Price Action for a million: Points to ponder for testing

1) Backtest
2) Walk-forward test
3) Optimization
4) Pyramiding/Scaling (sigScalein/sigScaleout)
5) Commissions
6)

Running total for a million before commissions (Effective 23rd Aug 2009)

Initial Capital = Rs. 2 Lakhs ( Margin Rs.2 Lakhs)
Playing amount = Rs. 4 Lakhs
Max risk per trade = Rs.600
Max risk per day = Rs.2400 ( 4 losses )

Profit/Loss till date = -Rs.4856

Trading sessions = 53

Max drawdown till date = -Rs.12791

Sanuk Profit trades/Sample Size = 21/45
Success Rate = 46.7%
(Stopped Wave 3 trading and using AHG from 14th Sep 2009)

Anek Profit trades/Sample Size = 8/24
Success Rate = 33%

Nifty PriceActionBias trades/Sample Size = 5/10
Success Rate = 50%

(Started Sanuk+3bar Fractals from 01 Oct 2009)
Sanuk+3barFractals Profit trades/Sample Size = 1/1
Success Rate = 100%

(Started PA Trading from 5th Oct 2009)
PA trades/Sample Size = 44/70 (8 BE) (4 Open Long)
Success Rate = 62.8%

Longs = 5/10 ( 2 open) (2BE)

Longs Profit = 4248-4960-7712-2960+7574 = -Rs.3810

Wanted to enter long but lost -360, entered at lower level for a positional delivery. Didn't count in success rate but included in total profit.

Price Action for a million

Friday, July 2, 2010

Points to ponder for testing

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