Recently developed a Trading System

[umeshmandal]

Time Frame : 5 Minutes
Slippage and Brokerage Included in the Trading System

Subtract the Selling Price with Buying Price and Multiply with The Lot Size
You can see the Difference
And that is the Slippage and Brokerage

Okay! Thats good ! Is it possible to post the excel sheet so to better understand the calculations.

When and why was traded qty increased to 75? After accumulating profit?

Yes, it looks awesome!

 

[jagankris]

Time Frame : 5 Minutes
Slippage and Brokerage Included in the Trading System

Subtract the Selling Price with Buying Price and Multiply with The Lot Size
You can see the Difference
And that is the Slippage and Brokerage

subtract selling price and buying price and multiplying with lot size just gives profit or loss per trade.

Transaction costs is 1.64 points per round trade - so in this case approximately 10500 rs.(In case of flat broker - and stamp duty depending upon the state).
Slippage is the practical loss in points which we incur during trade execution and the calculated.May be 1 or 2 points per trade.
6500 rs if 1 and 13000 rs if 2 points.
Also not sure if premium/discount of the futures during expiry rollover is taken in to consideration.
(I presumed to the trade size to be 50).

 

[autotrade]

Okay! Thats good ! Is it possible to post the excel sheet so to better understand the calculations.

When and why was traded qty increased to 75? After accumulating profit?

Yes, it looks awesome!

Yes Lot Size Increases and Decreases Depending upon the Profit and Loss with Position Sizing Used in the Strategy

Excel is Here

http://www.2shared.com/file/wr8k6h09/nf_online.html

 

[ANBE SHIVAM]

Dear autotrade
congrats for ur trading system.I use same amibroker but old version.I instaled trial version of Amibroker 5.9,if u dont mind can u send me the brokey.dll file for making my software a registered version.If have a cracked amibroker will you provide me the details for getting.

thanks and regards

 

[umeshmandal]

Yes Lot Size Increases and Decreases Depending upon the Profit and Loss with Position Sizing Used in the Strategy

Excel is Here

http://www.2shared.com/file/wr8k6h09/nf_online.html

Not the same trades in this excel! Did you use some other Time frame or some other system to get this NEW analysis as per Excel sheet?

 

[suri112000]

These types of extra ordinary results are possible with AFLs when

1. buy/sell signals repaint
2. the actual trading prices are altered.
3. loss making trades are omitted from the final result.

Check all of them in live markets.

 

[kainiteh]

Hi,
Your trading system using Heikin Ashi candle which are candle drive from previous open and close which creating smooth trend display...

Calculating the Modified Bars
Normal candlestick charts are composed of a series of open-high-low-close (OHLC) bars set apart by a time series. The Heikin-Ashi technique uses a modified formula:
xClose = (Open+High+Low+Close)/4
Average price of the current bar
xOpen = [xOpen(Previous Bar) + Close(Previous Bar)]/2
Midpoint of the previous bar
xHigh = Max(High, xOpen, xClose)
Highest value in the set
xLow = Min(Low, xOpen, xClose)
Lowest value in the set

Most of your buy or sell signal in AFL is based on Closing price, Thus your system referring only modified close price of Heikin Ashi not actual price

your system may results at its best since most of whipsaw have been eliminated in modified candle i.e., Heikin Ashi, Try to run same system in the Japanese candle stick your result may vary drastically...

Study link: http://www.investopedia.com/articles/technical/04/092204.asp

 

[pankajpari]

Hi Autotrade,
I had faced a similar problem earlier...... My Heikin Ashi system gave marvelous jaw-dropping results till I realised that instead of using the following :

BuyPrice = ValueWhen(Buy,Close);
SellPrice - ValueWhen(Sell,Close);

ShortPrice = ValueWhen(Short,Close);
CoverPrice = ValueWhen(Cover,Close);

I had used the below code (Heikin Ashi Close instead of the normal Close) :

BuyPrice = ValueWhen(Buy,HaClose);
SellPrice - ValueWhen(Sell,HaClose);

ShortPrice = ValueWhen(Short,HaClose);
CoverPrice = ValueWhen(Cover,HaClose);

Check it out.....

Regards