Backtested trading system

copypasteaee

Humbled by Markets
#11
Here is equity and Draw down curve, no signs of 90 percent draw down. May be i am wrong some where and some one can correct me, thats the purpose of posting here

 

Raj232

Well-Known Member
#14
Here is equity and Draw down curve, no signs of 90 percent draw down. May be i am wrong some where and some one can correct me, thats the purpose of posting here

@copypasteaee : have you ever been able to place all the trades (buy and sell signals) manually as per Amibroker.
I'm sure manually it cannot be done with accuracy especially given that there would be whipsaws during the first 30 mins everyday.

What I'm stressing on is that all the signals need to be placed to get similar profitability in reality.
This can only be achieved with a system that can automatically place the order once the signal is generated from Amibroker. :)
 
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Raj232

Well-Known Member
#15
http://tradingtuitions.com/afl-of-the-week-14-73-ema/

This one and this system seems good too. Simple ema crossover easy to backtest and implement.I have not backtested it. They say gives 15% annually. Not sure how many trades it has taken. someone cn check it.
The site is good. Thanks.
Although it sounds promising, 15% annually is a very low return. assuming that stock markets has its own set of risks involved, wont you agree.
 

copypasteaee

Humbled by Markets
#16
@copypasteaee : have you ever been able to place all the trades (buy and sell signals) manually as per Amibroker.
I'm sure manually it cannot be done with accuracy especially given that there would be whipsaws during the first 30 mins everyday.

What I'm stressing on is that all the signals need to be placed to get similar profitability in reality.
This can only be achieved with a system that can automatically place the order once the signal is generated from Amibroker. :)
Doing that already

http://www.traderji.com/community/posts/1255268/
 

lemondew

Well-Known Member
#18
i dont take every trade from system. I use it as for guidance. And after backtesting I get an idea of strengths, weakness and am able to trust it.

The site is good. Thanks.
Although it sounds promising, 15% annually is a very low return. assuming that stock markets has its own set of risks involved, wont you agree.
 
#19
Hi Sir, I am trying to backtest a intraday AFL and am using the code as suggested in amibroker site

Buy = ...your regular conditions....
Sell = ....your regular conditions.... OR TimeNum() > 151500;

But while running backtest it is only picking up the long positions during the backtest period and not picking up the short calls during the period.

Can any senior help me to get around this.

Many thanks in advance pls.

Rgds, Sanjay
 

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