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 -

Dear Raj,

Ref. your quote, Have always been appreciative of your hard work, openess and willingness to help. So here's something for you which you may consider for building a strategy for yourself (not expecting any tool or such from you, as am happy with Trade Tiger, which does the job for me)

The idea is to combine 60M chart along with 20EMA and Pivots. (This EMA is not a magic no. but I feel, which has proved itself over time, but the no. can be changed as per one's liking)

Downward sloping EMA and red (as in TradeTiger) along with break of pivot low singals taking a short position. Opposite for Upward sloping and green with break of pivots highs signals long position.

Since you are good with programming, you can consider this strategy with back-testing. As a guide, index making highs or lows, when the EMA is sloping down or up, indicates a contra trade is possible. Visual guide can be used to analyse the nuances. You are ofcourse good at what you do, but since you asked, thought this could be of help. Good luck.

Hi DSM,

Yes 20 EMA is a good Strategy. But my question is how do you find when NIFTY is Trending. In the chart that you posted, fortunately NIFTY was Trending. For example for the past 10 days NIFTY is trading in a Range of 8300-8380. So my question is, Is there any indicator which would tell me that from 31 OCT NIFTY is FLAT ? Because ideally NIFTY is NOT trending from 31-OCT and so it was better to avoid trading from 31-OCT and wait for the TREND to set in Again

 

[bunti_k23]

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

Hi DSM,

Yes 20 EMA is a good Strategy. But my question is how do you find when NIFTY is Trending. In the chart that you posted, fortunately NIFTY was Trending. For example for the past 10 days NIFTY is trading in a Range of 8300-8380. So my question is, Is there any indicator which would tell me that from 31 OCT NIFTY is FLAT ? Because ideally NIFTY is NOT trending from 31-OCT and so it was better to avoid trading from 31-OCT and wait for the TREND to set in Again

Try

Uptrend = Pdi(20)>adx(20) and mdi(20) < ref((mdi(20,-1) and pdi(20) >ref((pdi (20,-1)) and issignal <1;

Dwntrend = vice versa but issignal <1 remains same

And use volatality indicator as to confirm that the volatality is increasing in our direction (defined by adx)..issignal is from bbsqueeze afl..(volatality indicator)

 

[DSM]

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

Hi Raj,

The strategy mentioned will capture a good part of the move on up or down side. I think one can get 60-70% of the move. No strategy will enable you to get 100% as NO STRATEGY CAN LOOK INTO THE FUTURE, and any effort to look ahead, (Fibo for one) is only a guestimate. (I have a friend, who is a professional trader, using only Fibo. But he will tell me something like this : The next target is 23.60%, if it crosses this, the next target is 38.20%, and if this is crossed, the next target is 50%, and after that 61.80%. I found it funny, like saying that if a stock crosses 110, the next target is 113, and if this is crossed, the next target is 115.50 etc. Obviously the target set is higher, but can what is the reliablity of achieving the Fibo target? Is the move to 23.60% 100% guaranteed? Absolutely not. It has a 50% chance of probability, the same as flipping a coin) Many traders will show perfect charts that a stock retraced at 61.80%, fine, but there will be many, many more stocks that made a U turn before reaching the Fibo target of 23.60, 38.20, 50, and 61.80 But nobody will show such charts. 100% certainity or forward looking indicators in trading is absolutely not possible, because trading is all about probability.

In my view, a search for any indicator (forward looking) that will tell if the market is trending or will be sideways is futile. With a strategy that shows promise or reliability, one can backtest, but in the end in real trading one has to take a leap of faith.

Hi DSM,

Yes 20 EMA is a good Strategy. But my question is how do you find when NIFTY is Trending. In the chart that you posted, fortunately NIFTY was Trending. For example for the past 10 days NIFTY is trading in a Range of 8300-8380. So my question is, Is there any indicator which would tell me that from 31 OCT NIFTY is FLAT ? Because ideally NIFTY is NOT trending from 31-OCT and so it was better to avoid trading from 31-OCT and wait for the TREND to set in Again

 

[bunti_k23]

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

Ok
So i cant stop myself im disclosing here , though i planned it after lill success in using this probably in january .but rajsir u and all seniors here r of very helping nature so this is all for u let me know is this bakwaas or good i ll be very happy if this helps u

U have simple polynomial curve rit. So apply these buy sell rules .

