Search
× Search
Thursday, March 28, 2024

Archived Discussions

Recent member discussions

The Algorithmic Traders' Association prides itself on providing a forum for the publication and dissemination of its members' white papers, research, reflections, works in progress, and other contributions. Please Note that archive searches and some of our members' publications are reserved for members only, so please log in or sign up to gain the most from our members' contributions.

Checks needed before go-live

photo

 private private,

 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.


Print

Please login or register to post comments.

TRADING FUTURES AND OPTIONS INVOLVES SUBSTANTIAL RISK OF LOSS AND IS NOT SUITABLE FOR ALL INVESTORS
Terms Of UsePrivacy StatementCopyright 2018 Algorithmic Traders Association