system trading with bands

N

nvaz51000

New Member
#1
#1
i created a simple trading system based on bollinger bands brkout based on daily price series. it is giving good returns on testing nifty 2007-2012. however for the year 2010, the results are uniformly poor throughout the year ie there is no catastrophic loss. i have checked for volatility but lack of or more of does not seem to be the issue. pls give some advice
also it would be nice if someone could recommend stocks which offer consistent trading opportunities due to liquidity and "trendiness"
 
R

rkkarnani

Well-Known Member
#2
#2
nvaz51000 said:
i created a simple trading system based on bollinger bands brkout based on daily price series. it is giving good returns on testing nifty 2007-2012. however for the year 2010, the results are uniformly poor throughout the year ie there is no catastrophic loss. i have checked for volatility but lack of or more of does not seem to be the issue. pls give some advice
also it would be nice if someone could recommend stocks which offer consistent trading opportunities due to liquidity and "trendiness"
Click to expand...
How about posting a Chart of Nifty Futures with your Strategy applied on it!!
 
S

sumosanammain

Well-Known Member
#3
#3
nvaz51000 said:
i created a simple trading system based on bollinger bands brkout based on daily price series. it is giving good returns on testing nifty 2007-2012. however for the year 2010, the results are uniformly poor throughout the year ie there is no catastrophic loss. i have checked for volatility but lack of or more of does not seem to be the issue. pls give some advice
also it would be nice if someone could recommend stocks which offer consistent trading opportunities due to liquidity and "trendiness"
Click to expand...
2010 has been a testing year for almost all trend following systems.
 
N

nvaz51000

New Member
#4
#4
thanks for feedback. i had an inkling that all systems would be doing poorly for 2010 but is it because of some underlying fundamental reason that 2010 was a bad year for systems ?
 
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