Backtesting trading strategies

Backtesting trading strategies ek tarah ka test hai jismein dekha jata hai ki ek trading strategy past mein kis tarah se perform karti thi. Backtesting ek effective trading system develop karne ka mahatvapurna hissa hai. Isse manual ya systematic tarike se kiya ja sakta hai, aur iska uddeshya yeh hai ki dekha jaye ki kya ek trading strategy live market mein laagu karne layak hai ya nahi.

Backtesting trading strategies kya hai?

Iska mool tatva yeh hai ki ek aisi strategy jo past mein safalta purvak kaam karti thi, us par bharosa kiya ja sakta hai ki vo aane wale mein bhi labhprad hogi. Lekin yeh hamesha sach nahi hota hai kyun ki market hamesha badalti rahti hai. Tajawal Khata AvaTrade par kholein aur apni jeetne wali strategies ko aaj hi laagu karein! Lekin, backtesting ek sound prakriya hai, aur yeh traders ko subpar trading strategies ko live market mein laagu karne se bachane mein madad karti hai..

Portfolio Backtesting

Portfolio backtesting ek tarika hai jisse ek specific portfolio asset allocation ko past mein ek nishchit avadhi mein kis tarah se vapas kiya gaya tha, jaanchne ka. Ek portfolio ek asset class se ho sakta hai ya kai asset classes se jud sakta hai.

For example, ek exclusive stock portfolio me kai industries jaise ki Vittiya, Takneek, aur Udyog se judi stocks ho sakti hai. Ya to, ek vyapak portfolio kai asset classes jaise ki Stocks, Bonds, REITs, aur Commodity se juda hua ho sakta hai.

Portfolio backtesting ka upayog us optimal composition ko pehchanne ke liye kiya jata hai jo investors ko unke ichchit lakshyon ko paane mein madadgar ho sakta hai. Lakshya risk prabandhan ya adhik mulya paane ka ho sakta hai.

Portfolio backtesting vyapak data sets ka istemal karti hai aur isme aise samay ke sabhi pramukh ghatnayein shamil ho sakti hain jo past mein ghatit hui, jaise ki vivad, vivikaran, vivadon aur upkaran ki badalati vyavastha, aur prashasanik parivartan.

Jab portfolio backtesting kiya jata hai, to investors ko uske prapti jankari ka vyavsayikaran karne ki avashyakta hoti hai. Kuch vargikaran ko vyavsayikaran karne mein shamil karna chahiye, jaise ki Compound Annual Growth Rate, Standard Deviation, Sharpe Ratio, aur VaR.

Backtesting trading strategies

Portfolio backtesting ek portfolio alokikaran strategy ko qualify karna chahiye ya ek investor ko unke ichchit natijon ko paane ke liye pratyek samagriyo ke liye sahi weightings prapt karne mein madad karna chahiye.

Trading Strategy ka Backtest Kaise Karein?

Ek backtest ek strategy ko qualify karne ke liye itihasik data ka upayog karti hai. Iske mool tatva yeh nirdharit karenge ki ek vyapari kaise peeche ja sakta hai. Ek lambi avadhi niveshak ko kai saalon tak vichar karne pad sakti hai, jabki ek chhoti avadhi vyapari kuch hafte ya kuch mahino ke data ka upayog kar sakte hain. Backtesting ko manual ya systematic tarike se kiya ja sakta hai, aur aam taur par neeche diye gaye kadamon ko follow karega:

1. Strategy Ko Vistar Se Define Karein

Apni strategy ko taiyar karein, jismein aapki trading aur chart ki avadhi shaamil hai. Alag asset classes alag gunakari hoti hain, aur yeh nirdharit karegi ki kitni itihasik jankari jama ki jani chahiye. For example, stocks ke liye aap 20 saal tak ki jankari ka upayog kar sakte hain, jabki commodity 2-3 hafto tak ki jankari ka upayog kar sakte hain.

2. Trading Ko Dhoondhein

Aise vyavastha ke sharton ko dhoondein jo aapki strategy ke shartono ko poora karte hain. Vartaman samay mein sabhi valid vyavasthaon ko record karein taki purna laabh darshaya ja sake. Valid vyavastha samarthan vijayi aur harne wale vyavasthaon dono ko shamil karte hain.

3. Net Return Nirdharit Karein

Net return dusre trading se sambandhit kharchon jaise ki len-den kharch, commission, ya sambandhit subscription jaise kharcho ko ginte samay nirdharit hota hai. Net return ko itihasik data ke antargat mool dhara ke sath tulna karein taki net percentage return mil sake.

Effectively kiya gaya backtesting yeh nirdharit karne mein madad karti hai ki ek trading strategy labhaprad ho sakti hai ya nahi. Ek labhaprad vyavastha ko bharosa ke sath live market mein laagu kiya ja sakta hai, jabki ek haarne wali vyavastha ko uske parameters ko sudhar karke fir se backtest kiya ja sakta hai, ya fir use puri tarah se chhod diya ja sakta hai.

