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

[Tuna]

See now

Great. it works. Let see how much time it saves, Thanks for the help.

 

[copypasteaee]

Welcome bro.

 

[Tuna]

Awesome - optmization time is now 1 hour instead of 1 day.

 

[copypasteaee]

Awesome - optmization time is now 1 hour instead of 1 day.

Time keeps on reducing, some times it will start with 4 days and gradually will reduce and job done in 12-13 hours

 

[copypasteaee]

Can you give me data for crude? Don't want to trade it, just wanted to check robustness of my system.

 

[Tuna]

I have subscribed to Datafeed from this month. So have current month future data. Wait there was a post from Sikander in this thread with 5 minss data for past years

 

[Tuna]

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?

 

[Tuna]

Pura backtest ka report post kiya, delete ho gaya. Ho kya raha hey

 

[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

 

[Tuna]

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