Backtesting and Optimization to be pretty much essential step in trading strategy development. If the strategy is not performing well in the backtest results we can skip the system and move on to the next one. But if the backtest results are good then one should be extra cautious as most of the times backtesting your own Trading Strategy might give interesting results. However when comes to practical trading the scenario might be completely different and most of the times it results in a poor performance or lower than the expected backtest results.
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.
This video tutorial discusses about the settings involved in Backtesting Supertrend Strategy for Nifty futures using amibroker version 5.5. I tried to cover maximum in the 5min video make use of it.
Supertrend Report from 1st June 2012 to 28nd June 2012 for 5min Nifty futures with 2 Lots(100 Shares). Brokerages – Rs100/leg/trade included.
Super Trend Amibroker Backtest Report for 13th May – 18th May 2012