(MCX Comedy..Errr. Commodity) - How to Fake your Trade

[copypasteaee]

Funny part, we winate < 35%. Tried my level best , any further improvement, making negative impact on the RR and throughput. So left it.

That's characteristic of typical trend following system. Very good numbers btw.

 

[sikandar]

Another Crude Short worth 80 points given away (disc') due to non-readiness of Mech system for shorting. Dub maro.

Babu Rao: Deva Deva Deva , ye chuchundar ko mechnical system ka idea diya kisne, mere ko uska address de.

nah he removed the link I guess or it expired may be.

@sikandar : Bro the dropbox link for that 5min data on crude is not working. Will you plz share it once more?

here you go
https://www.dropbox.com/home?d=1&preview=CRUDEOILM-IM.txt

 

[Tuna]

here you go
https://www.dropbox.com/home?d=1&preview=CRUDEOILM-IM.txt

Bhai nahi ho raha. Plz check if the permission is public or private. Could plz do a favour, put it in a zip and mail it to [email protected]

 

[sikandar]

Bhai nahi ho raha. Plz check if the permission is public or private. Could plz do a favour, put it in a zip and mail it to [email protected]

ok sent.check your mail

 

[Tuna]

Ok, one more time. Post Optmization system result, size this time proportional (like in real)

Trade Setup

Only Long

Entry

Trending breakout + Established trend on pullback

TF
15 mins

Duration of BT

2013 till date

Starting Cap
1 Lakh

Ending Cap
12 L Approx

All Trades

https://drive.google.com/open?id=0B5QWq_YHX42NTmoxd1Fwb1NXZWc

Cumulative Profit Curve

BackTesting Report

https://drive.google.com/open?id=0B5QWq_YHX42Na1AyNm1ycFpWdUk


Max System Drawdown
20% approx

Monte Carlo Matrix

Monte Carlo All Details

https://drive.google.com/open?id=0B5QWq_YHX42NVVFSVFVnNVNSa0k

Ok Guys. This is what we got in Crude Oil, same system with changed param to adjusted TF and ATRs.


Trade Setup

Only Long

Entry

Trending breakout + Established trend on pullback

TF
1 Hour

Duration of BT

2015 Aug Till Date

Starting Cap
1 Lakh

Ending Cap
8L + with very conservative position sizing

All Trades

https://drive.google.com/open?id=0B5QWq_YHX42NUlkwNjBUZEduT2M


Cumulative Profit Curve

BackTesting Report

https://drive.google.com/open?id=0B5QWq_YHX42NUlkwNjBUZEduT2M


Max System Drawdown
25% approx

Monte Carlo Matrix

Monte Carlo Report

https://drive.google.com/open?id=0B5QWq_YHX42NazRXQmZzTjdOaW8


All my effort in building mechanical short (with worthwhile profit-making) - failed. May be the way I take a long trade, I have a clear picture in mind, so could code it. but the number of permutation and combination that happens when I am taking to short, it is just becoming too difficult to convert it into a mechanical system. There is no point having a mechanical short which return CAR of 10, we can keep the money in FD. Taking a break, last 5-6 days was hectic at AmiB. Will think over the shorting idea with a fresh mind.

 

[nirav_j]

hey guys, saw a 'comment' on investing.com about some US holiday resulting in not much trading post 2pm IST ..

is this correct ? from what i recollect, trading almost stops much later, incase of a US holiday .. not around 2pm IST ..

 

[nirav_j]

checked, 9th october is columbus day.. however as per this, its normal market for commodities.

http://www.cmegroup.com/tools-information/holiday-calendar.html#tradingFloors

 

[varunkochhar]

Bhatije any trades or just collecting statistics.

 

[Tuna]

No trades yet. Statistics collection is done. It is time to call blind shots, when its time

Trade frequency less than 5 trades a month. So will be silent most of the time. Will be taking only Longs. TF remains unchanged to 1 Hour

https://drive.google.com/open?id=0B5QWq_YHX42NUC1DTkd1bW1FdjQ

 

[Tuna]

Frequency will increase a bit, the day I finished setting up the short system. Age jo hoga Ramji jane. I dont have to even see my charts (I mean it). Mobile pe SMS ayega, then only see if signal was indeed generated.

Baas wo bechara laptop ko chalna padega raat din. Marne do, mera kya jata hey.