SH's 315 Strategy - how to make it more comfortable and profitable!!

[Tradewithhunter]

Ntrader - also you have taken open price as entry price .. take closing price as entry point instead ...

 

[NTrader42]

Ntrader - also you have taken open price as entry price .. take closing price as entry point instead ...

Yes, the setting on my test was for Open next day, will do it using close same day.

 

[NTrader42]

Fab - so we have found another strategy for positional traders using 45 EMA

7000 odd points in 10 years .... 700 points per annum ..... Rs 35000 profit per lot per annum .... (70% per annum returns assuming 50K margin per lot)

That is just 1 share of NF all along and not re-investing the gains or increasing the size, no adds etc. . . no ema3 exits (can use 2 types) and re-entry, well makes it worth investigating further

The problem with this strat is the type of equity curve we get, very wobbly, trading a system with smooth equity curve is easy, this system will take some one who has no problem with trading a weekly system.

For MA 3 we use 1/2 week of data for 15, 3 weeks of data so it still remains a system with characteristics of daily TF. MA of 45 uses 9 weeks of data which pushes it into the realm of weekly systems.

I was wondering whats the result if we just follow 15 EMA instead of 3 EMA ...

cheers
SH

Already done that with 1,2,3 increasing/decreasing days, 3/15 beats this one also, however only 15 is much better than only 3

Thanks

 

[manoharpillai]

The best part of 315 is to identify the direction of the market in advance (positional) nothing can beat this system
Then comes the question how to get the best use of this system during shorter period of time frame ..the expects have work on it to come out of a new method
But the new system have to be tested and tread a new version and leave the 315 in its own originality

 

[vikrit]

these are backtest comparison by exit only and filter idea.
see results for 23/12/09 to 14/11/11 also for comparing two period.


this doesn't include ADD and 3ema touch, so after it, result become more positive.
also these result are for rough comparison. as there are many component in 315 which actually subjective & need judgement.
so, actual result will vary.


trade list zip file-
http://www. 4shared.com/file/FoZdHkbA/sh315-backtest-nifty-fut-jun-2.html

delete the space.

p.s.-results till 14/11/11. by mistake mentioned 21. short trade from 14/11/11 is open and in good profit.

 

[vikrit]

in my backtesting, exit & reentry thing show increment in positive trades and profit from them but also it give high no. of negative trades.

after applying filter, no. of trades decrease.

on applying filter 5 point fixed.

[SIZE="3"]3ema-ee    tp-2548.35,    t/p/l-124/41/83,   11964.4/-9416.05

exit only  tp-2081.35,    t/p/l-93/56/37,    8607.4/-6526.05[/SIZE]

when we see results, its clear that all rules giving diff result in different scenario. like exit with filter giving very good 1000 pts in 09-11 but giving 1311 in 07-09, while crossover itself did better in that period.

 

[rkkarnani]

these are backtest comparison by exit only and filter idea.
see results for 23/12/09 to 14/11/11 also for comparing two period.


this doesn't include ADD and 3ema touch, so after it, result become more positive.
also these result are for rough comparison. as there are many component in 315 which actually subjective & need judgement.
so, actual result will vary.


trade list zip file-
http://www. 4shared.com/file/FoZdHkbA/sh315-backtest-nifty-fut-jun-2.html

delete the space.

p.s.-results till 14/11/11. by mistake mentioned 21. short trade from 14/11/11 is open and in good profit.

Its an Awesome piece of effort!!!
So what is the conclusion??? The original strategy is as good....!!!

 

[rkkarnani]

Vikrit , just for the sake of record : Seems you have analysed with the Nifty Spot Data...please confirm!! The levels in trade dont match my data!

 

[lokanathpai]

Thanks NTrader42 for posting the Original Strategy and important posts from SH a few posts below!!
Though the Heading of this thread tells the purpose of this thread... there is a hidden agenda too : To save the "original thread" from avoidable clutter that we tend to post there giving our suggestions to avoid/minimise whips etc.
I do believe that anyone following the Original strategy with discipline and Exit,adds and reversals as per rules can make good money! I am listing below what comes to my mind and also a few rules I am following but let me assure you in the end its the "trader" that will decide how much he earns out of the original or the tweaked strategy!!
I feel we should aim to primarily make the strategy more "comfortable" to trade and Profits would automatically follow!!
Need Good wishes from the "Creater of the original 315 : SH" !!

Sorry!! I could not find the original strategy posted by NTrader42. Can anybody post the link to this??

 

[NTrader42]

Its an Awesome piece of effort!!!

Agree, awesome efforts by vikrit, thanks

So what is the conclusion??? The original strategy is as good....!!!

The conclusion (or phase 1 conclusion) is that 315 is a very good and robust strategy, can continued to be traded as it is.

The spinoff of this exercise is we discovered that there are few other ways to skin it.

The question is why shift to something new from a time tested system which a trader is used to trading, for new ppl joining these threads also, the ongoing support on 315 makes it worthwhile to go with it.

One additional rule given by SH about exit on 2 days of reverse movement on ema3 can be included. But while adding these extra rules, the trader has to apply them correctly and consistently.

Thanks