1 lakh to 652 lakhs in 497 trading days - Winning 20% of Trade in NIFTY Futures - Bac

[healthraj]

Re: 1 lakh to 652 lakhs in 497 trading days - Winning 20% of Trade in NIFTY Futures -

Hello Raj,
Thank you so much for the work that you have done.
Tried updating the sheet and all goes well except for the Renko.
Here is what i get when i look at the chart

It shows the prices as Sep, Oct and Nov.
Think this is because of some format change from Google data.
Can you please check and let me know how to correct this?

Thanks,

The data and the Pivots are correct. The date is wrongly formatted. For example 11-Oct is formatted 10-Nov. The Date and Month swapped... I will try and fix this in the next version... But you should not have any issue with the Pivots and Levels as such..

 

[healthraj]

Re: 1 lakh to 652 lakhs in 497 trading days - Winning 20% of Trade in NIFTY Futures -

Raj

The basic idea is to have a tool that analyses OI
For eg...Generate a signal when there is 10% long build up in calls and corresponding unwinding in puts go Long , vice versa
The formula is
OI Price Interpretation
Up Up Long Build Up a.k.a accumulation
Up down Short build up writing of calls
Down Up Short unwinding writing of puts
Down down Long unwinding a..k.a put accumulation

Using these rules plot a dashboard for Nifty and Stocks ITM, ATM and OTM as shown below

We could then have this as one of the inputs for your stock screener
Also for those who trade in options, this could act as a live dashboard of what is happening
Another interesting way is to analyze the price action of stock with corresponding OI build up in options. If people are manipulating the cash value and taking opp positions in Options, we could figure out the red herring
The link for Live option call is
Option Link

FII activity is at

FII Derivative statistics
But the above is a static link and would be available at only end of day

Let me know if this makes sense

I will definitely have a look at it... Actually the Tool by Nishant is built on this logic. He had used the logic for NIFTY and BANK NIFTY...

But Downloading the Options Chain data for the stock is going to be a time consuming job. And in Excel it is not going to be fast...

Just one question?

I understood the Open interest (if going down or up ) change is avilable in the Options Chain.

Where do we take the Price change?

 

[Option.Trader]

Re: 1 lakh to 652 lakhs in 497 trading days - Winning 20% of Trade in NIFTY Futures -

I will definitely have a look at it... Actually the Tool by Nishant is built on this logic. He had used the logic for NIFTY and BANK NIFTY...

But Downloading the Options Chain data for the stock is going to be a time consuming job. And in Excel it is not going to be fast...

Just one question?

I understood the Open interest (if going down or up ) change is avilable in the Options Chain.

Where do we take the Price change?

If you are talking about the Option Price change, that's already there in Net Change column of Options chain.
Instead if you are talking about the co-relation with underlying stock price, i was giving the example of how some traders manipulate cash market to profit in derivatives

 

[healthraj]

Re: 1 lakh to 652 lakhs in 497 trading days - Winning 20% of Trade in NIFTY Futures -

RAJ STOCK SCREENER 1.0 BETA 2

Please find below the link for the RAJ STOCK SCREENER Version 1.0 BETA 2.

The issue with the EMA fixed.
I have added a column called Rating.
The Rating is based on the Average Daily gains made by the stock in the last 100 trading days.

Average Gains > 5% - Rating 10
Average Gains > 4% - Rating 9
Average Gains > 3% - Rating 8
Average Gains > 2.5% - Rating 7
Otherwise - Rating 5

Introduced a Column Called Risk To find out where the current price is wrt the Recommended Levels.

Introduced three filters
Minimum Price Filter (Closing price)
Max Risk % based on above
Min Rating based on above

Based on the above three filters - The Stocks would be populated in the respective sheets on click of the "Recommend" button ...

I am still working on getting the Data from NSEIndia

The 1.0 Final would contain the NSE Data. Until then there is a minor error as TimePass has pointed out in the closing price. Google Finance unfortunately does not return the actual closing price but the last price at 3:30 pm.

http://www.4shared.com/zip/8noIkdYp/RAJ_Stock_Screener_v10_BETA_2.html

 

[healthraj]

Re: 1 lakh to 652 lakhs in 497 trading days - Winning 20% of Trade in NIFTY Futures -

Screenshot for the RAJ STOCK Screener 1.0 BETA 2.

 

[healthraj]

Re: 1 lakh to 652 lakhs in 497 trading days - Winning 20% of Trade in NIFTY Futures -

If you are talking about the Option Price change, that's already there in Net Change column of Options chain.
Instead if you are talking about the co-relation with underlying stock price, i was giving the example of how some traders manipulate cash market to profit in derivatives

So Are u saying that we can take the Net Price Change in the Options Chain itself for the interpretation and not the underlying price...

 

[Option.Trader]

Re: 1 lakh to 652 lakhs in 497 trading days - Winning 20% of Trade in NIFTY Futures -

So Are u saying that we can take the Net Price Change in the Options Chain itself for the interpretation and not the underlying price...

It should act as a proxy as it moves in tandem...except during expiry week when i feel the premiums will anyway be not valid due to rollover occuring

 

[cooljai]

Re: 1 lakh to 652 lakhs in 497 trading days - Winning 20% of Trade in NIFTY Futures -

The data and the Pivots are correct. The date is wrongly formatted. For example 11-Oct is formatted 10-Nov. The Date and Month swapped... I will try and fix this in the next version... But you should not have any issue with the Pivots and Levels as such..

Trying your EXE version and get this error message

On the Excel file, have these following errors

once i click Yes, it tries to recover the files, and then comes up with this error

I'm using excel 2007.
Would you please help in fixing these too?

Thanks,

 

[Option.Trader]

Re: 1 lakh to 652 lakhs in 497 trading days - Winning 20% of Trade in NIFTY Futures -

So Are u saying that we can take the Net Price Change in the Options Chain itself for the interpretation and not the underlying price...

I think there is an overflow in the flow method.. some data is getting overwritten

 

[cooljai]

Re: 1 lakh to 652 lakhs in 497 trading days - Winning 20% of Trade in NIFTY Futures -

Checked the latest version of the EOD scanner, the first page loads properly.
But have some issues with the "TopFlowStocks" Worksheet.
Does not populate correctly.
Check this image.

Any ideas?

oops.. seems to have missed option.trader's post