Beat this one..!!

linkon7

Well-Known Member
#13
Congrats Ankit...!

Nice to see the report of your system. It looks very impressive, the RR is 2.25, strike rate is 44%, the avg loss is 65 points while the avg gain is 146 points and sharpe ratio is over 4.

Maximum trade drawdown of 370 points is understandable, looking at the avg gain / loss.

This appears to be an excellent trend following system that never misses the big trades while keeping the losses relatively small. The time frame appeared to be on 15 min or 30 min.

Excellent work...! I have one doubt that i'll PM u separately...!
 

jallanankit

Well-Known Member
#14
Thanks Ankit...look forward to this...

Does your backtest include brokerage and slippage?
No, the backtest report does not include brokerage.. And regarding slippage, the attempt is to enter immediately at the close of candle..without any prejudice, giving less chances for any kind of slippage..

is it 900 points on 100 quantity? means 225 points per lot of 25?
See, its 900 points on each share.. Be it 25 or 100 or even 1000, I have taken 100 as quantity for easy understanding and calculations..

900 points in average with around 31 trades per month means around 120 to 150 points of transaction costs(brokergae, slippage etc).. It means we still get 750 points after deducting costs..

Now trading 4 lots require as margin = 25000*4 = 100000
Add: Additional margin for trade drawdown = 5000*4 = 20000
Add: Additional margin for system drawdown = = 30000

A total of 1.5 lakhs for trading 4 lots of BNF without taking any levergae into consideration.. If we achieve a net of 750 points, we get a profit of 75000(750*100).. In this way, the profit is 50 % per month... A 100 % profit in 2 months time..
 

jallanankit

Well-Known Member
#15
Congrats Ankit...!

Nice to see the report of your system. It looks very impressive, the RR is 2.25, strike rate is 44%, the avg loss is 65 points while the avg gain is 146 points and sharpe ratio is over 4.

Maximum trade drawdown of 370 points is understandable, looking at the avg gain / loss.

This appears to be an excellent trend following system that never misses the big trades while keeping the losses relatively small. The time frame appeared to be on 15 min or 30 min.

Excellent work...! I have one doubt that i'll PM u separately...!
Thanks a lot linkon, I take pride to receive your thanks today.. And it means a lot to me.. I believe u r the greatest Amibroker fan on TJ who has tested thousands of afls and have written many codes... This can also be easily understood by the understanding of the report u just shared..
And the last line came as a shocker for me where u have written that it is on a 15 or 30 min chart, how did u devise that?? I wish to know that...

And regarding your doubt, pls message me, I would love to answer u if I can..
 

jallanankit

Well-Known Member
#16
One more thing abt the system which should be definitely be shared..

The system is in a trade all the time.. There is no "NO TRADE ZONE" programmed in the system.. The system is purely a Stop-and-Reverse (SAR) based system, meaning we are either LONG OR SHORT.. This is also the main reason that it gets all the market swings in its calculations.. And considering the max. trade drawdown, we can see that the largest loss, which was on the LONG side had just 3 bars(meaning a gap down on the next day) but such events are rare.. (I mean being on the wrong side of the trade for long is rare, not gap downs) So, the system stays on the winning side for the rallies atleast.. But also, I will comment that in range bound days, the system takes a good beating, but that is temporary, if one can believe that, bcoz of some or the other reason, there are atleast 2 to 3 big moves every month, which if caught are sufficient to make a living..!!
 
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sanjn84

Active Member
#17
welcome bhai i see u at gann thread and after u leave for exam
and than on sh stratgery improving thread and after that
now with a rocket.
nice to here more from u .
 

jallanankit

Well-Known Member
#18
welcome bhai i see u at gann thread and after u leave for exam
and than on sh stratgery improving thread and after that
now with a rocket.
nice to here more from u .
Hii...

Now, i find I have actually made some friends here.. People are able to recall me.. Well, I am so very happy..

Yes, u r right..Last time I left the GANN trading before my exams and after exams, I concentrated on developing a system rather than predicting the markets.. I even developed a system which helped me guess a GAP UP or GAP DOWN the next day, but later I realised that market is abt trading the moves and not trying to trade the PREDICTIONs.. Well, predictions dont go correct everytime and when they go against u, it gets hard to recover from that.. So its better to follow the wave than trying to go against it... So I dont use it any more.. And regarding improving the SH's thread, its way too much a compliment, bcoz the thread is gr8 in itself and SH himself is gr8 with his trades.. And I have learnt a lot from his trades and he is a big source of inspiration for me..!!
 

sanjn84

Active Member
#19
ya i am also great fan of him
he himself a great legend not seeing u on his group?
visit my new thread serious mentored trading and comment plz
 

jallanankit

Well-Known Member
#20
ya i am also great fan of him
he himself a great legend not seeing u on his group?
visit my new thread serious mentored trading and comment plz
Hahah.. I read that thread in totality yesterday night.. But took off from commenting.. U guys enjoy.. I am loving the silent picture..!!

And which group of his are u talking abt, pls do send me the link..
 

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