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.
Number of Lots Taken = 2lots(100 shares)
Trading Instrument = Nifty Futures
Timeframe = 5min
Initial Equity = Rs1,00,000
Backtest Period = 1st May 2012 – 11th May 2012
Buy/Cover Trade Delay = Next Bar Open
Sell/Short Trade Delay = Next Bar Open
Complete Super Trend Backtest Report for May 2012(1st May – 11th May
|Symbol||Trade||Date||Price||Ex. date||Ex. Price||Profit||% Profit||Shares||Cum. Profit|
|Nifty Futures||Short||5/2/2012 11:29:59 AM||5282.55||5/3/2012 12:44:59 PM||5224.3||5825||7.35%||100||5825|
|Nifty Futures||Long||5/3/2012 12:44:59 PM||5224.3||5/3/2012 1:59:59 PM||5214.75||-955||-1.22%||100||4870|
|Nifty Futures||Short||5/3/2012 1:59:59 PM||5214.75||5/7/2012 12:44:59 PM||5023.6||19115||24.44%||100||23985|
|Nifty Futures||Long||5/7/2012 12:44:59 PM||5023.6||5/8/2012 9:39:59 AM||5103.9||8030||10.66%||100||32015|
|Nifty Futures||Short||5/8/2012 9:39:59 AM||5103.9||5/8/2012 11:09:59 AM||5096.7||720||0.94%||100||32735|
|Nifty Futures||Long||5/8/2012 11:09:59 AM||5096.7||5/8/2012 12:09:59 PM||5090||-670||-0.88%||100||32065|
|Nifty Futures||Short||5/8/2012 12:09:59 PM||5090||5/9/2012 10:54:59 AM||5007.05||8295||10.86%||100||40360|
|Nifty Futures||Long||5/9/2012 10:54:59 AM||5007.05||5/9/2012 12:44:59 PM||4999||-805||-1.07%||100||39555|
|Nifty Futures||Short||5/9/2012 12:44:59 PM||4999||5/9/2012 1:29:59 PM||5002.35||-335||-0.45%||100||39220|
|Nifty Futures||Long||5/9/2012 1:29:59 PM||5002.35||5/9/2012 1:59:59 PM||4992.05||-1030||-1.37%||100||38190|
|Nifty Futures||Short||5/9/2012 1:59:59 PM||4992.05||5/9/2012 3:04:59 PM||4991.4||65||0.09%||100||38255|
|Nifty Futures||Long||5/9/2012 3:04:59 PM||4991.4||5/10/2012 1:04:59 PM||5024.6||3320||4.43%||100||41575|
|Nifty Futures||Short||5/10/2012 1:04:59 PM||5024.6||5/10/2012 2:44:59 PM||4985.2||3940||5.23%||100||45515|
|Nifty Futures||Long||5/10/2012 2:44:59 PM||4985.2||5/10/2012 3:09:59 PM||4948.15||-3705||-4.95%||100||41810|
|Nifty Futures||Short||5/10/2012 3:09:59 PM||4948.15||5/11/2012 1:29:59 PM||4927.35||2080||2.80%||100||43890|
|Nifty Futures||Long||5/11/2012 1:29:59 PM||4927.35||5/11/2012 2:39:59 PM||4944.7||1735||2.35%||100||45625|
|Nifty Futures||Open Short||5/11/2012 2:39:59 PM||4944.7||5/11/2012 3:29:59 PM||4929||1570||2.12%||100||47195|
26 Replies to “Super Trend Backtest Report for May 2012”
It’s Supeeeeeeeeeeeeerbbbbbbbbbbbbbbbbbbbbbb Rajanjeeee,
May God Bless U.
It’s amazing Rajanjee,
Absolutely Profit yielding Machine.
God Bless U.
Profit percent calculate on 1 lac , why sir, when we have to only 60000 for 2 lot nifty, then why not take percent on it.
I lakh is the portfolio size i prefer to use for nifty futures with 15% margin for standard analysis.
remember post past permance not necessarily the same of future performance try to understand the nature of the trading system understand the risk involved when some good trend is there yu are gonna gain else you gonna loose little
And also remember this trading system never works in matured markets like NASDAQ, DOWJONES, FOREX Markets as they are much more matured in terms of technology and the trading system used for trading.
could you please backtest it for month of march n april as during these 2 months (mkt was in sideways direction) and publish the result.
You can check the 3 years of backtest results here for Nifty Futures from 1st Jan 2010 to 25th March 2012
Hello Rajandran ji,
1st of all thank u 4 ur amazing work with new afl …as i use amibroker for charting 4r quite sum times . Now Bcoz of my busy work schedule m not able 2 peep in mkt hrs and m not able 2 catch mkt movements m planning 2 have auto trading software with good afl which wil do the work 4r me wen i m not in front of the system..
In this matter will u plz guide me regarding any software which wil b hlp full by doing its work on behalf of me!!! even i heard amibroker has one of a kind but it need auto trading afl if so wil u plz refer any afl or any company with good afl …
Uday Kumar Gupta
@Uday Kumar Gupta,
mailed you. Check your inbox
Dear Mr. Rajandran,
I’ve the same situation and query like Mr. Uday Kumar Gupta. Can u also pls advise me the same to my e-mail?
Thanks for yr co-operation in advance.
Soumen Seal // Kolkata
is thi for Supertrend ? OR optimised super trend ?
Hi Raj ,
How to connect a formula into backtest in analysis.
Please give steps to how to perform a backtest in amibroker.
can we write a simple formula into the backtest itself or have to connect the dot afl/dot txt file in selected chart.
hi raj could you please forward the same mail which you have sent to uday kumar gupta…thanks
That’s very good initiative you have posted backtest result. Can u post weekly backtest result so that we can compare our trades. What is the best parameter for Banknifty?
Yes Iam planning to post every week.
please forward the same mail to me also
parameters Multiplier = 2 and ATR = 11 for 5min period.
above parameters are backtest parameters or do we need to change anything in afl
Above are backtest parameters. And Multiplier = 2 and ATR= 11 is optimized parameters for Nifty Future 5 min charts
Do u have an ALF for Metastock RMO ATM for ammibroker?
If you have the formula then i can provide you the solution.
ur Supertrend system is very good AFL it’swork will. but i use Spot Nifty data 5 min chart so this system give me same result. Pls tell me abt stoploss .
And we do auto trading with this system so pls forword afl for auto trading. mail me…
keep up with good work…
facing problem in setting up this super trend sustem on my amibroker version 5.2
Ram you can download the AFL code from here. Which supports amibroker 5.2 too but with limited funtionalities.
Good system, Thanks. I have a question about the results. why is there difference between % change and % profit? I am not doubting the system but just am not able to understand this.
Thanks in advance,
%change is for the day and % profit is for the trade.
A cut and paste trading system should not be claim as “one of the most intelligent blog in the world.” Supertrend is not yours. It belongs to someone else. The person who initiate the system has already run before you start coding your Amibroker platform.
Iam no were claiming that supertrend is my trading system. I coded for amibroker and coverted the mql4 to afl coding and the relevant credits in the relevant pages. And the work what i had done is not a copy paste work.