Final quarter of live testing....

saakk

Well-Known Member
#1


Last 9 months trading results..... sep being the worst, these results are according to expire and i record them according to calendar months.

My total trading has boiled down to following the rules, no more guessing of the entries-exit-sl, whether to take the trade or no, what should be the position size.... every thing is built into the system and system is simply trading HTF trends on LTF.....

2015 was a year of research, i have back tested my system on almost 2500+ trades from smallest TF of 15min to largest of weekly across all the indexes be it equity, sectoral, currency, national, international.... on 15 min tf there are around 165 trades per year...

Every quarter i doubled my trading capital since last 9 months, will add more in this quarter and this will be the final quarter of testing, from fy17 i will deploy my full trading capital....

At the end of this quarter i would complete 14 months of back-testing and 13 months of live testing....

Compounding is every thing, really money is made only through compounding..... 5% compounding per month will make trader more money then he can ever imagine....

Risk is always 2% of total trading capital
 

saakk

Well-Known Member
#2


Last trade (long) of 2015.... it has happened 1st time that i have got 10 longs back to back (this being the 10th)... At 7th long on 24th dec i thought its a high time and market cant move up any more cause it was triggering my SL every 2nd day after entering but on 31st i entered 10th long and i have a feeling if market failed to move up from here it might fall to test its double bottom....... but i had a same feeling since 7th long and still market has kept trending up.......
 

saakk

Well-Known Member
#3
2015 RESULT:

TOTAL POINTS 1,174.35
TRADES 158
TRADE AVG 7.43
MAX POINTS 313.00
MIN POINTS (141.00)
WIN AVG 69.55
LOSS AVG -40.73
WIN COUNT 69
LOSS COUNT 89
WIN PRO 43.67%
LOSS PRO 56.33%

EXPECTANCY 0.18
PF 1.32

If i have started wit 100 rs on 1st jan 2015 it is 188 rs on 4 jan 2016

 

saakk

Well-Known Member
#4
In trading learning to read a chart and make a system out of it is a EASIEST part... Difficult part is to follow it RELIGIOUSLY and the MOST difficult thing to do in trading is to increase your trading SIZE.......

Trust me.... risking 1000 bucks and risking 10000 and risking 50000 so on and so forth will take its tole on you, may be for some 1000 bucks is nothing more than a chum change and may be 10k too or even 50k but as you go higher it gets more and more difficult to handle it... adjusting takes time cause we are so much psychologically (i don't know what to put here) ....

Even now if trade moves against me the moment i put it on after so much testing live and back both... it puts a pressure on me....

We are so much intertwined wit money that LOOSING it gives a bad feeling..... Bust MISTAKES are the only way to learn.....
 

saakk

Well-Known Member
#5
YEARLY
69.12% 1990
86.89% 1991
123.62% 1992
78.44% 1993
27.90% 1994
-30.42% 1995
-35.55% 1996
43.29% 1997
-35.84% 1998
72.54% 1999
-39.05% 2000
-40.27% 2001
31.07% 2002
108.09% 2003
61.62% 2004
55.91% 2006
74.02% 2007
-64.56% 2008
105.63% 2009
35.57% 2010
-26.69% 2011
30.01% 2012
25.33% 2013
45.40% 2014
-17.33% 2015

These are the yearly volatility of nifty spot (from high to low, positive close years have +% and negative have -%, i use bar chart so current candle close is compared to preceding candle close), though it started from 1994 but some how my data provider is giving data from 1990... any ways the point is 2015 has been the least volatile year in nifty history....

I don't know how useful this information is but if a system can make money in only 17% volatility i wonder what will happen if it volatility goes up....

Is something BIG about to happen this year????
 

saakk

Well-Known Member
#7


Last financial year was all bout research and forward testing, system has evolved wit time, nothing substantial but just little tweaking, core philosophy is still the same trading HTF on LTF.....

Hope this FY goes well too, all required is a avg compounding of 4 to 5% per month....:thumb::thumb::thumb:

Risk is always 2% of total portfolio.....
 

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