Dear @Definedge team,

Currently, the Momentum Investing section in Definedge provides a Scanner / Template Condition tab, which helps a lot to directly check the strategies applied ,This feature is extremely useful for stock analysis and time saver

However, the Momentum Trading section does not have a similar tab, kindly provide it as early as possible

Thanks

In any startgy if you are selecting allocation: reinvestment

After a 5 year capial could be 60L, and position will be taken according to 60L, but SL calculation will be on base capital 20L, which is wrong and doen't give right results

SL amount: Buy rate x qty x SL %

if price closes below SL amount, stock should be exited

Dear team, @Definedge @@Definedge-Experts

I’ve been using the momentum trading feature and noticed that the Max SL (Stop Loss) parameter doesn’t seem to be functioning as expected.

After investigating further, I found that the system currently calculates the Max SL based on the base capital, whereas it ideally should be calculated based on the amount invested in a particular stock AFTER REINVESTEMENT

so capital should be updated after each trade but it's not, which seems minor bug and hence max sl is not working which can be serious issue if not resolved user can mis interprete data and start trading, so kidnly do the needful ASAP

Thanks!

This was really helpful, thanks Prashant sir

Hi Team @Definedge @@Definedge-Experts

I’ve been analyzing trade results generated from one of the backtesting systems and wanted to confirm is survivorship bias accounted for in the data feed used by RZONE?

Could you please clarify whether the historical database used in Definedge backtests includes delisted or suspended stocks, or it only contains currently listed symbols?

@@Definedge-Experts

200% positive years is not possibe, i have checked calcaultions here are the differences

CAGR: ~28.58% (vs site 27.60%)

Average Annual Return: ~34.69% (vs site ~101.47% )

Median Annual Return: ~24.12% (vs site ~24.98%)

Positive Years: ~87.5% (vs site 200%)

Dear Definedge Team,

While using RZone, I noticed that the backtest stops completely if there is even a momentary internet drop (ping loss for a second). This forces the user to restart the entire backtest from the beginning, which is time-consuming and frustrating, especially for longer backtests

Suggestion:
It would be very helpful if RZone could:

Auto-resume backtesting from the point where it stopped once the internet reconnects, instead of restarting from 0.

Provide a “resume from last checkpoint” option so users don’t lose progress due to a temporary disconnection

Thanks

I have copied MIP 12 and backtested as it's but results are not matching with what mentioned in book

Is there any way to get rolling return calculation of backtesting , in definedge platform? or do we need to export in excel and have to calcute there by ourselves ?

I have taken MIP 35 strategy as it's from sample strategy given in momentify platform, and kept all setting same as it's

but results are varing massively on what I got on platform vs what shown in book

Also it will help a lot if you add time it took to recover from drawdown

There must be confirmation popup message when closing backtest results, after waiting for 10-15 minutes for backtest, results appears and if close button pressed by mistake it immdetely closing results, now user have to run those backtest again, and it also takes computing power for you which is unnecessary, kindly do the needful, I have expereinced it multiple times so might be happening with many others as well

@Prashant Shah

Just got book delivered, and reading it non stop, feels like getting years of wisdom and knowledge in hours, thanks @Prashant-Shah for making it possible

Hi Team,

I’m writing to recommend adding Max Drawdown (Total P&L/NAV), to the performance dashboard, alongside the realised‑only Max DD currently shown. This captures the largest peak‑to‑trough fall in portfolio equity after mark‑to‑market and aligns with how professional reports evaluate downside risk.

I belive it's necessary reason being,

Industry reporting computes drawdowns from NAV/equity, which includes unrealised gains and losses via mark‑to‑market, so excluding them understates max risk which portfolio may face and investor/trader maybe not mentally prepare for this

I hope request will be considered

Thanks