Buy = c > x1 and pdi(20) > ref((pdi(20),-1) and pdi(20) >adx(20) and mdi(20) < ref((mdi(20),-1) and issignal <1;

Sell = c <z1 and mdi(20) > ref((mdi(20),-1) and mdi(20) > adx(20) and pdi(20) < ref((pdi(20),-1) and issignal < 1 ;


Buy = exrem(buy,sell);
Sell = exrem(sell,buy);


Copy bollingerbandsqueeze afl at the end of polynomial afl .and last but not least use polyorder 1 .lookback period 100.stoploss and entries are defined but i cudnt found exit yet.though it always gives 1:2 Rr trades and also most of the times big trades 1:3 and onwards....stoploss shd be placed below or low of the high candle.i ll explain this strategy in detail in another new thread .just for now to ur help this will b sufficient.

Thats it .waiting for ur feedback

 

[sushilgirdher]

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

ok
so i cant stop myself im disclosing here , though i planned it after lill success in using this probably in january .but rajsir u and all seniors here r of very helping nature so this is all for u let me know is this bakwaas or good i ll be very happy if this helps u

u have simple polynomial curve rit. So apply these buy sell rules .

Buy = c > x1 and pdi(20) > ref((pdi(20),-1) and pdi(20) >adx(20) and mdi(20) < ref((mdi(20),-1) and issignal <1;

sell = c <z1 and mdi(20) > ref((mdi(20),-1) and mdi(20) > adx(20) and pdi(20) < ref((pdi(20),-1) and issignal < 1 ;


buy = exrem(buy,sell);
sell = exrem(sell,buy);


copy bollingerbandsqueeze afl at the end of polynomial afl .and last but not least use polyorder 1 .lookback period 100.stoploss and entries are defined but i cudnt found exit yet.though it always gives 1:2 rr trades and also most of the times big trades 1:3 and onwards....stoploss shd be placed below or low of the high candle.i ll explain this strategy in detail in another new thread .just for now to ur help this will b sufficient.

Thats it .waiting for ur feedback

pls share your afl for all that so that we can test it

 

[bunti_k23]

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

pls share your afl for all that so that we can test it

Sure i ll post it in evening

 

[healthraj]

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

Ok
So i cant stop myself im disclosing here , though i planned it after lill success in using this probably in january .but rajsir u and all seniors here r of very helping nature so this is all for u let me know is this bakwaas or good i ll be very happy if this helps u

U have simple polynomial curve rit. So apply these buy sell rules .

Buy = c > x1 and pdi(20) > ref((pdi(20),-1) and pdi(20) >adx(20) and mdi(20) < ref((mdi(20),-1) and issignal <1;

Sell = c <z1 and mdi(20) > ref((mdi(20),-1) and mdi(20) > adx(20) and pdi(20) < ref((pdi(20),-1) and issignal < 1 ;


Buy = exrem(buy,sell);
Sell = exrem(sell,buy);


Copy bollingerbandsqueeze afl at the end of polynomial afl .and last but not least use polyorder 1 .lookback period 100.stoploss and entries are defined but i cudnt found exit yet.though it always gives 1:2 Rr trades and also most of the times big trades 1:3 and onwards....stoploss shd be placed below or low of the high candle.i ll explain this strategy in detail in another new thread .just for now to ur help this will b sufficient.

Thats it .waiting for ur feedback

Hi,

Sure. I will try in my polynomial trend and see. But before that can you tell me what does these symbols stand for

c
X1
pdi
adx - Direction indicator
mdi
Ref
Issignal
Z1

It is a long time I have used any indicator.


