Rajandran R Founder of Marketcalls and Co-Founder Algomojo. Full-Time Derivative Trader. Expert in Designing Trading Systems (Amibroker, Ninjatrader, Metatrader, Python, Pinescript). Trading the markets since 2006. Mentoring Traders on Trading System Designing, Market Profile, Orderflow and Trade Automation.

Supertrend Backtest report for August Nifty future Series from 27th July 2012 to till date

39 sec read

Supertrend Report from 27th July 2012 to 30th Aug 2012 for 5min August Nifty futures with 2 Lots(100 Shares). And This report doesn’t involves partial profit booking and the result may vary if you are doing partial profit booking at target lines. And this report doesn’t involves Decisions based on iTrend Ribbon.

 
Portfolio Growth for this series to till date: -0.14 %

Initial Parameters
Number of Lots Taken = 2lots(100 shares)
Trading Instrument = Nifty Futures
Timeframe = 5min
Initial Equity = Rs2,00,000
Backtest Period = 27th July 2012 – 30th Aug 2012
Buy/Cover Trade Delay = Next Bar Open
Sell/Short Trade Delay = Next Bar Open
-Brokerage of Rs 100/leg/trade included. So total brokerage is Rs 200/Trade for both the legs.
Results

Losses after commission – Rs 280/-
% Loss – -0.14%
Winning ratio – 32.65%
No of Consecutive loss Trades – 8
Losses occured due to consecutive losses – Rs -22825
Larges loss in a single trade – Rs 2785
No of Consecutive Winning Trades – 3

Net Loss Points in August Nifty Futures for this month till date – 2.8 points/Lot

Access the Complete Backtest Report here from 27th July 2012 to 24th August

Rajandran R Founder of Marketcalls and Co-Founder Algomojo. Full-Time Derivative Trader. Expert in Designing Trading Systems (Amibroker, Ninjatrader, Metatrader, Python, Pinescript). Trading the markets since 2006. Mentoring Traders on Trading System Designing, Market Profile, Orderflow and Trade Automation.

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14 Replies to “Supertrend Backtest report for August Nifty future Series from…”

  1. I think you have small error of writing as 27th July. Instead, it should be 27th Jun to 27th July or is it 27th July date only?

  2. @GM Rao

    Its 27th July – 27th July only. Just backtested August Nifty series on 27th july only. i,e for one day only.
    The same report will be keep on updated every week after market hours on friday till the end of this expiry.

  3. I am a new comer to the stock market. Before I start, I would like to learn about stock market and its trade in various segments and easy and understandable way of trading. Since I am a retired person , I am not very comfortable with computer also. Any I can operate cimputer easily but dont understand complicated systems.
    Can you please guide me in the matter. I shall be thankful.

    MMY

  4. Hi Rajandran,

    I have bought 1 min data of nifty futures for the past 2 years, I need to do backtesting on 5 min time frame,but in amibroker the supertrend afl also doesnt work for me. Can you please show me how to setup the amibroker settings for IEOD backtesting ( plzzz I need this, a video will be best). Your help will be very very very much appreciated.

    P.S. Backtesting works fine on eod data for scrips.

    Many Thanks,
    Purusharth

    1. @Purusharth

      Supertrend AFL code currently supports only 5.4 version and above. If you are using lower version then it may or may not support.
      To Backtest futures data i will be sharing the educational video very soon.

  5. Thanks very much for the reply.I am looking forward for your video post.

  6. i tried but getting various indicators shows different results, unable to confirm which one ur following sir

  7. Thanks a lot Rajandran Sir for telling way to find supertrend indicator for mt4.
    regards,
    solanki

  8. Hello Ranjan Sir,
    I am having ami 5.20 and data vendor is from shareguru server.
    I backtest the super trend from the period 27 july 2012-10th aug2012 and its giving me the profit of 70 points.
    and if i backtest till today i.e 17/08/2012 its in profit of 129 points.

    Can’t understand why theres so much differen in the backtes btwn yours and mine.?

  9. Dear Mr. Rajendra,

    I want to write a AFL but don’t know how to do it please help.
    My condition is when close EMA 5 cross Open EMA 6 from top then sell and if cross from bottom then buy but closing price should be above EMA 20 and EMA 20 should above EMA 50 and EMA 50 should above 100.

    please help

    Regards,
    chandrakant

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