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Cubt

Algo Trader
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
Hi,
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.
 
Hi,
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.
Sir, total points after deducting loss points and brokerage&taxes?
 

DSM

Well-Known Member
Ashu - Thanks for your post. They are quite informative. By any chance you are Ashu Dutt Ex Bloomberg? Kidding :)

Gold, Silver even I noted high volatility, and hence prefer to avoid trade. But looking to understand these precious metals so as to find a way to use these very aspects of volatility in our favor.

Suggest you open a separate thread on metals - Gold, Silver and Copper - as we already have one on Crude and NG. May be we can exchange ideas and gain more insight.

Good luck.


Yes I trade gold and silver, past months were nightmare for trading in gold and silver coz of unexpected volatility due to many factors which were hard to account in advance, but yes these moves could be easily traded with trading on price action. In other threads many members have asked how to trade this mismatch of international and domestic prices and I had only one answer - trade price action and forget everything.
Now interesting thing is that past volatility which was caused by many factors and the back-testing which many will do may not continue in future, so past is past we have to prepare for future.
Anyways there is always scope of improvement and we have to keep changing our strategies, no single winner system as per me.
 

ashu1234

Well-Known Member
Ashu - Thanks for your post. They are quite informative. By any chance you are Ashu Dutt Ex Bloomberg? Kidding :)

Gold, Silver even I noted high volatility, and hence prefer to avoid trade. But looking to understand these precious metals so as to find a way to use these very aspects of volatility in our favor.

Suggest you open a separate thread on metals - Gold, Silver and Copper - as we already have one on Crude and NG. May be we can exchange ideas and gain more insight.

Good luck.
Hi,
Lol I'm not Ashu dutt, but yes I do have the privilege of meeting him in person and learning few things about financial modelling and fundamental analysis(equity).
Opening new thread is good idea, had one thread about gold(comex) but I'm very bad sometimes in maintaining and updating my own threads due to time constraints. It would be nice idea if somebody opens up and we all drop our inputs there as and when time permits.
 

DSM

Well-Known Member
:) The question is who will bell the cat? MCX trading hours are long. I take a break, and am off screen for a few hours between NSE close and checking MCX charts later in the evening - that is after I am done with my evening walk, home obligations and a bath to start afresh.

Also, I trade commodities only if any trade looks meaty, else prefer to close shop earlier than MCX.

Re. Ashu Dutt, he was last inviting subscription to his research reports and marketing books - I guess there is nothing in them that we have not read before. Hence, though cheap, and even considering its from AD himself, I did not order.

Anyway, cheers and have a great weekend.

Hi,
Lol I'm not Ashu dutt, but yes I do have the privilege of meeting him in person and learning few things about financial modelling and fundamental analysis(equity).
Opening new thread is good idea, had one thread about gold(comex) but I'm very bad sometimes in maintaining and updating my own threads due to time constraints. It would be nice idea if somebody opens up and we all drop our inputs there as and when time permits.
 
Yeah, thats the total points after deducting loss but brokerage n other charges not calculated
Thank u so much sir, as we all know now to trade in mcx crude we need atleast 1.5lakhs.. But for nifty futures approx 70 thousand rupees may be enough, so small traders like me trade using vinoth afl for nifty future is good and profitable? I like 15 min time frame.. Earning Approx 10 thousand per month possible? Sir, u r trading in nifty also, thats y im asking u sir.. A clear answer from u can make me to re-enter in trading..
 

Cubt

Algo Trader
Thank u so much sir, as we all know now to trade in mcx crude we need atleast 1.5lakhs.. But for nifty futures approx 70 thousand rupees may be enough, so small traders like me trade using vinoth afl for nifty future is good and profitable? I like 15 min time frame.. Earning Approx 10 thousand per month possible? Sir, u r trading in nifty also, thats y im asking u sir.. A clear answer from u can make me to re-enter in trading..
Yes, 10k per month with 2 lots is very much possible. I have been trading with same system in nifty, am able to make profit n good thing is when there is a gap up/down we will be already in the trade with direction of gaps, there by we r in profits when there is a gap.

I have completed back testing with 2008 to 2011 data, these are the best years to backtest since we seen a major crash, many gapup, downs. All time frames are profitable.

Maximum continues loss in 5 mins TF is 1000 points, in 15 mins TF 600 points.
If u r planning to trade with 2 lots, have 200000 or 120000 as buffer capital n start trading. Or else start with 1 lot n have 50000 as buffer capital.

So for u I would suggest, start with one lot in 75000. Am sure you will end up in profits in the long run.
 

rajsumi121

Well-Known Member
Yes, 10k per month with 2 lots is very much possible. I have been trading with same system in nifty, am able to make profit n good thing is when there is a gap up/down we will be already in the trade with direction of gaps, there by we r in profits when there is a gap.

I have completed back testing with 2008 to 2011 data, these are the best years to backtest since we seen a major crash, many gapup, downs. All time frames are profitable.

Maximum continues loss in 5 mins TF is 1000 points, in 15 mins TF 600 points.
If u r planning to trade with 2 lots, have 200000 or 120000 as buffer capital n start trading. Or else start with 1 lot n have 50000 as buffer capital.

So for u I would suggest, start with one lot in 75000. Am sure you will end up in profits in the long run.
R u talking about super trend ???
 
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