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My Darvas Box Backtesting for ISX
Ada yang bilang, trading tanpa backtesting sama saja dengan blind trade.
“If you have not back tested your trading system, you might as well trade with your eyes close”
Berikut backtesting untuk Sistem Trading Darvas Box pada saham-saham BEI.
Backtesting date: 29/05/2008.
By: Budi Wiyono
Here is the result.
Pls give me comment & feedback.
Asumtion:
Initial Equity = 20.000.
Darvas Box Backtesting for ISX Detail Result
Result Summaries (sorted by %Profit):
| Ticker | Total Profit | % Profit |
| BUMI | 622.094,85 | 3110,47% |
| SMAR | 468.808,04 | 2344,04% |
| JAKA | 275.454,54 | 1377,27% |
| INCO | 262.114,21 | 1310,57% |
| BBLD | 226.396,05 | 1131,98% |
| TINS | 212.090,67 | 1060,45% |
| FISH | 207.241,12 | 1036,21% |
| SONA | 201.428,58 | 1007,14% |
| DAVO | 189.452,68 | 947,26% |
| BRPT | 189.295,06 | 946,48% |
| IIKP | 187.577,17 | 937,89% |
| ATPK | 141.290,32 | 706,45% |
| ELTY | 139.498,48 | 697,49% |
| DILD | 130.902,31 | 654,51% |
| TMPI | 130.661,57 | 653,31% |
| JRPT | 122.119,02 | 610,60% |
| SOBI | 121.251,92 | 606,26% |
| HEXA | 119.944,40 | 599,72% |
| DNET | 115.611,34 | 578,06% |
| PTBA | 113.538,86 | 567,69% |
| PWON | 110.427,20 | 552,14% |
| SIIP | 108.772,35 | 543,86% |
| SHDA | 94.726,53 | 473,63% |
| PLAS | 91.316,52 | 456,58% |
| AALI | 89.497,81 | 447,49% |
| CTRS | 83.286,78 | 416,43% |
| BHIT | 83.128,12 | 415,64% |
| SQBI | 79.047,62 | 395,24% |
| INKP | 74.682,71 | 373,41% |
| SSIA | 71.500,00 | 357,50% |
| ANTM | 69.814,16 | 349,07% |
| ITTG | 66.311,47 | 331,56% |
| UNTR | 65.696,56 | 328,48% |
| UNSP | 63.011,63 | 315,06% |
| BBNI | 61.291,72 | 306,46% |
| HADE | 60.929,60 | 304,65% |
| JKSW | 59.130,36 | 295,65% |
| CNKO | 59.064,94 | 295,32% |
| HERO | 57.977,78 | 289,89% |
| BMTR | 57.670,52 | 288,35% |
| PGAS | 56.864,88 | 284,32% |
| SULI | 55.070,12 | 275,35% |
| SQMI | 54.545,45 | 272,73% |
| LPKR | 54.096,76 | 270,48% |
| LSIP | 53.150,23 | 265,75% |
| MAYA | 53.004,55 | 265,02% |
| CTBN | 50.588,24 | 252,94% |
| ALKA | 50.408,33 | 252,04% |
| CNKO-W2 | 47.142,86 | 235,71% |
| MDLN | 46.392,93 | 231,96% |
| EPMT | 45.894,12 | 229,47% |
| TKIM | 45.102,91 | 225,51% |
| BCIC-W4 | 43.333,33 | 216,67% |
| SKLT | 38.571,43 | 192,86% |
| SMCB | 38.568,70 | 192,84% |
| PTRA | 38.558,78 | 192,79% |
| NISP | 37.695,53 | 188,48% |
| BSWD | 36.250,00 | 181,25% |
| SMMA | 35.889,91 | 179,45% |
| SMRA | 35.461,06 | 177,31% |
| INTP | 34.175,18 | 170,88% |
| HITS | 33.404,16 | 167,02% |
| RMBA | 31.630,61 | 158,15% |
| MERK | 31.176,40 | 155,88% |
| DOID | 30.780,56 | 153,90% |
| CLPI | 28.966,17 | 144,83% |
| KLBF | 28.613,20 | 143,07% |
| BLTA | 28.535,94 | 142,68% |
