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)

Supertrend Backtest report for July Nifty future Series from 29th June 2012 till date

36 sec read

Supertrend Report from 29th June 2012 to 26th July 2012 for 5min 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.
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Portfolio Growth for this month till date: 6.11 %

Initial Parameters
Number of Lots Taken = 2lots(100 shares)
Trading Instrument = Nifty Futures
Timeframe = 5min
Initial Equity = Rs2,00,000
Backtest Period = 29th June 2012 – 26th July 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

Profits after commission – Rs 560.00
% Profit – 6.11%
Winning ratio – 40.63%
No of Consecutive loss Trades – 7
Losses occured due to consecutive 7 losses – Rs -18095.00
Larges loss in a single trade – Rs 3160.00
No of Consecutive Winning Trades – 3

Net Profit Points in July Nifty Futures for this month till date – 122.15 points/Lot

Access the Complete Backtest Report here from 29th June 2012 to 26th July

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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21 Replies to “Supertrend Backtest report for July Nifty future Series from…”

  1. Raj.You need not worry about others comment .Profit and loss are the part of trading .Any trading system can’t give you 100% profit and last week mkt was sideways .Please keep doing good work as uswal .Many new learner like me are benifeted from your trading system .Every week you are posting return ownstly which is important .keep doing it

  2. Raj,
    I hope you are testing with all time frames and a combination of at least 3 indicators. You need to remember that the cliche Trend is our friend has been there for a reason. Tune the indicators to give signals into the trend and not against it. Hope this helps, if you are looking for help.

    Stay alert……

    1. @Avi

      The Trading system used here is trend trading type and it will never loves to trade against the trend.

      @Dinesh

      Its a long term game. So even 9-12 Continous less are even possible with minimum amount of losses. Iam just in a way of improving the trading system by reducing it further.

  3. Raj,
    First of all thanks for ur excellent job. As Nifty fut also please upload the SuperTrend Backtest Performance for Bank nifty.

  4. Can you please guide how to set an sms/email alert whenever a buy/sell signal is generated in supertrend in amibroker.

    Thanks in advance.

  5. GOOD ONE, I feel how about changing timeframe according to market type, so if trending market less timeframe and trading or consolidation market bigger timeframe. I think that we can see by backtesting of 3 timeframes in last 2 weeks…

  6. I have been following a similar chart for nifty successfully There is a definite way of controlling consecutive losses . I will share the secret with our beloved market calls family members after talking to dear Rajandran

  7. I came to know about this super trend from Mudraa website and found it very impressive. Thanks to Rajandran. Thanks also to market calls family members who are engaged in improving this system.

  8. Rajandran Sir,

    If possible post with 15 min SuperTrend. I think that gives better results. In short term as well as long term.

  9. Hi Rajendran
    How about combining two time frames? For example taking only short trades in 5 Minutes Super trend when there’s a sell signal in MACD Indicator of Daily time frame. In that way you’re always with the trend of the larger time frame.

  10. Hi Rajandran
    I tried manually checking the system with some modifications below :

    Buy at 10 points below the actual signal price.
    Short at 10 points above the actual signal price.
    Sell / Cover at the actual signal price.

    The buy / short is done with a 10 points favorable from the actual signal.
    The sell / cover is actually to exit the system so dont wait for a favorable 10 points!

    This seems to eliminate quite a bit of whipsaws (and losses!), and of course you also miss out on a few favorable trade. But overall the results appear encouraging.
    The current system – On a 5min, with 1 lot, 2 lot and 3 lots trading gave results of about 118 points, 110 points, 108 points respectively – approximately. After commissions the system returned, well almost nothing! For multiple lots, the system is that, enter all lots together, and, exit all remaining lots on stoploss, exit 1 lot on I target, exit another lot on II target – whichever occurs first! Sorry being cryptic, but I guess you get it.

    The idea behind the modification is that eliminating a lot of whipsaws – loss making trades at the cost of missing 1 or 2 profit making trades.

    Is it possible to make the modifications for a change like this in the system so that it can be tested automatically so that for longer periods it can be tested. In addition, this ’10 pt’ can be made a parameter so that it can be tweaked!
    RAMA D

  11. Dear Raj
    Just now i observed your Supertrend AFL on trading forum. Have you yourself posted it ???
    Don’t know whether it was posted with/ withoout your consent.
    Pls mail me if u want to know on which Forum it’s posted.

  12. Thanks Raj
    It’s posted on TraderSaintforum TODAY.
    I wanted to inform u if it was without ur consent.
    thx

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