What is your annual return percentage for your strategy

Annual return percentage for your strategy


  • Total voters
    51

sumantra

Active Member
#11
I have tested many strategies in Amibroker with following conditions to ensure only 1 shares trading at all time. No add-on.

PositionSize = MarginDeposit = 1;
SetOption("FuturesMode", True);

Brokerage selected as 0.025% on Future lot on one side. (So total 0.05%)

With these parameters, the results range is as below.

Winning trades: 45% +/- 3%
Annual return : 30% average
I am new in Amibroker, how u all set strategy in amibroker ? Could anyone guide me ? I set strategy manually by seeing daily data, back-testing for previous 180 days, 3-5days chart in amibroker. Don't able to understand your words and analysis. Could anyone tell me in detail ? I am also unable to write any program in ami in my own. How can I do that ?
 

headstrong007

----- Full-Time ----- Day-Trader
#12
I think vote is for amibroker back testing results only. Excluding all other cost mentioned above as amibroker etc can't calculate this.. :D

One of my intraday strategy on 3 min time frames gives returns around 300% but it is very difficult to implement in real life. U need lots of effort to implement such short time frame strategy.. Real life trading is always difficult and stressful job.
.... The main problem with such back test is we can't calculate slippage. Even if Amibrokers take next candle open price as entry price, in real life with market order there would be slippage due to price movement & execution time difference. In 3 min frames signal can generate 5-12 trades per day. So total slippage would be even bigger. So actual real life return is much less...
 

Dax Devil

Well-Known Member
#13
I am starting this poll to find out annual return percentage obtained by different traders for their own strategy. The ultimate aim of this poll is to find a realistic annual return and try to improve my own strategy towards it. I have carried out back testing (10 year data) in amibroker and my strategy gave an annual return percentage of 10-15 percentage. What about your strategty?
Backtesting:
Imagining yourself in place of the stud doing his job in a porn movie.

Real market:
Wishing for glucose drip and oxygen mask after few minutes of doing the real thing.

:lol:
 

mechtrader

Well-Known Member
#14
.... The main problem with such back test is we can't calculate slippage. Even if Amibrokers take next candle open price as entry price, in real life with market order there would be slippage due to price movement & execution time difference. In 3 min frames signal can generate 5-12 trades per day. So total slippage would be even bigger. So actual real life return is much less...
You should test your strategies with commissions and slippage included. I test all my strategies with ( brokerage + slippage + tax ) = rs.300 for a round trip trade. The results after this testing should be very much realistic.

Thanks,
MT
 
#15
I am new in Amibroker, how u all set strategy in amibroker ? Could anyone guide me ? I set strategy manually by seeing daily data, back-testing for previous 180 days, 3-5days chart in amibroker. Don't able to understand your words and analysis. Could anyone tell me in detail ? I am also unable to write any program in ami in my own. How can I do that ?
Check out this video it explains how to do backtest in amibroker https://www.youtube.com/watch?v=akO-JKQNLtk
 

headstrong007

----- Full-Time ----- Day-Trader
#16
You should test your strategies with commissions and slippage included. I test all my strategies with ( brokerage + slippage + tax ) = rs.300 for a round trip trade. The results after this testing should be very much realistic.

Thanks,
MT
No.. its complicated with little higher lots.. My real life slippage with market order is much more...

For ex, practically in real life it varies around Rs 1200-3500 per trade for me in bnf depending on liquidity & volatility.

We loose even more due to bid ask spread... which most trader don't consider for back testing.

In stock options that difference is even wider.
 

mechtrader

Well-Known Member
#17
No.. its complicated with little higher lots.. My real life slippage with market order is much more...

For ex, practically in real life it varies around Rs 1200-3500 per trade for me in bnf depending on liquidity & volatility.

We loose even more due to bid ask spread... which most trader don't consider for back testing.

In stock options that difference is even wider.
oh! I trade single lots, and slippage of 300 works for me.

MT
 
#18
I think with a small capital...high returns is possible..but once the account grows even 10% month would be enough..

in the past few months(3 months) ..i have been able to turn 20k to around 150k which is around 600% in 3 months...but ofcourse if the account size is big that would not be possible..
 

copypasteaee

Humbled by Markets
#19

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