Thread: Trading diary plus invitation

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  1. #1

    Default Trading diary plus invitation

    Hi all,

    I have been trading a particular trade setup for a year now and now went live with the same setup using automation.

    Purpose of the thread: It takes a lot to build a profitable strategy for all market conditions and I know the effort being put into it. Hence, I would welcome fellow traders to share their setups or their trading strategies (only if they want to) with their backtest reports so that it will be a mutual benefit kind of thing. I have no problem sharing but it should be one to one. Its not that I think that the strategy would fade off or I have inhibitions, its just because there are no free lunches in the market.

    Please dont judge me here.

    I will also be uploading my daily progress report here. (This is just for my analysis and also to maintain discipline. Yes, I get undisciplined in auto trading also.
  2. #2

    Default

    The data for the backtesting has been sourced from free sources but i dont think its a problem because during trading manually i used GFDL data and it produced nearly same results.

    ==> Trading tf is 10 mins.

    ==> Strategy in strictly intraday and is applied on 15 stock futures.

    ==> Results are after commissions Rs.120/- for 1lot buy and sell

    ==> For simplicity to backtest positionsize is kept at 3.5l, which will give a little different results for a short time but over a period of time it balances out.

    ==> Initial equity has been kept 5l but i am trading it with 5+3= 8 lakhs.

    I hope to get some positive response from fellow traders.
    Any queries and suggestions are always welcome.
  3. #3

    Default

    can u plz share that 15 stock future name so that one can test on that and can compare , also what is starting time and end time for testing , strict intraday , fixed position size 1 lot .

    data from free source and data from gfdl results vary a lot , if u can plz collect data of gfdl and test again , u will suprise by result variation .
    i have tested on 3m and 15m tf gets a lot difference (in nf and bnf ), check on this aspect also .
  4. #4

    Default

    Tming is 925 to 1515 for testing.

    Regarding data - I have tested with gfdl data from apr 2013 and it was giving around same results. Somehow historical Gfdl data got erased (it happens when internet connections get broken. They were not ready to provide me data from Apr then and want me to buy data from them which is costly for mr as of now.
  5. #5
    Hengleynut
    Guest

    Default

    There is only one issue which one can face and that is of slippages.

    Yes, I also did face the issue and had slippages but I modified the execution logic and also made some changes in money management to deal with it.

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