| CMNP | 28.229,68 | 141,15% |
| GDYR | 28.190,61 | 140,95% |
| ADHI | 27.777,44 | 138,89% |
| PANR | 27.474,35 | 137,37% |
| JPFA | 26.676,86 | 133,38% |
| SMDR | 26.635,39 | 133,18% |
| YULE | 26.153,85 | 130,77% |
| MITI | 25.709,90 | 128,55% |
| LTLS | 25.666,57 | 128,33% |
| SPMA | 25.251,88 | 126,26% |
| BBCA | 24.828,89 | 124,14% |
| BFIN | 24.628,03 | 123,14% |
| IKAI | 24.408,37 | 122,04% |
| CFIN | 24.234,00 | 121,17% |
| PWSI | 23.076,92 | 115,38% |
| LQ45 | 22.542,73 | 112,71% |
| IHSG | 22.280,38 | 111,40% |
| AISA | 22.056,26 | 110,28% |
| BKSW | 21.276,83 | 106,38% |
| ADES | 20.996,16 | 104,98% |
| FAST | 20.519,49 | 102,60% |
| BTEL | 20.000,00 | 100,00% |
| DSUC | 19.918,61 | 99,59% |
| ULTJ | 19.624,10 | 98,12% |
| KPIG | 19.311,66 | 96,56% |
| PRAS | 19.195,10 | 95,98% |
| AKRA | 19.015,38 | 95,08% |
| LAMI | 18.863,64 | 94,32% |
| LMAS | 18.021,33 | 90,11% |
| PJAA | 16.667,54 | 83,34% |
| HMSP | 15.494,67 | 77,47% |
| ARTA | 15.342,49 | 76,71% |
| OMRE | 14.997,24 | 74,99% |
| GSMF | 14.986,61 | 74,93% |
| BNGA-W | 14.768,62 | 73,84% |
| JPRS | 14.587,79 | 72,94% |
| MYOR | 13.967,52 | 69,84% |
| TRUB-W | 13.783,78 | 68,92% |
| SIMM | 13.538,31 | 67,69% |
| TURI | 13.302,26 | 66,51% |
| DUTI | 12.997,54 | 64,99% |
| ARTI | 12.631,58 | 63,16% |
| MYRXP | 12.082,88 | 60,41% |
| MEGA | 12.057,80 | 60,29% |
| INAF | 12.041,72 | 60,21% |
| SCPI | 11.988,38 | 59,94% |
| ASII | 11.713,90 | 58,57% |
| KREN | 11.649,57 | 58,25% |
| MFIN | 11.379,31 | 56,90% |
| FMII | 11.328,03 | 56,64% |
| BABP-W | 11.000,00 | 55,00% |
| AMAG-W | 10.814,81 | 54,07% |
| PNBN | 10.708,05 | 53,54% |
| JIHD | 10.633,89 | 53,17% |
| MKDO | 10.609,63 | 53,05% |
| MLBI | 10.488,09 | 52,44% |
| PBRX | 10.254,71 | 51,27% |
| LPKR-W1 | 9.946,52 | 49,73% |
| LPPS | 9.590,13 | 47,95% |
| SIPD | 9.548,26 | 47,74% |
| SMMA-W2 | 9.387,75 | 46,94% |
| BLTA-W | 9.384,89 | 46,92% |
| TRUB | 9.318,18 | 46,59% |
| AMFG | 8.554,09 | 42,77% |
| APOL | 8.396,23 | 41,98% |
| BBRI | 8.388,53 | 41,94% |
| INDF | 8.262,53 | 41,31% |
| SMGR | 8.229,31 | 41,15% |
| TMAS | 7.885,25 | 39,43% |
| BTEL-W | 7.804,88 | 39,02% |
| TSPC | 7.591,99 | 37,96% |
| MTDL | 7.502,63 | 37,51% |
| ALFA | 7.316,48 | 36,58% |
| AKPI | 6.909,01 | 34,55% |
| ISAT | 6.874,59 | 34,37% |
| PTRO | 6.839,80 | 34,20% |
| STTP | 6.809,27 | 34,05% |
| FASW | 6.765,16 | 33,83% |
| APEX | 6.238,25 | 31,19% |
| DPNS | 5.972,92 | 29,86% |
| HDTX | 5.727,13 | 28,64% |
| MRAT | 5.666,30 | 28,33% |
| RICY | 5.644,91 | 28,22% |
| UNVR | 5.602,70 | 28,01% |
| BBNP | 5.017,76 | 25,09% |
| PEGE-W | 5.000,00 | 25,00% |
| TLKM | 4.888,99 | 24,44% |
| DLTA | 4.749,18 | 23,75% |
| ARNA | 4.677,42 | 23,39% |
| INCF | 4.661,67 | 23,31% |
