daSARa system

[augubhai]

Quite predicatably.. I am trading again. Been testing a system yesterday night. Completed the backtest for 2 weeks of October, and will continue thru' the day today. System appears v.good, if I can minimize slippages during execution (that's something that cannot be backtested anyway).

this system has targets with Risk:Reward :: 1:2. Targets are something that I have been avoided so far.

Trying it only on Yesbank today, since i have to focus on backtests.

 

[kiran_thiru]

Quite predicatably.. I am trading again. Been testing a system yesterday night. Completed the backtest for 2 weeks of October, and will continue thru' the day today. System appears v.good, if I can minimize slippages during execution (that's something that cannot be backtested anyway).

this system has targets with Risk:Reward :: 1:2. Targets are something that I have been avoided so far.

Trying it only on Yesbank today, since i have to focus on backtests.

but bhai, be careful that today is a policy day, price was very fast than man or machine too.

 

[augubhai]

Quite predicatably.. I am trading again. Been testing a system yesterday night. Completed the backtest for 2 weeks of October, and will continue thru' the day today. System appears v.good, if I can minimize slippages during execution (that's something that cannot be backtested anyway).

this system has targets with Risk:Reward :: 1:2. Targets are something that I have been avoided so far.

Trying it only on Yesbank today, since i have to focus on backtests.

Trade 1:
Long @367 @10:22, exit @374.8 @11:01 (nil slippage

Trade 2:
Long triggered @373.5, but did not fill.

Trade 3:
Short @376.2 @11:10,

This will be a major limitation of this system. Many trades will never get filled, if I try to control slippage.

 

[xrtrader1]

All the best Augubhai,
Just remember we in middle of tight PA (in month of Dec).
This may change in Jan.

 

[augubhai]

Done for the day... Got to attend to some other work.

4 round trip trades today: final MTM -725.

Backtesting results for October were great, but November loss ate all of it. Will test Sep and December with same parameters. And then change the parameters to try to filter the bad sideways in November.

 

[augubhai]

3 trades, all YESBANK, MTM +5425

 

[augubhai]

YESBANK, 2 trades, MTM +150

 

[augubhai]

Trades of the last 3 days....

Haven't been able to spend time on backtest, so only traded YESBANK.

 

[augubhai]

YESBANK, 2 trades, MTM +1825

DLF been on fire for the past few days. Maybe, I'll switch to it tomorrow.

 

[augubhai]

DLF, 5 trades. MTM -9050