi payunga. I only have the index data (so no volume). Since my Long system does not use volume, I manage to test with pure index values since 2013 (my 1 hour long only strategy).

If someone wants to test it for BNF, send me the continous future data for past years , will test.

 

[Tuna]

And can optmise the OBV period as well.

 

[kumudhan]

tunaji, one small request. please post in english.we are many non hindi speaking ppl here.pl consider our pitiable condition sir....