| SMMA-W3 | 4.335,38 | 21,68% |
| CPRO-W | 4.210,53 | 21,05% |
| ADMG | 4.106,72 | 20,53% |
| GRIV | 3.743,92 | 18,72% |
| GGRM | 3.266,38 | 16,33% |
| TRIM | 3.238,82 | 16,19% |
| TOTO | 3.169,75 | 15,85% |
| RELI | 3.167,42 | 15,84% |
| KARK | 3.012,34 | 15,06% |
| CPRO | 2.912,62 | 14,56% |
| IGAR | 2.855,48 | 14,28% |
| AUTO | 2.838,67 | 14,19% |
| BBIA | 2.771,63 | 13,86% |
| MBAI | 2.728,73 | 13,64% |
| PNBN-W | 2.536,97 | 12,68% |
| MAPI | 2.200,00 | 11,00% |
| JTPE | 2.147,96 | 10,74% |
| ENRG | 2.142,46 | 10,71% |
| BMRI | 2.043,21 | 10,22% |
| BATI | 1.800,58 | 9,00% |
| CKRA | 1.679,96 | 8,40% |
| BRNA | 1.643,78 | 8,22% |
| LPGI | 1.595,27 | 7,98% |
| MEDC | 1.510,52 | 7,55% |
| CTTH | 1.187,18 | 5,94% |
| SULI-W | 1.088,44 | 5,44% |
| SSTM | 913,47 | 4,57% |
| PAFI | 760,23 | 3,80% |
| CITA | 681,82 | 3,41% |
| BNBR | 668,67 | 3,34% |
| ANTA | 624,46 | 3,12% |
| AKSI | 588,24 | 2,94% |
| BMSR | 370,79 | 1,85% |
| PTSP | 319,30 | 1,60% |
| MDRN | 319,28 | 1,60% |
| BBLD-W | – | 0,00% |
| MLIA-W | – | 0,00% |
| MLIA-W2 | – | 0,00% |
| AKKU | (61,00) | -0,31% |
| DYNA | (88,15) | -0,44% |
| SUDI | (90,91) | -0,45% |
| BTEK-W | (174,71) | -0,87% |
| BCAP | (197,03) | -0,99% |
| TBLA | (233,27) | -1,17% |
| BCIC | (253,16) | -1,27% |
| PNIN | (298,51) | -1,49% |
| LPPF | (400,00) | -2,00% |
| AIMS | (503,93) | -2,52% |
| TIRA | (521,74) | -2,61% |
| INTA | (530,44) | -2,65% |
| MLIA | (623,97) | -3,12% |
| CPIN | (703,08) | -3,52% |
| RALS | (720,63) | -3,60% |
| LAPD | (838,19) | -4,19% |
| KOPI | (909,09) | -4,55% |
| PUDP | (1.023,96) | -5,12% |
| TBLA-W | (1.077,58) | -5,39% |
| TBMS | (1.095,78) | -5,48% |
| ADMF | (1.143,20) | -5,72% |
| WOMF | (1.311,48) | -6,56% |
| ESTI | (1.383,00) | -6,92% |
| KAEF | (1.498,05) | -7,49% |
| TOTL | (1.518,99) | -7,59% |
| MAMIP | (1.538,46) | -7,69% |
| BDMN | (1.792,43) | -8,96% |
| JECC | (1.796,73) | -8,98% |
| BNGA | (1.817,32) | -9,09% |
| CTRA | (1.881,18) | -9,41% |
| SAIP | (1.882,35) | -9,41% |
| APLI | (1.895,83) | -9,48% |
| BKSL | (1.970,86) | -9,85% |
| TRST | (1.985,73) | -9,93% |
| LPCK | (2.129,72) | -10,65% |
| BNBA | (2.191,78) | -10,96% |
| LPBN | (2.194,42) | -10,97% |
| WICO | (2.222,23) | -11,11% |
| ABDA | (2.337,73) | -11,69% |
| TGKA | (2.460,85) | -12,30% |
| LMSH | (2.591,30) | -12,96% |
| UNIC | (2.756,44) | -13,78% |
| MICE | (2.782,61) | -13,91% |
| SUGI | (2.810,64) | -14,05% |
| AMAG | (2.946,70) | -14,73% |
| BASS | (3.000,00) | -15,00% |
| CEKA | (3.284,10) | -16,42% |
| INDS | (3.289,10) | -16,45% |
| BATA | (3.327,08) | -16,64% |
| CPRO-W2 | (3.888,89) | -19,44% |
| MASA | (3.898,70) | -19,49% |
| VOKS | (3.900,62) | -19,50% |
| ARGO | (4.205,13) | -21,03% |
| LPIN | (4.335,67) | -21,68% |
