Trading with TSMA (Trailing Stop Moving Average) System

daitya

Active Member
#22
Back testing Results

Common Parameters For All Tests:
Period: 1 Sep. 2008 - 19 Feb. 2010
Interval: Daily
Initial Capital: 10,000
MA Period: 21
Shift Stop: 3

Trade On Current Bar's Close price: Assuming trade is executed @ 3pm

Unitech



Reliance



Nifty Current Month Futures



DLF

In your backtesting you forgot brokerage part..always test with brokerage as it adversely affects the results..
 

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