backtesting help

[bait]

here is the analysis of all the above systems

1. Based on ATR - will keep generating a small loss at the end of the day
2. This system is bad for sideways market movement - will generate a loss in every trade during rangebound market
3. System has an error.
4. System has an error.
5. This system shows good signals - will make this autotrading and test in live market
6. Too many whipsaws - the system is bad for sideways market movement
7. Too many whipsaws - the system is bad for sideways market movement
8. This system shows good signals - will make this autotrading and test in live market

 

[bunti_k23]

we dont need eod data we need intraday data for 3-4 years with 3 or 5 min time frames

Iam not talking abt eod data im talking abt ieod data (intraday eod). And i have backtested 2-3 strat frm abv and i got positive results on 2 systems 1- turtle trading system and other is emabased and emabased50 these systems i have tested on 3m and 5m tf, 2.5-3 yrs of nifty data 1yr of sbin, 1yr of relcap, 1yr of tatasteel, thses systems generate near 50% net return i have saved all the backtesting reports if want pm me, i personally like the turtle trading system it gives less signals in consolidation period .if we use filtering rule on this system we can avoid most of the wrong trades also i have tweaked a lill bit into the system for profit booking on better levels...

 

[bait]

will put the turtle trading system in autotrade mode and test today
1 min time frame

 

[RK NOIDA]

can someone help me in this ?

hi guys,

i wish someone could help me write a afl which scans for bullish/bearish condition in higher tf (1hr) and then gives buy/sell signal on the conditions in lower TF say 15m.

I want it that it should first look for 1hr time frame. And then as per the bullish/bearish conditions prevailing in 1hr time frame, it should scan or give bullish/bearish ONLY in 15M TF.

eg.:
1hr macd bullish so should give only buy signals in 15M TF
IF 1hr macd is bearish than it should give sell signals in 15M TF.

rgds
RK

 

[bunti_k23]

Re: can someone help me in this ?

hi guys,

i wish someone could help me write a afl which scans for bullish/bearish condition in higher tf (1hr) and then gives buy/sell signal on the conditions in lower TF say 15m.

I want it that it should first look for 1hr time frame. And then as per the bullish/bearish conditions prevailing in 1hr time frame, it should scan or give bullish/bearish ONLY in 15M TF.

eg.:
1hr macd bullish so should give only buy signals in 15M TF
IF 1hr macd is bearish than it should give sell signals in 15M TF.

rgds
RK

sorry bro im programming illiterate

 

[RK NOIDA]

you have this huge afl/system and u say u r illiterate!:rofl:

can u help me find someone to do this. as i first time on this kind of forum and don't know where to find help.

rgds
RK

 

[bait]

Success
Turtle trading system generated a profit today

TradeLOG

Underlying,Security Type,Expiry,Strike,Put/Call,Currency,Action,Quantity,Price,Time,Date,Exch.,Account,Order Ref.,Clearing,More Info,Trading Class,
NIFTY50,FUT,20140925,,,INR,BOT,50,8132.55,09:15:00,20140905,NSE,DU142484,,,,NIFTY, IGNORE
NIFTY50,FUT,20140925,,,INR,BOT,50,8132.55,09:15:01,20140905,NSE,DU142484,,,,NIFTY, IGNORE
NIFTY50,FUT,20140925,,,INR,SLD,50,8143.30,09:31:36,20140905,NSE,DU142484,,,,NIFTY,
NIFTY50,FUT,20140925,,,INR,BOT,50,8144.10,09:31:36,20140905,NSE,DU142484,,,,NIFTY,
NIFTY50,FUT,20140925,,,INR,SLD,50,8143.30,09:31:40,20140905,NSE,DU142484,,,,NIFTY,
NIFTY50,FUT,20140925,,,INR,BOT,50,8145.00,09:32:47,20140905,NSE,DU142484,,,,NIFTY,
NIFTY50,FUT,20140925,,,INR,SLD,50,8142.60,09:33:31,20140905,NSE,DU142484,,,,NIFTY,
NIFTY50,FUT,20140925,,,INR,SLD,50,8139.60,09:40:47,20140905,NSE,DU142484,,,,NIFTY,
NIFTY50,FUT,20140925,,,INR,BOT,50,8140.90,09:40:48,20140905,NSE,DU142484,,,,NIFTY,
NIFTY50,FUT,20140925,,,INR,SLD,50,8138.55,09:42:19,20140905,NSE,DU142484,,,,NIFTY,
NIFTY50,FUT,20140925,,,INR,BOT,50,8140.95,09:42:36,20140905,NSE,DU142484,,,,NIFTY,
NIFTY50,FUT,20140925,,,INR,SLD,50,8141.35,09:56:42,20140905,NSE,DU142484,,,,NIFTY,
NIFTY50,FUT,20140925,,,INR,SLD,50,8133.20,10:08:53,20140905,NSE,DU142484,,,,NIFTY,
NIFTY50,FUT,20140925,,,INR,BOT,50,8139.75,10:23:53,20140905,NSE,DU142484,,,,NIFTY,
NIFTY50,FUT,20140925,,,INR,SLD,50,8132.50,11:07:40,20140905,NSE,DU142484,,,,NIFTY,
NIFTY50,FUT,20140925,,,INR,BOT,50,8095.60,11:55:50,20140905,NSE,DU142484,,,,NIFTY,
NIFTY50,FUT,20140925,,,INR,BOT,50,8107.20,12:23:50,20140905,NSE,DU142484,,,,NIFTY,
NIFTY50,FUT,20140925,,,INR,SLD,50,8101.10,12:29:19,20140905,NSE,DU142484,,,,NIFTY,
NIFTY50,FUT,20140925,,,INR,SLD,50,8092.10,13:08:11,20140905,NSE,DU142484,,,,NIFTY,
NIFTY50,FUT,20140925,,,INR,BOT,50,8099.95,13:09:34,20140905,NSE,DU142484,,,,NIFTY,
NIFTY50,FUT,20140925,,,INR,BOT,50,8102.00,13:15:26,20140905,NSE,DU142484,,,,NIFTY,
NIFTY50,FUT,20140925,,,INR,SLD,50,8112.00,13:33:56,20140905,NSE,DU142484,,,,NIFTY,
NIFTY50,FUT,20140925,,,INR,BOT,50,8123.45,13:45:48,20140905,NSE,DU142484,,,,NIFTY,
NIFTY50,FUT,20140925,,,INR,SLD,50,8115.00,13:50:05,20140905,NSE,DU142484,,,,NIFTY,
NIFTY50,FUT,20140925,,,INR,BOT,50,8109.85,15:03:48,20140905,NSE,DU142484,,,,NIFTY,
NIFTY50,FUT,20140925,,,INR,BOT,50,8120.50,15:15:16,20140905,NSE,DU142484,,,,NIFTY,


