Quadra Safe Trading Strategy - I

[SavantGarde]

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.

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.

Hi LVG,

Did not understand the Bullish & Bearish Engulf ....there is no condition of Bullish & Bearish Engulf pattern in Quadra...!!!

Downloaded the Excel....First trade is that on 29/12/2009, as per the chart Trade is above the High of 23/12/2009 which Triggered 24/12/2009.

Anyways, will go through the Trades in detail with only Swing High & Swing Low consideration next week, am not here from tomorrow evening will return late on Sunday night....!!!

SG

 

[lvgandhi]

Hi LVG,

Did not understand the Bullish & Bearish Engulf ....there is no condition of Bullish & Bearish Engulf pattern in Quadra...!!!

Downloaded the Excel....First trade is that on 29/12/2009, as per the chart Trade is above the High of 23/12/2009 which Triggered 24/12/2009.

Anyways, will go through the Trades in detail with only Swing High & Swing Low consideration next week, am not here from tomorrow evening will return late on Sunday night....!!!

SG

I did not mean condition of Bullsih /Bearish engulfing candles. If dozi candle becomes trigger candle say for example going long, in next candle, we go long and candle becomes Bullsih /Bearish engulfing candle, should we wait for previous pivot low or the dozi candle low?
As per my chart trigger is not on 23rd but on 24th. Hence entry on 29th next trading day. WWMA5 is less than WWMA8 on 23rd Dec2010.
chart posted below

 

[SavantGarde]

NF EOD 18-05-2012

BNF EOD 18-05-2012

SG

 

[internet_fanbboy]

Folks,

I need some from all of you....!!!

What I intend to do is back test Quadra EOD with a equity Portfolio of 10 Scrips based on the data I already have in AB....assistance required from all is selecting which Scrips should be included for back testing...!!!

Portfolio should be well diversified consisting of large cap, mid cap including a couple from small cap.....and should have decent diversification of sectors....!!!

Starting amount shall be 1.0 L for this Portfolio....!!!

SG

Hi SG,

I would like to volunteer for this. I like back-testing systems for better understanding and the finer points one learns. Please let me know when you start this exercise. (I have EOD Data from 2006 - Present)

P.S. - I have been following this thread for a while and am trying to figure out how to successfully trade Q4 in Hourly TF (Targeting a RR of 1 & Success% of ~ 75%). Any work related to Intraday would interest me even more.

Regards,
IF

 

[SavantGarde]

Hi SG,

I would like to volunteer for this. I like back-testing systems for better understanding and the finer points one learns. Please let me know when you start this exercise. (I have EOD Data from 2006 - Present)

P.S. - I have been following this thread for a while and am trying to figure out how to successfully trade Q4 in Hourly TF (Targeting a RR of 1 & Success% of ~ 75%). Any work related to Intraday would interest me even more.

Regards,
IF

Hi IF,

Thanks...will definitely require help on backtesting front....as regards to Intraday...will take a week or so to start a thread.... lots of pending stuff for me to catch up with....!!!

SG

 

[SavantGarde]

NF EOD 21-05-2012

BNF EOD 21-05-2012

SG

 

[dashr]

NIFTY TSL of 4941.05 because of the swing high on 18 May

From NSE website, the high of NIFTY futures on 18th May was 4906.3. While the spot high was 4908.5. Also, today's close was higher than 18th's, but in the chart you posted it seems lower.

If I am correct, is there any swing high there? Is there any TSL?

 

[SavantGarde]

From NSE website, the high of NIFTY futures on 18th May was 4906.3. While the spot high was 4908.5. Also, today's close was higher than 18th's, but in the chart you posted it seems lower.

If I am correct, is there any swing high there? Is there any TSL?

Hi Dashr,

As per the Bhavcopy downloaded 18th High is 4941.00 and todays High is 4931.95 and 17th High was 4911.45 hence 18th becomes the Swing High and the new TSL... as far as the discrepancy in the Data goes.... will need to check...if it is 4906.30 instead of 4941.00 that would change the scenario, where 17th becomes the Swing High with 4911.45 and same gets Triggered today 21-05-2010... Trade closed....!!!

SG

 

[SavantGarde]

Hi Dashr,

Please find the NF Chart with corrected data manually fed into AB....Thanks

NF EOD 21-05-2012

SG

 

[Satyen]

Hi SG,


P.S. - I have been following this thread for a while and am trying to figure out how to successfully trade Q4 in Hourly TF (Targeting a RR of 1 & Success% of ~ 75%). Any work related to Intraday would interest me even more.

Regards,
IF

Hi IF,

Thanks...will definitely require help on backtesting front....as regards to Intraday...will take a week or so to start a thread.... lots of pending stuff for me to catch up with....!!!

SG

Hi IF ,

please share your findings how can we use it on hourly time frame ?

SG sir can we trade only the trending period of daily time frame through hourly ?

Like 50 EMA tilt upwards and then we will trade hourly /lesser TF using Quadra ??