Search results

  1. M

    NF Swing Trading using Fractal AFL

    The results look good but what matters most is how the testing has been done. I hope you have kept curve fitting in mind while developing this. Let us see how this performs in the live market, that is when real learning would come. MT
  2. M

    My algo trading daily performance

    Hi icy, 1) please read the thread entirely. i have explained everything in detail. 2) backtest from 2011. live from dec 2014 3) if it repaints, there is no incentive in taking it live. Its flawed. MT
  3. M

    My algo trading daily performance

    Hi all, May was a good month to trade. Last 4 months have been very testing in many aspects. I had to deal with situations which i have not dealt so far. It all started after Feb ending. Feb was my first loss month and i was in a DD of around 2l. I thought that i should go full model in...
  4. M

    My algo trading daily performance

    Its been quite a time since i have made an update. I was busy in some personal activities. Trading has been going good.May was a good month to trade. I will make a detailed post later, when i compile the data and analyse the month. Good luck to all for June. MT
  5. M

    Sounding Board and Random Brainstorming

    This is a very general query. I will be happy to help for any specific query. You can also read out my thread if you have not done so yet. I have explained alot of questions there. MT
  6. M

    General Trading Chat

    Amazing podcast by Mr. Divyesh Shah. Must listen for your own benefit. www.stoicinvesting.com/podcast/stoic-podcast-series-ep-4-real-life-rags-to-riches/ MT
  7. M

    Sounding Board and Random Brainstorming

    The DD shown by amibroker is not on trade close to close basis. It is on MTM basis. eg: your position goes 50 pts against you and finally closes 30 pts against you. Ami will show trade DD as 50 pts, whereas you realized 30 pts. MT
  8. M

    My algo trading daily performance

    Trade wise stop loss. Market order gets placed. MT
  9. M

    My algo trading daily performance

    Its a logic built in by me in symphony presto. MT
  10. M

    My algo trading daily performance

    I have a built in stop loss of 10k on any position that I trade and I also have a portfolio stop loss as the Max loss that I can take in a day. Both stop losses are part of my execution algorithm.. These are apart from my afl. These are for emergency scenarios. MT
  11. M

    Traders in chandigarh !

    Where near Chandigarh? MT
  12. M

    My algo trading daily performance

    This is a very common market scenario. The positions are exited based on stop losses or trailing stop losses as usual. MT
  13. M

    My algo trading daily performance

    I will try to explain my reasoning for my cutting my position size in half. 1) I always believe that the worst drawdown of a strategy is always in the future. If we test a strategy from 2010 - 2012 the worst DD is eg. 3l and if we test the same strategy from 2010-2015 the worst DD is 5l. The...
  14. M

    My algo trading daily performance

    I have always stated that i do my backtesting with 600Rs per trade as slippage and commissions and taxes. It has been same all along. This month slippage was better according to me. It was 450 per trade. Maybe the number of trades have increased thats why you feel this. Anyone incurring less...
  15. M

    My algo trading daily performance

    Will look forward to your view. MT
  16. M

    My algo trading daily performance

    Hi all, I am late to update this expiry as I was out of station and returned a day ago. This series I had decided to go live with the full model and it turned out to be not a good outing for me. The drawdown for the model increased this whole month. I finally decided to go back again to half...
  17. M

    My algo trading daily performance

    A lot of scrips were the culprits. You can see my trades on these days. Thanks for the wishes. MT
  18. M

    My algo trading daily performance

    Thanks DSM for taking my post in the right spirit. We all disagree with one another on some grounds, all humans are different. :thumb: Yes, the markets can always do anything it wants, i never underestimate it. Infact i sometimes overestimate the market and pay a big premium to keep myself...
  19. M

    My algo trading daily performance

    https://www.quandl.com/blog/interview-with-a-quant-part-two All three parts are interesting. MT