Is this trading system worth taking live??

[finfreedom]

Hi Seniors,

I am working on strategy will run on a portfolio of future stock. Only 1 lot of stock traded when signal comes.

Can any body help me how to set up Ami broker for this? What are the steps required.

I have imported last 5 years historical future data.

Thanks

 

[tradingstudent]

Hi Seniors,

I am working on strategy will run on a portfolio of future stock. Only 1 lot of stock traded when signal comes.

Can any body help me how to set up Ami broker for this? What are the steps required.

I have imported last 5 years historical future data.

Thanks

Hi,

Not sure i fully understand what you want.

Do you want to carry the trading signal in amibroker to the trading platform or setting up amibroker in general?

One word of caution though: Future data contains gaps because each series last only for 3 months. Premium/discount will be there, so essentially the data is not continuous. Do take this into consideration, Please check if any vendor is offering adjusted data or you could look into spot data for your testing purposes.

 

[finfreedom]

Hi TS,

Thank for your caution.

I have downloaded historical iEOD data from this thread.

http://www.traderji.com/intraday/99082-ieod-data-nse-cash-nse-fututres-mcx-mcx-sx-ncdex.html

Now I am thinking how to upload this data into amibroker, so that I can backrest my strategy on a portfolio of future stocks.

Can you please guide me?

Thanks

 

[algorial]

Hi All,

There is a 3 step process to thoroughly test a strategy:

1. Back test on at least 1 year of historical data

2. Run the strategy in live environment and with live data on a simulator for at least 2-4 weeks

3. Run on live account only after step 1 and step 2 are profitable.

Scale up slowly once strategy starts showing promise.

Regards,
Algorial

 

[jallanankit]

hi, if u can do "code check and profile" in afl editor under tools option , if it says that formula looks into future, then real results wil not be 93% win.
if it says formula is good, then u have holy grail.
enjoy:thumb:

So very correctly put by vijkris!!

Pls let us know.. Because 93% win rate is not to be found anywhere!! and if what u say is correct, then its definitely THE HOLY GRAIL!!

 

[itmmec]

K static is too low.. which tells it's not going to give consistent result.. I have been doing Auto trading sisnce last 3 month but still unable to generate positive return.my algo has better results then yours