ignore the first orderr at 9:15:01 it is an order to make position size zero which resulted in a loss of 1800

todays profit was about 1800.

 

[bait]

BOT 50 NIFTY50 SEP14 Futures NIFTY14SEPFUT 8120.50 INR NSE 15:15:16 40.60 -502.94 null
BOT 50 NIFTY50 SEP14 Futures NIFTY14SEPFUT 8109.85 INR NSE 15:03:48 40.55 29.64 null
SLD 50 NIFTY50 SEP14 Futures NIFTY14SEPFUT 8115.00 INR NSE 13:50:05 0.00 0.00 null
BOT 50 NIFTY50 SEP14 Futures NIFTY14SEPFUT 8123.45 INR NSE 13:45:48 40.62 -758.65 null
SLD 50 NIFTY50 SEP14 Futures NIFTY14SEPFUT 8112.00 INR NSE 13:33:56 0.00 null
BOT 50 NIFTY50 SEP14 Futures NIFTY14SEPFUT 8102.00 INR NSE 13:15:26 40.51 247.64 null
BOT 50 NIFTY50 SEP14 Futures NIFTY14SEPFUT 8099.95 INR NSE 13:09:34 0.00 395.66 null
SLD 50 NIFTY50 SEP14 Futures NIFTY14SEPFUT 8092.10 INR NSE 13:08:11 40.46 null
SLD 50 NIFTY50 SEP14 Futures NIFTY14SEPFUT 8101.10 INR NSE 12:29:19 0.00 null
BOT 50 NIFTY50 SEP14 Futures NIFTY14SEPFUT 8107.20 INR NSE 12:23:50 40.54 1307.31 null
BOT 50 NIFTY50 SEP14 Futures NIFTY14SEPFUT 8095.60 INR NSE 11:55:50 0.00 1932.88 null
SLD 50 NIFTY50 SEP14 Futures NIFTY14SEPFUT 8132.50 INR NSE 11:07:40 40.66 0.00 null
BOT 50 NIFTY50 SEP14 Futures NIFTY14SEPFUT 8139.75 INR NSE 10:23:53 0.00 -170.82 null
SLD 50 NIFTY50 SEP14 Futures NIFTY14SEPFUT 8133.20 INR NSE 10:08:53 40.67 0.00 null
SLD 50 NIFTY50 SEP14 Futures NIFTY14SEPFUT 8141.35 INR NSE 09:56:42 0.00 null
BOT 50 NIFTY50 SEP14 Futures NIFTY14SEPFUT 8140.95 INR NSE 09:42:36 40.70 -176.34 null
SLD 50 NIFTY50 SEP14 Futures NIFTY14SEPFUT 8138.55 INR NSE 09:42:19 0.00 null
BOT 50 NIFTY50 SEP14 Futures NIFTY14SEPFUT 8140.90 INR NSE 09:40:48 40.70 -110.10 null
SLD 50 NIFTY50 SEP14 Futures NIFTY14SEPFUT 8139.60 INR NSE 09:40:47 0.00 null
SLD 50 NIFTY50 SEP14 Futures NIFTY14SEPFUT 8142.60 INR NSE 09:33:31 0.00 null
BOT 50 NIFTY50 SEP14 Futures NIFTY14SEPFUT 8145.00 INR NSE 09:32:47 40.72 -205.15 null
SLD 50 NIFTY50 SEP14 Futures NIFTY14SEPFUT 8143.30 INR NSE 09:31:40 0.00 0.00 null
SLD 50 NIFTY50 SEP14 Futures NIFTY14SEPFUT 8143.30 INR NSE 09:31:36 0.00 0.00 null
BOT 50 NIFTY50 SEP14 Futures NIFTY14SEPFUT 8144.10 INR NSE 09:31:36 40.72 -160.14 null

 

[bunti_k23]

Hehe this is for today only bro we have to trade everyday profit on a single day cant decide the success. Though i have backtested on 2yrs data of nifty . Yes the system is profitable try varying patameters too keep multiplier 2 instead of 3 then tell me the report...try to backtest on longer term data.

 

[bunti_k23]

you have this huge afl/system and u say u r illiterate!:rofl:

can u help me find someone to do this. as i first time on this kind of forum and don't know where to find help.

rgds
RK

These codes are written by diff peoples i got frm internet itself.