another profitable trading system

[tsunamizawa]

here is a backtesk test with Amibroker 5.50, market S&P, period 2010 - 2014.

backtest at least must meet these conditions :

Max. system % drawdown - bad: dd worse than -30%, neutral: dd between
-30 and -10%, good - -10% to 0%
CAR/MaxDD, RAR/MaxDD - bad < 1, neutral between 1 and 2, good > 2


uploading images

 

[tsunamizawa]

open long position eod nov 24

 

[tsunamizawa]

backtesting S&P stocks 2008 - 2014

7 years backtesting reports.

http://www.mediafire.com/download/vrmv2vx42t18utm/Backtest_Report_snp_2008.mht
http://www.mediafire.com/download/q6ue2333rsehiva/Backtest_Report_snp_2009.mht
http://www.mediafire.com/download/b4tb55g88ba75mx/Backtest_Report_snp_2010.mht
http://www.mediafire.com/download/81fyz1xgbs29t1c/Backtest_Report_snp_2011.mht
http://www.mediafire.com/download/k421dwk9v1k4q12/Backtest_Report_snp_2012.mht
http://www.mediafire.com/download/a4861f6q78ikfd2/Backtest_Report_snp_2013.mht
http://www.mediafire.com/download/ncnhmsw5mjm49mj/Backtest_Report_snp_2014.mht

 

[Hittfeld]

So where is the .afl? Just for educational purposes.

Regards

 

[tsunamizawa]

setting trade with buy at open sell at open

data source EOD yahoofinance 2010 - 2014
Amibroker 5.50
initial equity 1 million
maxopenposition 20
positionsize 10
no position score
no optimize
no future code
setting trade
buy at open
sell at open
stop 10%

http://www.mediafire.com/download/066vf2aheovz75d/R141_wsp_-_Backtest_Report_2010_snp.mht
http://www.mediafire.com/download/t27e4lf6dk59vg8/R141_wsp_-_Backtest_Report_2011_snp.mht
http://www.mediafire.com/download/qup462h52t4w64f/R141_wsp_-_Backtest_Report_2012_snp.mht
http://www.mediafire.com/download/z697bmkzn2d82b2/R141_wsp_-_Backtest_Report_2013_snp.mht
http://www.mediafire.com/download/nmynjevq33ngdnh/R141_wsp_-_Backtest_Report_2014_snp.mht

 

[wasteof]

AFL please.

wasteof

 

[tsunamizawa]

here is a backtesk test with Amibroker 5.50, NSE market , period 2010 - 2014.

 

[rpc]

here is a backtesk test with Amibroker 5.50, NSE market , period 2010 - 2014.

Great results.Truly unbeliveable. I never thought you could get such high win ratio with such a low system drawdown. Hope you are making good money using this system. My system gives less than 50 % winners with upto 30 % DD.

You have said "another profitable" system. What are the other systems you have. Pls post backtest results for those too.
Thanks

 

[tsunamizawa]

Great results.Truly unbeliveable. I never thought you could get such high win ratio with such a low system drawdown. Hope you are making good money using this system. My system gives less than 50 % winners with upto 30 % DD.

You have said "another profitable" system. What are the other systems you have. Pls post backtest results for those too.
Thanks

is it a good backtest result or bad ?
is backtesting not a part of technical analysis ?
why many traders not interested in backtesting ?

here is a screenshot for snp market 2010 - 2014

 

[rpc]

is it a good backtest result or bad ?
is backtesting not a part of technical analysis ?
why many traders not interested in backtesting ?

here is a screenshot for snp market 2010 - 2014

As I already said its a great backtest result. I have never come across such high success rate in many of systems I have backtested. Did you check it for repainting signals ?
You have said you have tested it on NSE is it spot or futures or portfolio backtest. Have you tried paper trading it ?