EMA crossover backtest

[amsin21]

Dear amsin21,
In your excel on 3-5 xover tab entry price 5380.2 and exit price or as the trade is still open last price is 5759.05 ten how does the profit comes as 132597.5?

Dear Bewinner,


NIFTY-I Open Long 08/09/2012 5380.2 21/09/2012 5759.05 7.04% 132597.5 7.04% 350 1883070.07 294587.5 11 12054.32 -0.84% 7.56% 0/0

Total points earned /lot : 378.85
Total lots : 7
Total points : 2651.95
Total profit = 2651.95 * 50 = 132597.50

I am following SH315 strategy with the top resulted parameters. So it becomes SH313 for stocks and SH38 for futures. Full credit for SH.:thumb:

 

[mangup]

Hi amsin21,

Thanks for sharing the backtesting results.

I think the % returns showing are after re-investing the profit earned.

Is it possible for you to publish the backtesting results of Nifty Futures for other time frames too like monthly, weekly, 60 mins, 30 mins, 15 mins, 5 mins if it is not too laborious.

Don't know much on usage of AB. How u got results in excel file?

It will be of great help.

 

[amsin21]

Duplicate - Correct entry posted below

 

[amsin21]

Hi amsin21,

Thanks for sharing the backtesting results.

I think the % returns showing are after re-investing the profit earned.

Is it possible for you to publish the backtesting results of Nifty Futures for other time frames too like monthly, weekly, 60 mins, 30 mins, 15 mins, 5 mins if it is not too laborious.

Don't know much on usage of AB. How u got results in excel file?

It will be of great help.

Hi Mangup,

The % returns are cumulative. Column "Cum. Profit" in the excel file. After backtest, once the results are displayed in the pane, right click >> select all >> copy and paste it in excel.

Attached are the requested files for weekly and monthly backtest results. Yearly you can do it as a homework....

Weekly

http://www.4shared.com/file/RpkpzIqh/NSE_stocks_Weekly_-_EMA_test_r.html

Monthly

http://www.4shared.com/file/IL-Sz_xx/NSE_stocks_Monthly_-_EMA_test_.html

Good luck...:cheers:

 

[mangup]

I am not getting the "Report" as u shown in excel file. I think some setting error from my side.

I think u have given the reports for NSE Stocks instead of NSE Futures.

 

[amsin21]

I am not getting the "Report" as u shown in excel file. I think some setting error from my side.

I think u have given the reports for NSE Stocks instead of NSE Futures.

Yes the results are for NSE scrips not futures. You need to use the AFL for futures and backtester settings for futures listed in the first post. Change the Periodicity to weekly, monthly, yearly to match the backtest you are doing. I don't have IEOD data for other intervals you mentioned.

 

[mangup]

I tried with the mentioned settings but how to get the reports as mentioned in the excel file?

 

[amsin21]

I tried with the mentioned settings but how to get the reports as mentioned in the excel file?

Happy Gandhi Jayanthi ...

Are you able to run the backtest in Ami?

File > New > Analysis

Follow the sequence in the below image

Paste it in excel and do your analysis.

Good luck...

 

[mangup]

I am having AB 5.40. & getting the results as pasted in below pic.

http://i.imgur.com/Xb4OP.png

 

[amsin21]

I am having AB 5.40. & getting the results as pasted in below pic.

http://i.imgur.com/Xb4OP.png

I think you have done exploration instead of backtest. Select backtest instead of explore. Please check and update.