Creating a trading system from scratch

How many lines of code you are comfortable with


  • Total voters
    61

VJAY

Well-Known Member
Just want to ask why can't we add one variable for leveraging....India vix..
When the India vix is above 17 we deleverage because there already be volatility in market....and add more leverage when vix is below 12 as market will be consolidating??
 

VJAY

Well-Known Member
Dear UB,
Please give solution for avoid scrips which is from same sector.....when we do it manually it make alocation diferent....
 
There is so much less talk on group nowdays:bored::bored:
Yes, new format of web page is more broker friendly and tends to keep you restricted into threads you have typed in before.
 
master Ub

from fast bt to my problem
  • Case 2.2open high low close buy sell
  • 1022-o
  • 1022-h
  • 950-l
  • 1012-c
  • 1025-buy
  • 1000-sell
    • Low High range = 950 to 1022
    • Sell buy range = 1000 to 1025
  • Same as the above with Sell being executed at close price

    -BUY at 1000​
    -SELL at 1012​

for backtesting the system is made to be used as soon as possible when market opens
what if i make a position at 10 am


suppose my order is opened and executed at 10am at 1000 and sl is 980 , day closes at 1012

the backtester will know my entry price and the close is in direction of profit
but day low before 10am was 950 ie below my 2%sl,so backtester will show me sl was hit

so will the backtester be limited to 9:15 only or something can be done for such situations
update
read basic assumption 1:D of fast bt
 
Last edited:
master Ub

from fast bt to my problem
  • Case 2.2open high low close buy sell
  • 1022-o
  • 1022-h
  • 950-l
  • 1012-c
  • 1025-buy
  • 1000-sell
    • Low High range = 950 to 1022
    • Sell buy range = 1000 to 1025
  • Same as the above with Sell being executed at close price

    -BUY at 1000​
    -SELL at 1012​

for backtesting the system is made to be used as soon as possible when market opens
what if i make a position at 10 am


suppose my order is opened and executed at 10am at 1000 and sl is 980 , day closes at 1012

the backtester will know my entry price and the close is in direction of profit
but day low before 10am was 950 ie below my 2%sl,so backtester will show me sl was hit

so will the backtester be limited to 9:15 only or something can be done for such situations
update
read basic assumption 1:D of fast bt
Hope he will teach us mortals about it pretty soon...still lots of questions about it
 

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