Rajandran R Telecom Engineer turned Full-time Derivative Trader. Mostly Trading Nifty, Banknifty, USDINR and High Liquid Stock Derivatives. Trading the Markets Since 2006 onwards. Using Market Profile and Orderflow for more than a decade. Designed and published 100+ open source trading systems on various trading tools. Strongly believe that market understanding and robust trading frameworks are the key to the trading success. Writing about Markets, Trading System Design, Market Sentiment, Trading Softwares & Trading Nuances since 2007 onwards. Author of Marketcalls.in and Co-Creator of Algomojo (Algorithmic Trading Platform for DIY Traders)

Super Trend Backtest Report for 13th May – 18th May 2012

17 sec read

Check out the SuperTrend Backtest Performance for the period 1st May 2012 – 11th May 2012 with the parameters Multiplier = 2 and ATR = 11 for 5min period.
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Initial Parameters
Number of Lots Taken = 2lots(100 shares)
Trading Instrument = Nifty Futures
Timeframe = 5min
Initial Equity = Rs1,00,000
Backtest Period = 13th May 2012 – 18th May 2012
Buy/Cover Trade Delay = Next Bar Open
Sell/Short Trade Delay = Next Bar Open

Complete Super Trend Backtest Report for May 2012(13th May – 18th May)

Portfolio Growth for this week – 11.22%

Rajandran R Telecom Engineer turned Full-time Derivative Trader. Mostly Trading Nifty, Banknifty, USDINR and High Liquid Stock Derivatives. Trading the Markets Since 2006 onwards. Using Market Profile and Orderflow for more than a decade. Designed and published 100+ open source trading systems on various trading tools. Strongly believe that market understanding and robust trading frameworks are the key to the trading success. Writing about Markets, Trading System Design, Market Sentiment, Trading Softwares & Trading Nuances since 2007 onwards. Author of Marketcalls.in and Co-Creator of Algomojo (Algorithmic Trading Platform for DIY Traders)

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6 Replies to “Super Trend Backtest Report for 13th May – 18th…”

  1. Rajendra
    Good Performance of your code .keep posting such kind of ownest performance .
    Could you please let me know where I can get past 2 yr data in MCX segment to back test the code ?

  2. Hi Raj…..

    There is difference between your trades and and my trades shown in amibroker
    Please check and clarify my doubt

    Statistics | Charts | Trades | Formula | Settings | Symbols

    Trades

    Trade list Ticker Trade Entry Exit % change Profit Shares Pos. value Cum. profit # bars Profit/bar MAE/MFE Scale In/Out
    NIFTY-I Long 15-05-2012 09:35:00
    4902.75 15-05-2012 13:05:00
    4927.5 0.50% 3341.25
    0.50% 135 661871.25 3341.25 43 77.70 -0.19%
    0.94% 0/0
    NIFTY-I Short 15-05-2012 13:05:00
    4927.5 15-05-2012 13:25:00
    4950.05 0.46% -3134.45
    -0.46% 139 684922.50 206.80 5 -626.89 -0.55%
    0.13% 0/0
    NIFTY-I Long 15-05-2012 13:25:00
    4950.05 15-05-2012 13:50:00
    4929.1 -0.42% -2807.30
    -0.42% 134 663306.67 -2600.50 6 -467.88 -0.44%
    0.08% 0/0
    NIFTY-I Short 15-05-2012 13:50:00
    4929.1 15-05-2012 14:45:00
    4941.9 0.26% -1676.80
    -0.26% 131 645712.11 -4277.30 12 -139.73 -0.28%
    0.29% 0/0
    NIFTY-I Long 15-05-2012 14:45:00
    4941.9 16-05-2012 09:20:00
    4866 -1.54% -9791.10
    -1.54% 129 637505.09 -14068.40 11 -890.10 -1.56%
    0.24% 0/0
    NIFTY-I Short 16-05-2012 09:20:00
    4866 16-05-2012 12:35:00
    4851.8 -0.29% 1661.40
    0.29% 117 569322.00 -12407.00 40 41.53 -0.08%
    0.72% 0/0
    NIFTY-I Long 16-05-2012 12:35:00
    4851.8 16-05-2012 13:05:00
    4832.1 -0.41% -2364.00
    -0.41% 120 582215.98 -14771.00 7 -337.71 -0.41%
    0.04% 0/0
    NIFTY-I Short 16-05-2012 13:05:00
    4832.1 16-05-2012 13:45:00
    4848 0.33% -1860.30
    -0.33% 117 565355.71 -16631.30 9 -206.70 -0.44%
    0.10% 0/0
    NIFTY-I Long 16-05-2012 13:45:00
    4848 16-05-2012 15:20:00
    4850.5 0.05% 285.00
    0.05% 114 552672.00 -16346.30 20 14.25 -0.04%
    0.63% 0/0
    NIFTY-I Short 16-05-2012 15:20:00
    4850.5 17-05-2012 09:20:00
    4883.6 0.68% -3773.40
    -0.68% 114 552957.00 -20119.70 4 -943.35 -0.79%
    0.03% 0/0
    NIFTY-I Long 17-05-2012 09:20:00
    4883.6 17-05-2012 11:40:00
    4891.15 0.15% 822.95
    0.15% 109 532312.41 -19296.75 29 28.38 -0.04%
    0.57% 0/0
    NIFTY-I Short 17-05-2012 11:40:00
    4891.15 17-05-2012 14:30:00
    4864.2 -0.55% 2937.55
    0.55% 109 533135.34 -16359.20 35 83.93 -0.14%
    1.23% 0/0
    NIFTY-I Long 17-05-2012 14:30:00
    4864.2 17-05-2012 14:55:00
    4832 -0.66% -3670.80
    -0.66% 114 554518.82 -20030.00 6 -611.80 -0.70%
    0.02% 0/0
    NIFTY-I Short 17-05-2012 14:55:00
    4832 18-05-2012 11:40:00
    4791.25 -0.84% 4482.50
    0.84% 110 531520.00 -15547.50 37 121.15 -0.57%
    1.34% 0/0
    NIFTY-I Open Long 18-05-2012 11:40:00
    4791.25 18-05-2012 15:25:00
    4905 2.37% 13308.75
    2.37% 117 560576.25 -2238.75 47 283.16 -0.18%
    2.40% 0/0

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