Backtesting Tips

Yahaan kuch tips hain jo prabhavi backtesting ke liye hai:

Vibhinn market scenariyon ko vichar karein. Agar aap sirf bull market ke dauraan backtest karte hain, to aapki strategy bear ya sideways market ke dauraan kamjor pradarshan kar sakti hai.

Volatility ko kam se kam rakhne ka prayas karein. Levridge market mein isse khaaskar nuksanakari ho sakta hai aur aapko sambhavna margin call ke liye khulne ka samna kar sakti hai.

Yogy data set ka upayog karke backtesting karein. For example, manufacturing stocks ke liye upayogit nahi ho sakta jab aap takneek stocks mein vyapar kar rahe hain.

Apne vishesh jarurat ko poora karne ke liye backtesting parameters ko customize karein taki aap satik parinam prapt kar saken. Parameters position size, margin requirements, aur len-den kharcha jaise ho sakte hain.

Over-optimization se savdhan rahein. Lakshya yeh hai ki ek labhaprad vyavastha (adhik jitne haare ke saman sustainably) prapt ki jaye, aur ek puri vyavastha prapt nahi ki jaye.

Aapko bhi yeh dhyan rakhna chahiye ki, kuch upyogi hone par bhi backtesting strategy ki safalta ya asafalta ka anuman lagane ka sabse accha tarika nahi ho sakta hai. Yeh isliye kyun ki market hamesha badalti rahti hai, aur pichli parinam bhavishya mein pradarshan ke liye sanket pradan nahi karte hain.

Backtesting vs. Forward Testing

Backtesting yeh pata lagane mein shamil hai ki ek strategy past mein kis tarah se perform karti thi. Lekin, keval itihasik data hi trading system ki viablility sthapit karne ke liye paryaapt nahi hota hai. Isliye yeh mahatvapurna hai ki aage testing bhi kiya jaye.

Aise bhi jaana jata hai “forward testing” yaani ki, live market data ka upayog karke trading ka abhiprayan karke. Ise “paper trading” bhi kaha jata hai kyun ki vyapar ‘paper’ par dastavez karne mein kiye jate hain aur isme jama ki gayi dhan rashi ka upayog nahi hota, isliye koi bhi paisa nahi gawa.

Forward testing madad karti hai yeh anuman lagane mein ki ek strategy live market ke shartono ke tahat kis tarah se perform karti hai.

Backtesting Ki Simt Ki Limitations

Backtesting ke mahatvapurna hone ke bawajood, is prakriya ki apni seemayein hoti hain. Ek mahatvapurna seema ekadhikaran ki khatra hai. Yeh tab hota hai jab ek niveshak apne strategy ke parameters ko upyogkar itihasik data ke adhar par jitni adhik labh prapt karne ke liye atyant sanket karte hain.

Ant mein, yeh ek aisi strategy ka nirmaan kar sakta hai jo backtesting avdhi ke dauran labh prapt karne ke liye banaayi gayi hai, lekin normal vyaparik sthitiyon ke antargat yah adhikatar asarthak ho sakti hai.

Dusri seema survivorship bias ki sambhavna hai. Yeh sambhav hai ki kewal unhin asset par backtesting kiya jaye jo ek nirdharit backtesting avdhi ke dauran jivit rahi hai.

Udaharan ke liye, COVID-19 mahamari ke uchchanshreni mein, ek niveshak vichar kar sakta hai ki usne us samay jinda rahne vale pharmaceutical stocks ko chunne ke liye ek strategy par backtesting ka istemal kare.

Backtesting ek mahatvapurna factors jaise ki luck, randomness, manipulation, aur aviniveshak len-den kharcha jaise aniyamit kharchon ke prabhav ko bhi kam keemat par rakhti hai. Yeh factors vyast aur vipritt lailaj prabhav dal sakte hain aur backtesting ke baad asarkari parinam pradan kar sakte hain.

CONCLUSION

Backtesting ek strategy vikas ke mahatvapurna charan ho sakti hai. Yadi yeh upayogi tarike se kiya jaye, to yeh sound trading strategies banane mein madadgar ho sakti hai aur unka labh uthane ki sambhavana hai jo vishwash ke sath live market mein laagu kiye ja sakte hain. Lekin yeh mahatvapurna hai ki backtesting ko uske upayog ki puri jankari ke sath kiya jaye aur sambhavanaon ki gyan mein kiya jaye.

Dhyan rahe ki, yeh bhi jaan lena avashyak hai ki, yeh bhi ki backtesting yeh nirdharit karne ka sabse accha tarika nahi ho sakta hai ki kya ek vyavastha safal hogi ya nahi. Yeh isliye kyun ki market hamesha badalti rahti hai, aur pichli parinam bhavishya mein pradarshan ke liye sanket pradan nahi karte hain.

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2 thoughts on “Backtesting trading strategies”

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The Most Successful Intraday Traders in India Backtesting trading strategies
The Most Successful Intraday Traders in India Backtesting trading strategies