Strategy Outcome
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Jan-25 Commodity Strategy Outcome!!!
Key Learnings
- Psychology-Mastering Greed & Fear is must to materialize backtest results.
- Automation can help in improving Execution.
- Less is more, trade one but let it run.
- Risk: Reward should be more then 1:3 to sustain.
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Algo Trades-FAST Strategy 05-Feb-25
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Algo Trades-FAST Strategy 06-Feb-25
Long Equity Trades
Short Equity Trades
Long Commodity Trades
Short Commodity Trades
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Algo Trades-Intraday Momentum Trading Scanner Group with PDHL Filtering Criteria.
Hypothesis that, momentum of previous day will continue today, seems not working out.Only two Yesterday's Gainer continues to be Today's Top Gainer
None of Yesterday's Top Looser's continues to be Today's Top Looser's
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Algo: - Long Commodity Trades with 1% Trailing SL Condition
Algo: - Short Commodity Trades with 1% Trailing SL Condition
No Trades TriggeredAlgo: - Short Equity Trades with 1% Trailing SL Condition run on Intraday Momentum Investing Group
Algo: - Long Equity Trades with 1% Trailing SL Condition run on Intraday Momentum Investing Group
Algo: - Long Equity Trades with 1% Trailing SL Condition run on FAST Dynamic Group
Algo: - Short Equity Trades with 1% Trailing SL Condition run on FAST Dynamic Group
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wow that is so nice you gave me so many ideas to trade intraday, i was doing fast strategy with dtb/dts on .25%
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@Nishant-Paul Glad you found it useful. So, How do you trade intraday FAST manually? It would be great, If you can share your trade performance like win ratio, avg. time in a trade, avg. Risk: Reward, no. of trades, max. open positions etc.
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@Shobhit Acharya I recently
started fast from 21 jan and was profitable till 26 Jan now all the profit are gone currently in overall loss I only take 5 trade per day sometime by the time I calculate my position sizing the stock runs away I use dtb and trail to cost when it reachs 1:1 and let it ride sometime it give 1:3 or 4 sometime cost to cost. Still figuring things out. -
I was thinking what if we short we short& long as soon the stock appear on intraday momentum trading. 5 stock long & 5 stock short and covering it EOD what are your views or any recommendations
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Thanks @Nishant-Paul for sharing your experience. With my limited experience of back testing and actual trades, I feel automation can help in short term trading and having a fixed profit target helps to accumulate some profit cushion for losing streak of trades and slippages. The Odds of riding a trade on Intraday basis are on a lower side. I can't recommend as we are on the same journey of exploring & learning from our own experience.
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System Conditions: -
Entry :- Renko 0.15 1-min D-Smart 10 or 20 Price Crossover or One Back above D-Smart 20
Exit :- Below D-Smart 40
Universe :- Fusion Matrix output on default Box Sizes and Filtered by Total Performance Above Zero for Bullish/Bearish.Exit based on D-Smart 40 Trailing SL (CNC)
Exit with a Fixed Target of 1% (CNC)
Entry Improved using Trend Filter as D-Smart 28 & Exit based on D-Smart 28 Trailing SL (CNC)
Entry Improved using Trend Filter as D-Smart 28 & Exit based on D-Smart 28 Trailing SL (Intraday-3:00 P.M)
Entry Improved using Trend Filter as D-Smart 28 & Exit based on D-Smart 28 Trailing SL and 1% Target (Intraday-3:00 P.M)
Entry Improved using Trend Filter as D-Smart 28 & Exit based on D-Smart 28 Trailing SL (Intraday)-Run on FAST Stocks
Entry Improved using Trend Filter as D-Smart 28 & Exit based on D-Smart 28 Trailing SL (Intraday)-Run on FAST Bullish Stocks Universe
Portfolio Back testing Report with Max. Open Positions 5, results are better for lesser No of Positions.
Entry Improved using Trend Filter as D-Smart 28 & Exit based on D-Smart 28 Trailing SL & 1% Target (Intraday-3:00 P.M)-Run on FAST Bullish Stocks Universe
Portfolio Back testing Report with Max. Open Positions 5, results are better for lesser No of Positions.
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Nice I will look into it and reply with my conceptual understanding.
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Renko Intraday Systems Short Conditions: -
*** Entry :- Renko 0.15 1-min D-Smart 10 or 20 Price Crossover or One Back below D- Smart 10
Exit :- Above D-Smart 28
Universe :- FAST Bearish**-
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Portfolio Simulator with Max. Open Positions 5
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With 1% Target and Time Stop at 3:00 P.M
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Portfolio Simulator with Max. Open Positions 5
*** Entry :- Renko 0.15 1-min D-Smart 10 or 20 Price Crossover or One Back below D- Smart 10
Exit :- Above D-Smart 28
Universe :- Fusion Matrix output on default Box Sizes and Filtered by Total Performance Below Zero for Bearish.***-
CNC
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With Time Stop at 3:00 P.M
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P&F CNC Long System Conditions: -
*** Entry:- P&F 0.15 1-min Price above D-Smart 6, DTB, With less then 6 Box Risk
Exit :- DBS
Universe :- Fusion Matrix output on default Box Sizes and Filtered by Total Performance above Zero for Bullish**P&F ITD Long System Conditions: -
*** Entry:- P&F 0.15 1-min Price above D-Smart 6, DTB, With less then 6 Box Risk
Exit :- DBS or Time Stop 3:00 P.M
Universe :- Fusion Matrix output on default Box Sizes and Filtered by Total Performance above Zero for Bullish**P&F ITD Long System Conditions: -
*** Entry:- P&F 0.15 1-min Price above D-Smart 6, DTB, With less then 6 Box Risk
Exit :- DBS
Universe :- FAST Bullish**P&F ITD Long System Conditions: -
*** Entry:- P&F 0.15 1-min Price above D-Smart 6, DTB, With less then 6 Box Risk
Exit :- DBS or Time Stop 03:00 P.M or 1% Target
Universe :- FAST Bullish** -
Renko EQT Long
Entry :- D-Smart Crossover
Exit :- D-Smart 28 WL or 1% Target
Renko EQT Short
Entry :- D-Smart Crossover
Exit :- D-Smart 28 WL or 1% Target
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ATE EQT LONG Strategy ID
ATE EQT SHORT Strategy ID
ATE CMD LONG Strategy ID
ATE CMD SHORT Strategy ID
/g/personal/shobhit_acharya_ncrtc_in/EQGKbdVtuphIlOXWOGSZ5PYB8vHFS2wdpYp_glbs_SFwBw?e=mSWIeu
