New Robot Trading

[puneetsinghania1980]

Cubt... I would like to also pitch in..... So ur trying to say that ur results on nifty futures data are poorer by 6000 points when backtest is once on futures?

 

[Smart_trade]

Thanks for ur input, when I backtested nifty futures for the same 6 year period, almost there is a difference of 6000 points. There r some days where nifty futures gives Buy signal where as spot does not give any change in signal, its bcoz of premium decay or change in premium during the trading hours.

So am confused, whether to use the same parameters that I used for nifty spot??? Bcoz of this my auto trade is on hold now.

Pls suggest ur inputs Smart ji.

6000 points on 6 years period or 1000 points per year is a huge difference. Not sure why such big difference because of premium adjustment.

As you are going to trade Nifty Futures,it is better to test the method on Nifty Fut.But your method should not be too much parameter sensitive, meaning it should not happen that with one set of parameters you get big profits and with a nearby set of parameters you get vastly reduced profits or a loss. This shows the robustness of the system.

Smart_trade

 

[dell]

sir in 1188 trades is this system is tradeable through auto route in bnf ? testing on 1 lot only......20134 points......from 1.1.2010 to 31.12.13

yearly report in rs. in 4 lots

 

[dell]

is mastertrust is providing strategy also to autotrade with them ,

 

[Cubt]

Cubt... I would like to also pitch in..... So ur trying to say that ur results on nifty futures data are poorer by 6000 points when backtest is once on futures?

yes.. thats right

 

[puneetsinghania1980]

is mastertrust is providing strategy also to autotrade with them ,

Mastertrust does not provide any starter to trade with them.... Although mastertrust can integrate most of user strategies to trade automatically

 

[puneetsinghania1980]

yes.. thats right

In that case, you need to figure out first the months where there was maximum gap in nifty future and nifty spot returns. Based on that you can see why this difference is coming...have you tried that

 

[puneetsinghania1980]

is mastertrust is providing strategy also to autotrade with them ,

Dear Dell, if you have any strategy either on Amibroker or mt4 or excel or even matlab... Master trust can automate it for you with few simple clicks....in case you want very high level of automation then that can also be achieved..

 

[jagankris]

Thanks for ur input, when I backtested nifty futures for the same 6 year period, almost there is a difference of 6000 points. There r some days where nifty futures gives Buy signal where as spot does not give any change in signal, its bcoz of premium decay or change in premium during the trading hours.

So am confused, whether to use the same parameters that I used for nifty spot??? Bcoz of this my auto trade is on hold now.

Pls suggest ur inputs Smart ji.

When rollover trade is done ?
The back testing is done for expiry to expiry ?
Consider rolling over at 3.20 the day on expiry.

 

[vinit_d_trivedi]

I have some information about robot Trading but I don't know how it work ? This is a software for stock trading (NSE-BSE).They are also give eduction on stock market. (stock academy).

Thank's
Vinit.Trivedi
9328089800
Bhavnagar
GUJARAT