Does the backtesting not take into account the composite weighted rankings. I am getting similar backtested results even after taking different weights for different ranking periods. It is only taking default weight as 1.
Shubham Mishra
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Now we also have the momentum trading engine so the questions remains the same that how will the demat identify which stocks belongs to which strategy as there is no such feature yet I think..The real P&L will get messed up if there will be common stocks across different strategies..Requesting @Definedge to clarify on this aspect.
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The option to top up investment in momentify portfolio was enabled recently but that option is missing now. Please check the issue
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Hi Team,
I have been using Momentify to backtest and run momentum strategies, and I’m planning to go live with two strategies simultaneously — one on the BSE Smallcap Index and another on the Nifty 500 Index.
Since both strategies will be executed through the same Definedge demat account, I’m concerned about potential conflicts due to overlapping stocks between the two strategies given that Indian markets follow the FIFO (First-In, First-Out) principle for taxation and trade settlement.
Or I have to select two completely different universe so that overlapping doesn't happen.
Thanks
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Above is the backtesting results without applying Radar Filter Conditions
Now this is the result after applying Radar Filter. The backtesting results are the same in both. Please check at your end
Thank you
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The issue is resolved now..Thanks Sir
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I have ticked the price threshold to be above 50 but in simulator it is selecting stocks like LLOYDSENGG, TRIDENT whose price was below 50 at that time. I have checked there was no splits/bonus around that time.
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@Prashant-Shah Sir During backtesting despite selecting the condition that price should be above a threshold the simulator is still including stocks which are below the selected threshold. Please check this issue.
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