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Vandana Joshi

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    MIP 37 considers Market Trend Filter in Momentify for Rebalancing?
  • V Vandana Joshi

    Hi team,

    I observed that while backtesting on Rzone, if we don't select Market Trend Filter manually, it is somehow not considering it while simulating even if it is selected in the momentify strategy which I try to simulate. If i save it manually, it considers and gives a different result. Wanted to know where is the bug? Is it in linkage to the Rzone and only simulation is being affected or it also affects the rebalancing and basket creation in Momentify. If it is also affecting rebalancing and basket creation, please rectify the same. @Definedge @@Definedge-Experts


  • Variation in Result of MIP_37
  • V Vandana Joshi

    If you are getting different reults than what are there in the book, try selecting the market trend filter and saving it on Rzone itself. Don't just run the MIP 37 strategy from momentify. I have observed that if you run the MIP 37 Strategy directly into Rzone without saving the Market Filter on Rzone itself the results are different. So Select the momentify MIP 37 Strategy and manually save the market trend filter in Rzone to get better results. @Definedge @@Definedge-Experts please confirm.


  • Backtesting results varying massively from what's mentioned in the book.
  • V Vandana Joshi

    For Backtesting MIP 37, what I have realised is that it gives different results if you don't mandatorily select the Market Trend FIlter and save it on the Rzone app vs when you save it. So if you have saved a strategy on Momentify for MIP-37 and simply run it as it is on Rzone without saving the Market Trend Filter on Rzone (even if you have filled it on momentify), it gives different result vs if you select the MIP-37 Test strategy on Rzone, open the Market Trend Filter tab, save it, and then simulate it. I know this sounds weird but I have tested it thrice now and it gives different results. @Abhi-Trader @Harshal-Chokhawala @Alpha-Trader @Rajendra-Manke . Let me know if the same works for you. @@Definedge-Experts Please check the same.

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