My algo trading daily performance

mechtrader

Well-Known Member
#14
1. do you backtested your strategy before going live??
2.if yes,does money mangement involved?
3.if yes, what is the period of datas you had backtested???
4.if more than 5 yrs,how scripts choosed??

Happy to know these details
hi Karthikayan,

pls see replies to your queries...
1. Yes ofcourse.
2. no rules as in particular for money management, Just trading with 1 lot for each security as of now. However I have tested some money management rules which involve multiple lots for diff securities but I plan to do later a it late (once the capital builds).
3. I have backtested from 2010.
4. The scripts are chosen as per their average ATR values.i.e. kept the intraday volatile stocks.

Hope this helps.

Thanks,
MT
 
#20
Hi
If you look at canbk and lt 5 min chart, you would observe even with 10 point swing afl you should have made Rs 25,000.00 profit.
It is now clear that either you are providing wrong figures or committing 'hara-kiri' with some obscene algo system. Either way it is your pleasure.
Regards.
SRJC
 

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