Can you post the backtest results on 6 months. Number of trades, max drawdown, winning trades , loosing trades, points made by winning trades and points lost in loosing trades etc. Are you using sme AFL which you posted for backtests ? Standard parameters or some changed parameters ?
Thinking of starting commodities trading and hence these questions.
Smart_trade
Thinking of starting commodities trading and hence these questions.
Smart_trade
Just ignore the results, because of last few weeks high volatility the results were great, if u exclude that data then results r bad.
Max consistent loss is 102% for silver n 90% for gold..very bad.
Since I dont have more than 6 months data, could nt test further.
However I have intraday data for Nifty from 2008 to 2011. I have back tested it for Different time frames.
Results r good for 5, 10 and 15 mins.
5 mins
Total trades 1550
Total points 10500
10 mins
Total trades 750
Total points 9000
15 mina
Total trades 550
Total points 7000
In the long run, 5 mins makes more profits n on on average daily 2 trades r executed. Even if u roughly calculate brokerage n other charges as 100 per trade, still u will end up with huge profits in 5 mins time frame. Currently am trading on 15 mins TF, now thinking of shifting to 5 mins TF n automate my system to place orders as well.
I have network connectivity in my laptop, will upload the excel soon.