| PNLF | (4.372,09) | -21,86% |
| DEFI | (4.382,03) | -21,91% |
| ASGR | (4.508,21) | -22,54% |
| CPRO-W4 | (4.615,38) | -23,08% |
| IDKM | (4.732,85) | -23,66% |
| RDTX | (4.788,88) | -23,94% |
| DVLA | (4.964,98) | -24,82% |
| ASDM | (5.103,58) | -25,52% |
| ABBA | (5.125,56) | -25,63% |
| SIMA | (5.127,32) | -25,64% |
| MAIN | (5.272,73) | -26,36% |
| DART | (5.334,46) | -26,67% |
| TRUS | (5.340,60) | -26,70% |
| INPC | (5.384,22) | -26,92% |
| KONI | (5.454,55) | -27,27% |
| BIPP | (5.677,56) | -28,39% |
| PEGE | (5.691,99) | -28,46% |
| FORU | (5.706,01) | -28,53% |
| ASIA | (5.714,29) | -28,57% |
| EXCL | (5.740,74) | -28,70% |
| KIJA | (5.861,72) | -29,31% |
| RUIS | (6.257,91) | -31,29% |
| INTD | (6.273,45) | -31,37% |
| LPLI | (6.290,24) | -31,45% |
| MYTX | (6.326,30) | -31,63% |
| CMPP | (6.376,62) | -31,88% |
| BUDI | (6.420,31) | -32,10% |
| SRSN | (6.439,67) | -32,20% |
| ASJT | (6.473,43) | -32,37% |
| MLPL | (6.544,19) | -32,72% |
| ZBRA | (6.583,85) | -32,92% |
| MAMI | (6.639,88) | -33,20% |
| ETWA | (6.674,45) | -33,37% |
| TCID | (6.677,60) | -33,39% |
| INDR | (6.765,43) | -33,83% |
| FPNI | (6.781,02) | -33,91% |
| SMSM | (6.794,82) | -33,97% |
| PLIN | (6.817,83) | -34,09% |
| SCCO | (6.872,75) | -34,36% |
| BTEK | (7.056,62) | -35,28% |
| PNSE | (7.058,83) | -35,29% |
| DSFI | (7.087,08) | -35,44% |
| BIMA | (7.103,83) | -35,52% |
| BRAM | (7.217,19) | -36,09% |
| BNII | (7.232,51) | -36,16% |
| MTFN | (7.571,42) | -37,86% |
| TIRT | (7.688,59) | -38,44% |
| BTON | (7.705,03) | -38,53% |
| PNLF-W | (7.725,96) | -38,63% |
| MREI | (7.948,78) | -39,74% |
| RIMO | (8.172,17) | -40,86% |
| KKGI | (8.225,50) | -41,13% |
| NIPS | (8.384,95) | -41,92% |
| IDKM-W | (8.447,85) | -42,24% |
| KICI | (8.546,80) | -42,73% |
| INDX | (8.568,62) | -42,84% |
| CPDW | (8.676,05) | -43,38% |
| ASBI | (8.887,55) | -44,44% |
| SCMA | (9.243,76) | -46,22% |
| PICO | (9.287,94) | -46,44% |
| BNLI | (9.768,59) | -48,84% |
| IKBI | (10.047,45) | -50,24% |
| ALMI | (10.102,66) | -50,51% |
| PNIN-W | (10.153,85) | -50,77% |
| MPPA | (10.540,83) | -52,70% |
| GEMA | (10.642,54) | -53,21% |
| JSPT | (10.666,67) | -53,33% |
| POOL | (10.720,00) | -53,60% |
| MYRX | (10.735,13) | -53,68% |
| RAJA | (10.912,33) | -54,56% |
| CPRO-W3 | (10.942,03) | -54,71% |
| BAYU | (10.971,00) | -54,86% |
| IMAS | (10.994,59) | -54,97% |
| KARW | (11.536,53) | -57,68% |
| PYFA | (11.596,70) | -57,98% |
| LMPI | (11.716,00) | -58,58% |
| KBLI | (11.724,91) | -58,62% |
| CNTX | (11.768,71) | -58,84% |
| MIRA | (11.885,68) | -59,43% |
| KDSI | (11.955,95) | -59,78% |
| ASRM | (12.011,47) | -60,06% |
| SDPC | (12.240,16) | -61,20% |
| INAI | (12.498,02) | -62,49% |
| ERTX | (12.643,98) | -63,22% |
