Does the strategy fail after some time?

#1
hi
i need help regarding a strategy.
i developed a intraday strategy, back tested it with historical data(approx. 200 trades). then i started real trading with a small capital (10000). my first 50 trades went really good, i made a decent profit, i was profitable for consecutive 3 months. it was a system trading strategy, i strictly followed my system and the strategy worked well. please look into screen shot below
chrome_m9I7lwR8ps.png

then i just doubled my capital on 14th of sep2020. but something went wrong, after doubling the capital i lost my profit and lost 6% of my capital. i stopped trading at 9th of oct2020, i checked each and every trade and found that nothing was wrong, i strictly followed my system, but it didn't work. after a break i started again, but again i lost money. see screenshot below.
EgeTwCOTdx.png

i really need help. please help me.
 

newtrader101

Well-Known Member
#2
hi
i need help regarding a strategy.
i developed a intraday strategy, back tested it with historical data(approx. 200 trades). then i started real trading with a small capital (10000). my first 50 trades went really good, i made a decent profit, i was profitable for consecutive 3 months. it was a system trading strategy, i strictly followed my system and the strategy worked well. please look into screen shot below View attachment 44939
then i just doubled my capital on 14th of sep2020. but something went wrong, after doubling the capital i lost my profit and lost 6% of my capital. i stopped trading at 9th of oct2020, i checked each and every trade and found that nothing was wrong, i strictly followed my system, but it didn't work. after a break i started again, but again i lost money. see screenshot below. View attachment 44940
i really need help. please help me.
What was the second period-15/9/20 to till date..?
Most strategies have drawdown periods.
So the rules for limiting risk, no of trades etc.
Screenshots of some trades will help better to understand the situation.
 
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#3
What was the second period-15/9/20 to till date..?
Most strategies have drawdown periods.
So the rules for limiting risk, no of trades etc.
Screenshots of some trades will help better to understand the situation.
thanks for reply,
i stopped trading at 9th of nov20, took a break and started again from 1st of nov20, so second period - 1st of nov20 to till date.
please look into the screenshot below to understand the system -
1606115857944.png

1606115857944.png
 

newtrader101

Well-Known Member
#4
I'm not sure if vwap alone can be used as a signal.
But the nearer price is to overbought/oversold zones in both TFs (farther in the lower tf), the more your chances in the opposite direction.
Again there is another method where you enter after overbought/oversold for 4-5 bars.

The experienced members here will have something to say.

Can you share a failed trade screenshot?
Excellent graphical representation of the method, btw.
 
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#5
i developed a intraday strategy, back tested it with historical data(approx. 200 trades). then i started real trading with a small capital (10000). my first 50 trades went really good, i made a decent profit, i was profitable for consecutive 3 months. it was a system trading strategy, i strictly followed my system and the strategy worked well
Systematic Strategies do not perform well in all market conditions

Since you were consecutively profitable for 3 months, its only makes sense to study those specific market conditions (volatility, trend etc) and only utilize your system when those market conditions arise in the future

As market conditions change you will have to either utilize different systems or simply stay in cash and not trade at all
 

newtrader101

Well-Known Member
#6
I did find strong trending days for hdfc bank in sep, he should give a failed trade screenshot so that we can analyse it.

ANALYSE THIS :bored:
 

