Quadra Safe Trading Strategy - I

[SavantGarde]

Hi Ankur,

Thanks A Ton....will definitely have the Backtesting work shared with all those interested including you.....!!!

SG

I would say you should give one scrip to one person and let them present chart...this way your load would be reduced and also we will learn the things. If you find this good then you can count me +1 in this
If not then would be ready with any kind of addition I can make from my side..

 

[Satyen]

Hi Satyen,

At times words like 'Load' really scares me.....!!!

Quadra as any other System requires a Trader/Investor to trade with proper Position Sizing & Money Management, there is no short cut....!!!

For equity I shall provide an Excel where quantity of shares will automatically be displayed when Entry Price & Previous Close is entered in their respective Columns.....!!!

For NF & BNF thumb rule shall be clearly defined based on Initial S/L that is determined at the time of entry...!!!

To your other query regarding balance documentation... I am still at it....will post once I have completed the third set, there is still some work pending...!!!

SG

Hi Ankur,

Thanks A Ton....will definitely have the Backtesting work shared with all those interested including you.....!!!

SG

I am interested to share what ever work you say ..... but bit after some 15 days after ....

Another thing i can suggest make group for testing like for Nifty asign it to 3 people similarly for BNF another 3 people and ....

If bhavcopy from nse site can be used to test then all 3 in the group should download data from same site and test the asign scrip within a stipulated time period ....

I am interested to join Nifty Testing group if there will be any

 

[nmds]

Hi SavantGarde

I have one question about the chart you attached in first post

why are some low swings not considered as S/L

 

[SavantGarde]

Hi SavantGarde

I have one question about the chart you attached in first post

why are some low swings not considered as S/L

Hi Nmds,

Plain oversight on my part, nothing to do with any conditions....will mark the chart again with other conditions such as Bar Split and Bar Splice and post after the market...!!!

SG

 

[asnavale]

Hi Ankur,

Thanks A Ton....will definitely have the Backtesting work shared with all those interested including you.....!!!

SG

I would suggest the back test to be carried out as follows:

Initially let SG do the back test and give the results and all other interested participants do their own back test and compare with SG's report. Ask SG when in doubt or for any clarification. Thereafter, the work can be distributed and all will do the back test and report but not SG. SG will verify those reports and point out any errors and explain the point. This way it will be like our school days, initially it will be teacher shows how to do the sum and later the students will do the excercise and submit for correction. This way we would learn better and have hands on experience and get guidance from the master too.

Comments are welcome.

-Anant

 

[asnavale]

Hi SavantGarde

I have one question about the chart you attached in first post

why are some low swings not considered as S/L

Hi nmds,

The first SL you have pointed to (below the low of 30-01-2012, Low=1165.00) is correct and as SG mentioned above it was oversight. The second SL you have marked (below the low of 16-02-2012, Low = 1334.00) is not correct. The SL moves to below the low of 13-02-2012 (Low = 1335.50). Later on 16-02-2012, ACC made a low of 1334.00 but SL can not be moved below this because the previous SL is below 1335.50 and in a long position SL can not be moved to a value below the previous SL. Therefore, there is no moving of SL to below the low of 16-02-2012. Similarly, in a short position SL can not be moved to a level higher than the previous SL.

-Anant

 

[Satyen]

I would suggest the back test to be carried out as follows:

Initially let SG do the back test and give the results and all other interested participants do their own back test and compare with SG's report. Ask SG when in doubt or for any clarification. Thereafter, the work can be distributed and all will do the back test and report but not SG. SG will verify those reports and point out any errors and explain the point. This way it will be like our school days, initially it will be teacher shows how to do the sum and later the students will do the excercise and submit for correction. This way we would learn better and have hands on experience and get guidance from the master too.

Comments are welcome.

-Anant

Yes ..Sir .Agreed Let SG Sir do backtesting of NIfty and BNF as he is posting it regularly then we will take other scrips to test once all rules cleared

Regards

 

[dhootankur]

I would suggest the back test to be carried out as follows:

Initially let SG do the back test and give the results and all other interested participants do their own back test and compare with SG's report. Ask SG when in doubt or for any clarification. Thereafter, the work can be distributed and all will do the back test and report but not SG. SG will verify those reports and point out any errors and explain the point. This way it will be like our school days, initially it will be teacher shows how to do the sum and later the students will do the excercise and submit for correction. This way we would learn better and have hands on experience and get guidance from the master too.

Comments are welcome.

-Anant

Done...till then :beer:

 

[SavantGarde]

NF EOD 17-05-2012

BNF EOD 17-05-2012

SG

 

[lvgandhi]

I have done back testing of Nifty Futures from end of Dec 2010 to 2012 mar beginning as after that upto may beginning no trade due to flatness of 50 EMA.
The reults and summary are given in an excel file posted in this link.
http://www.4shared.com/office/3IAiRlPL/BTNFEODSGQuadra.html

Plus Trades
Total Plus Trade Profits 287240.00
Total Plus trades Nos 16.00
Plus Trades Avreage profit 17952.50
No Of Cont. Plus trades 2.00
Max continuos Profits 64890.00

Minus Trades
Total Minus Trade Profits -267865.00
Total Minus trades Nos 30.00
Minus Trades Avreage profit -8928.83
No Of Cont. Minus trades 7.00
Max cont drawdown -56570.00

Total
Total Trade Profits 19375.00
Total trades Nos 46.00
Trades Avreage profit 421.20
No of trades Initial SL triggered is 14 out of total trades 46.

Rules followed
For entry
1) 50 EMA is trend deciding up for long, down for short and flat as seen with cross heir for no trade.
2) For long WWMA5>WWMA8>WWMA13 and Short WWMA5<WWMA8<WWMA13

For exit
1)Either Initial SL or Trailing SL with 3bar pivot low or high as explained by SG
2) In case of Gap up or down, if Opening value is greater than SL in Short or Less than SL in Long, the Open is considered as exit
3) In case of Bearish or bullish engulfing bar entry, exit is considered in same bar.
No split/splice bars considered.

Doubts:
1) I have considered only nf19 chart posted by SG for example. Some trades vaild as per above rules are not marked by SG in his chart as shown in data sheet of excel file.
2) Though above entry conditions are not met, 2/3/10 entry is marked.

Some trade and calculation points
I have taken 1 point filter as trigger point for SL with limit and limit point is another 1 point. ie if trigger candle high is 5000 for long, 5001 will be trigger point for stop loss with limit and price is 5002.
While calculating Rs profit and loss, I have deducted 3.1 point from points P/L to account for trade expenses like brokerage and statutory charges.

It will be nice if SG checks these trades at his free time and gives his comments so that many including me will be benefited by clarity.