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 from 21st May – 25th May 2012

16 sec read

Check out the SuperTrend Backtest Performance for the period 21st May 2012 – 25th May 2012 with the parameters Multiplier = 2 and ATR = 11 for 5min period.

Initial Parameters
Number of Lots Taken = 2lots(100 shares)
Trading Instrument = Nifty Futures
Timeframe = 5min
Initial Equity = Rs1,00,000
Backtest Period = 21st May 2012 – 25th May 2012
Buy/Cover Trade Delay = Next Bar Open
Sell/Short Trade Delay = Next Bar Open

Super Trend Backtest Report from 21st May – 25th May 2012

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Portfolio Growth for this Week : 3.84%

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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8 Replies to “Super Trend Backtest Report from 21st May – 25th…”

  1. How does a 20 point Stop Loss and an 20 Point Target work for Intraday, maybe if you could backtest it
    and see if that is a viable trading Intraday System

  2. @Devansh :

    If you are going to trade with 20pt stop loss and an 20 point target you risk reward ratio is 1:1.
    Since your trading system accuracy is less than 50%. You will be loosing very slowly if you are going to adapt this style of trading at the end.

  3. Raj .As per nifty future graph there are total 3 trades (buy and sell ) signal generated on 25th of may .But in trade details report shows one long position open on 24 th and still it open .Could you please correct these Discerbency.

  4. sir good work but i have some doubt can u plz write the entry price and exit price that u wrote that u traded 6 (3for buy and 3for short) so that i can undrstnd

  5. @Dinesh,

    There is a problem with the report itself. Not showing correct results when iam trying to do the backtest.
    Analysing the cause. still confused

  6. Dear Mr.Rajendran,

    At the outset my heartiest wishes for your wonderful service. Today I had happened to see the live 5-min Stock charts based on the super trend AFL and its good. But in your earlier post I saw that the NIFTY Super Trend AFL wont work for the Stocks. So, can you please publish the Stock Super Trend AFL for the benefit of users.

    Once again I appreciate your hard work.

    Regards
    Siva

  7. Deer Rajandran,

    I appreciate your hard work & sincere dedication to help others. Keep up the good work.

    May Almighty shower all his blessings to you & your family.

    Keep smiling always.

    Thanks & Regards,
    Ram Prakash

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