Hi,
I want feedback on the results of my trading strategy. I have a custom .net program to simulate trades as per my strategy on intraday data. I need feedback because of the huge volume of trades generated, and whether the profit justifies these trades.
I am from India, and for 2011 and 2012 NSE India sotck market data, for 50 stocks that composite the NSE Index, here are the results [I have verified results manually as well for most of the trades]:
Total number of trades: 19,878
Total profit (after deducting brokerage & [email protected]% per trade): Rs. 18,53,508
Pls. note currency is Indian Rupees [Rs]
Max loss in a day: -18,839
Max profit in a day: 51,935
Month wise profit summary:
Lets keep aside the following facts for some time:
1. Ignore the capital required to trade for now.
2. Number of trades done per day vary from 10 to 40, and only one trade per stock
3. Whether to trade manual or some sort of automation is required is a different thing
4. Didn't take into account any slippages.
Please comment.
I want feedback on the results of my trading strategy. I have a custom .net program to simulate trades as per my strategy on intraday data. I need feedback because of the huge volume of trades generated, and whether the profit justifies these trades.
I am from India, and for 2011 and 2012 NSE India sotck market data, for 50 stocks that composite the NSE Index, here are the results [I have verified results manually as well for most of the trades]:
Total number of trades: 19,878
Total profit (after deducting brokerage & [email protected]% per trade): Rs. 18,53,508
Pls. note currency is Indian Rupees [Rs]
Max loss in a day: -18,839
Max profit in a day: 51,935
Month wise profit summary:
![IMG](/proxy.php?image=http%3A%2F%2Fi41.tinypic.com%2Fvfblh.png%5B%2FIMG&hash=336dbecf3f2d05c2434f8466a11e3af3)
Lets keep aside the following facts for some time:
1. Ignore the capital required to trade for now.
2. Number of trades done per day vary from 10 to 40, and only one trade per stock
3. Whether to trade manual or some sort of automation is required is a different thing
4. Didn't take into account any slippages.
Please comment.