niftytaurus

Well-Known Member
#7
hi
i need help regarding a strategy.
i developed a intraday strategy, back tested it with historical data(approx. 200 trades). then i started real trading with a small capital (10000). my first 50 trades went really good, i made a decent profit, i was profitable for consecutive 3 months. it was a system trading strategy, i strictly followed my system and the strategy worked well. please look into screen shot below View attachment 44939
then i just doubled my capital on 14th of sep2020. but something went wrong, after doubling the capital i lost my profit and lost 6% of my capital. i stopped trading at 9th of oct2020, i checked each and every trade and found that nothing was wrong, i strictly followed my system, but it didn't work. after a break i started again, but again i lost money. see screenshot below. View attachment 44940
i really need help. please help me.
hi
I am not a indicator based trader.But I studied some indicator & tried to do develop indicator based system long time back.So, I can share my experience with you.I hope It may helps you.
1) For intraday, you need to test atleast 5 years data or 1000 trades atleast.
2) you tested it on diffrent scrips or same scrips, thats a important points.You should select the group of stocks & then trade on same scrips.here you are using same setup on different script.I dont know how you select those aspect in your backtesting.
3) the setup , you used ..the basic idea of this setup as far as i know, is seeing the high time frame trend through MACD & enter on Vwap in intraday even on 15 min Tf. This is extreme trending method.When hourly turns bullish , it is possible that in intraday , you get pullback, which is decline or when hourly & 15 both gives signal to buy, trend is 5 min is going very far away, & up move is finishsing for that day.
4) when you back test, consider those parameters ...Setup EXPECTANCY, drawdown, consecutive loss days, consecutive profit days.check all this , then only trade.
5) When you start trading on indicator based system, you have to take every trade by that system.Every system has drawdown period , especially if you have trending method.Market trend only 30% time.70& times its sideways.
so back test on those period.
hope it helps
Thanks
P.S.- I am not finding it but there is a thread by xray 27 trader about backtesting & system making.Go through it.you may find some idea
 

newtrader101

Well-Known Member
#8
hi
I am not a indicator based trader.But I studied some indicator & tried to do develop indicator based system long time back.So, I can share my experience with you.I hope It may helps you.
1) For intraday, you need to test atleast 5 years data or 1000 trades atleast.
2) you tested it on diffrent scrips or same scrips, thats a important points.You should select the group of stocks & then trade on same scrips.here you are using same setup on different script.I dont know how you select those aspect in your backtesting.
3) the setup , you used ..the basic idea of this setup as far as i know, is seeing the high time frame trend through MACD & enter on Vwap in intraday even on 15 min Tf. This is extreme trending method.When hourly turns bullish , it is possible that in intraday , you get pullback, which is decline or when hourly & 15 both gives signal to buy, trend is 5 min is going very far away, & up move is finishsing for that day.
4) when you back test, consider those parameters ...Setup EXPECTANCY, drawdown, consecutive loss days, consecutive profit days.check all this , then only trade.
5) When you start trading on indicator based system, you have to take every trade by that system.Every system has drawdown period , especially if you have trending method.Market trend only 30% time.70& times its sideways.
so back test on those period.
hope it helps
Thanks
P.S.- I am not finding it but there is a thread by xray 27 trader about backtesting & system making.Go through it.you may find some idea
Aur agar aise nahin kiya tho market bolega...
Yeh hath mujhe de de thakur.....!
 
#10
hi
I am not a indicator based trader.But I studied some indicator & tried to do develop indicator based system long time back.So, I can share my experience with you.I hope It may helps you.
1) For intraday, you need to test atleast 5 years data or 1000 trades atleast.
2) you tested it on diffrent scrips or same scrips, thats a important points.You should select the group of stocks & then trade on same scrips.here you are using same setup on different script.I dont know how you select those aspect in your backtesting.
3) the setup , you used ..the basic idea of this setup as far as i know, is seeing the high time frame trend through MACD & enter on Vwap in intraday even on 15 min Tf. This is extreme trending method.When hourly turns bullish , it is possible that in intraday , you get pullback, which is decline or when hourly & 15 both gives signal to buy, trend is 5 min is going very far away, & up move is finishsing for that day.
4) when you back test, consider those parameters ...Setup EXPECTANCY, drawdown, consecutive loss days, consecutive profit days.check all this , then only trade.
5) When you start trading on indicator based system, you have to take every trade by that system.Every system has drawdown period , especially if you have trending method.Market trend only 30% time.70& times its sideways.
so back test on those period.
hope it helps
Thanks
P.S.- I am not finding it but there is a thread by xray 27 trader about backtesting & system making.Go through it.you may find some idea
thanks for informative reply. i have few queries, if possible, please reply
1. i did manual backtesting of 200 test, it took huge amount of time, without knowledge of coding is there any way for doing back testing of 1000 trades.
2. i searched this portal for xray 27 and found a profile named "xray 27" but the profile is hidden, i cant read his posts. is there any way to find "thread by xray 27 trader about backtesting & system making"
 

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