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Vivek Sharma-1748946738164V

Vivek Kumar

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Recent Best Controversial

    Questions - Momentify Webinar
  • Vivek Kumar

    Dear Sir,

    I do not know why but Chat option was not enabled for me, I even tried using other devices.
    Please clarify the below mentioned points w.r.t. MIP
    Question 1. As backtest is based on Buying and Selling at Closing Price which is not that practical in real life. So what methodology do you suggest to keep our Buying Price as much as possibiel nearer to Closing Price.
    2. If I want to buy LIQUIDBEES when Market is not that much moving and how will that automatically get replaced by Stocks during next rebalancing
    3. Stop Loss are getting hit on closing basis. Any suggestions to mimic the Closing Price at best possible way

    Vivek Kumar
    UCC - 1267677


  • Stop Loss not triggered in RZONE linked to Momentify during Backtesting
  • Vivek Kumar

    Dear Team,

    I have backtested one strategy to deploy in Momentify this month with 15% Stop Loss (defined in Momentify itself) but while checking trades on random basis, I have observed in the below mentioned trade has technically hit its Stop Loss but was not triggered by the system and had continued the trade.
    (Screenshot attached - GodrejInd)

    Screenshot 2025-06-23 at 2.56.11 PM.png
    Screenshot 2025-06-23 at 2.59.10 PM.png


  • Query: Improved Backtesting Results in MIP37 without sufficient GS Composite Data
  • Vivek Kumar

    @@Definedge-Experts
    Please guide.


  • Query: Improved Backtesting Results in MIP37 without sufficient GS Composite Data
  • Vivek Kumar

    I am new to Definedge ecosystem and was backtesting MIP37 after reading Prashant Sir's book with modified parameters but I observed that when I changed the Market Filter from only Nifty 500 to Relative Strength based Market Filter (against Nifty GS Composite) with my preferred Stop Loss the result was improved, let's say, "X% Max Drawdown with Y% CAGR" however when I changed it back to MIP37's default Market Trend Filter i.e. Nifty 500 with D-Smart the results were different viz. "A% Max DD with B% CAGR". The period for the In Sample backtest was 01-01-2001 to 31-12-2008 in both the cases.

    My question is that when there is 'No Data for Nifty GS Composite during this period' then what calculation is being done at the backtest which has improved the results when using Market Trend Filter as RS with Nifty GS Composite.

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