| SAFE | (12.814,29) | -64,07% |
| INCI | (12.886,07) | -64,43% |
| SUBA | (13.214,28) | -66,07% |
| RODA | (13.408,13) | -67,04% |
| BEKS | (13.541,81) | -67,71% |
| KBLM | (13.548,06) | -67,74% |
| SMPL | (13.649,77) | -68,25% |
| RBMS | (14.002,54) | -70,01% |
| IATG | (14.012,60) | -70,06% |
| TFCO | (14.121,86) | -70,61% |
| META | (14.382,05) | -71,91% |
| BVIC | (14.666,67) | -73,33% |
| EKAD | (14.939,84) | -74,70% |
| CENT | (15.041,87) | -75,21% |
| SHID | (15.117,99) | -75,59% |
| SMDM | (15.241,27) | -76,21% |
| BABP | (15.707,04) | -78,54% |
| LION | (15.755,31) | -78,78% |
| GMTD | (16.724,91) | -83,62% |
| TMPO | (16.788,18) | -83,94% |
| TKGA | (16.971,20) | -84,86% |
| POLY | (17.460,33) | -87,30% |
| BVIC-W | (17.798,17) | -88,99% |
| PSDN | (18.027,17) | -90,14% |
| WAPO | (18.189,07) | -90,95% |
| APIC | (18.466,84) | -92,33% |
| AHAP | (18.574,63) | -92,87% |
| AQUA | (19.506,01) | -97,53% |
| MLND | (20.000,00) | -100,00% |
Properti Jakarta Tak Terpengaruh Krisis Global
Semua harga saham di BEI jatuh dengan kedalaman yang sulit untuk dipercaya…
Termasuk saham-saham property. TAPI apakah harga property di Indonesia turun? Tidak!
Andrew’s Pitchfork Introduction
Technical indicator Andrew’s Pitchfork cukup dikenal di milis OB. Indikator yang memudahkan identifikasi level support dan resistance.
Umumnya, trader akan Buy jika harga jatuh mendekati support yang berupa center trendline atau lowest trendline.
Sebaliknya, akan Sell jika mendekati resistance yang berupa center line di atas nya atau trendline tertinggi.
Walaupun center line bisa digunakan untuk identifikasi area support atau resistance, biasanya tidak sekuat kedua garis-garis bagian luar.
Pada prakteknya, level-level yang diidentifikasi indikator ini sangat berguna untuk menentukan posisi strategis untuk stop-loss orders.
Dapat dilihat pada chart, saham telah menemukan support di dekat trendline bawah sebanyak 2 kali, sehingga menjadikan level ini sebagai level stop loss jika harga jatuh di bawahnya.
Jika harga breakout di atas resistance yang berupa center line, maka target berubah menjadi di level top line dan center line berubah menjadi support baru.
Tidak umum bagi trader untuk menjual saham pada harga di dekat resistance yang berupa center line dan kemudian berkemungkinan breakout menuju level yang lebih tinggi. Di sini diperlukan indikator lain untuk konfirmasi arah selanjutnya / arah reversal.
Useful Resource:
* Formula AFL Andrew’s Pitchfork untuk Amibroker: http://www.amibroker.com/library/formula.php?id=706
* Alan Andrews Course: http://www.trading-naked.com/alan_andrews_course_1.htm
* Video Tutorial: http://www.tradeology.com/lessons/andrew/an.html
Semoga berguna,
