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 Saturday, June 9, 2018

few days back i completed my algorithm which identifies buy and sell opportunity in #NIFTY index (made up of indian top 50 diversified stocks). results are looking too much promising. in past on such scenarios i have found some or the other mistakes and corrected them which takes back big promising gains, but this time i am not able to find any issue with what this model is doing, calculations, timings, process all checked and everything seems to be correct. with investment of 200K(position sizing is dynamic based on volatility multiplex ) Total Trades per day-> 0.69 Portfolio in K->375.0 (after slippage, brokerage, tax ) positive Trades ->158, negative Trades ->212 Profit% 62.78 Loss% 37.22 what kind of checks you would suggest me to try.


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