performance of my system

DSM

Well-Known Member
#11
Hi Manish,

Just summarizing from the no of winning trades... If you are psychologically prepared to trade with a less than 50% win/loss ratio you can trade your system with a small exposure. Trading a system in real time is entirely different from doing analysis.

Good luck.

Winners 27 (38.03 %) 12 (16.90 %) 15 (21.13 %)
Winners 26 (48.15 %) 15 (27.78 %) 11 (20.37 %)
Winners 24 (36.36 %) 14 (21.21 %) 10 (15.15 %)
Winners 26 (52.00 %) 16 (32.00 %) 10 (20.00 %)
Winners 32 (53.33 %) 19 (31.67 %) 13 (21.67 %)
Winners 70 (59.32 %) 33 (27.97 %) 37 (31.36 %)
Winners 26 (47.27 %) 13 (23.64 %) 13 (23.64 %)
Winners 25 (32.89 %) 14 (18.42 %) 11 (14.47 %)
Winners 38 (38.38 %) 18 (18.18 %) 20 (20.20 %)
Winners 14 (38.89 %) 6 (16.67 %) 8 (22.22 %)
 
#12
Manish,

If you have a good system then psychology can be taken care of. Of course it is the most important factor in trading. But dont be bogged down by only psychological aspect of trading and not trade.

You have a good system. Now start making money. Have proper risk management plan, follow the system religiously. Remember - process is more important than results.

All the best
 
#13
Hello

Good stats and you have already got good feedback . . .

Just check and make sure that the code is not inadvertently referring to future tick/bars . . .

The system can be evaluated fairly if you suppress the impact of compounding, use the code and re-run the back-tests

Code:
SetPositionSize(1,4);
You can also try using following code to set all other configurations as per your system requirements

Code:
SetOption(( field, value )); //  . . . for details plz chk ami help
also, code for when the entry/exit is executed . . .

Code:
SetTradeDelays( 1, 1, 1, 1 ) ;




Best wishes


:) Happy
 
#16
hi
i have checked ,my system does not looks in to future bar.and i could not understand the meaning of suppressing the impact of compounding .






Hello

Good stats and you have already got good feedback . . .

Just check and make sure that the code is not inadvertently referring to future tick/bars . . .

The system can be evaluated fairly if you suppress the impact of compounding, use the code and re-run the back-tests

Code:
SetPositionSize(1,4);
You can also try using following code to set all other configurations as per your system requirements

Code:
SetOption(( field, value )); //  . . . for details plz chk ami help
also, code for when the entry/exit is executed . . .

Code:
SetTradeDelays( 1, 1, 1, 1 ) ;




Best wishes


:) Happy
 
#17
hi
i have checked ,my system does not looks in to future bar.and i could not understand the meaning of suppressing the impact of compounding .
Nice. As told, add below line and see the results if there is any significant change.

SetPositionSize(1,4);

It will give a realistic returns. If your numbers, are after it, as pointed out, your job is to execute now :thumb:
 
#18
hi
i have checked ,my system does not looks in to future bar.and i could not understand the meaning of suppressing the impact of compounding .
Or another option is, you could upload those trade list (it won't be big as its totally ~700 for 10 years. It will be another tab in the page you have posted above), so one can get the details about position sizing also.
 

suri112000

Well-Known Member
#20
Manish,

Are these analysis for positional or intraday?

If positional the trade is carried over to next day without a problem. If intraday, the trade should be closed by the end of the day. Check your trade list, if the trade is closed on the same day or carried over to next day.
 

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