Buy = c > x1 and pdi(20) > ref((pdi(20),-1) and pdi(20) >adx(20) and mdi(20) < ref((mdi(20),-1) and issignal <1;

Sell = c <z1 and mdi(20) > ref((mdi(20),-1) and mdi(20) > adx(20) and pdi(20) < ref((pdi(20),-1) and issignal < 1 ;

 

[bunti_k23]

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

Hi,

Sure. I will try in my polynomial trend and see. But before that can you tell me what does these symbols stand for

c
X1
pdi
adx - Direction indicator
mdi
Ref
Issignal
Z1

It is a long time I have used any indicator.


Buy = c > x1 and pdi(20) > ref((pdi(20),-1) and pdi(20) >adx(20) and mdi(20) < ref((mdi(20),-1) and issignal <1;

Sell = c <z1 and mdi(20) > ref((mdi(20),-1) and mdi(20) > adx(20) and pdi(20) < ref((pdi(20),-1) and issignal < 1 ;

C is close of candle ,x1 is the dotted line abv the cog blue line z1 is the dotted line below the cog blue line ,ref is a function used to refer historical values, pdi is positive di of adx indicator and mdi is negative , issignal is the blue line in bbsqueeze indicator.
Iv posted all my code in this thread .
http://www.traderji.com/amibroker/95779-polynomial-curve-3.html

 

[SaravananKS]

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

hello,
I Have Developed an AFL for the Strategy based on the conditions explained in beginning of this Thread by healthraj.(Two Years before)



here is the code

Iscommodity=ParamToggle("it is a Commodity???","No,Yes",0);
LotSize = Param( "LotSize", 50, 1, 10000, 1 );
SetPositionSize(Lotsize,spsShares);

TimeFrameSet( inDaily );
OEMA15=EMA(O,15);
HEMA15=EMA(H,15);
LEMA15=EMA(L,15);
EMA15=EMA(C,15);

HEMA25=EMA(H,25);
LEMA25=EMA(L,25);
OEMA25=EMA(O,25);
EMA25=EMA(C,25);

Buy25=HEMA25>Ref(HEMA25,-1) AND LEMA25>Ref(LEMA25,-1) AND OEMA25>Ref(OEMA25,-1) AND EMA25>Ref(EMA25,-1);
Sell25=HEMA25<Ref(HEMA25,-1) AND LEMA25<Ref(LEMA25,-1) AND OEMA25<Ref(OEMA25,-1) AND EMA25<Ref(EMA25,-1);

Buy15=HEMA15>Ref(HEMA15,-1) AND LEMA15>Ref(LEMA15,-1) AND OEMA15>Ref(OEMA15,-1) AND EMA15>Ref(EMA15,-1);
Sell15=HEMA15<Ref(HEMA15,-1) AND LEMA15<Ref(LEMA15,-1) AND OEMA15<Ref(OEMA15,-1) AND EMA15<Ref(EMA15,-1);


Sig25=IIf(Buy25==1,1,IIf(Sell25==1,2,0));
Sig15=IIf(Buy15==1,1,IIf(Sell15==1,2,0));
FSig=IIf(sig25==0,Sig15,sig25);


Entry=IIf(fsig==1,Ref(HEMA25,-1),IIf(fsig==2,Ref(LEMA25,-1),0));
entry=round(entry);
SLP=round(C*0.002);
SL=IIf(fsig==1,Entry-slp,IIf(fsig==2,Entry+slp,0));
TimeFrameRestore();
SL=TimeFrameExpand(SL,inDaily);
Entry=TimeFrameExpand(Entry,inDaily);
FSig=TimeFrameExpand(Fsig,inDaily);
Sl=IIf(sl>0,sl,Null);
Entry=IIf(Entry>0,Entry,Null);

Plot(Entry,"Entry",colorBlue,styleLine);
Plot(SL,"Stop Loss",colorRed,styleLine);


Plot( C, "Price", colorGrey50, styleCandle | styleThick );

Firstbar = IIf( Day() != Ref( Day(), -1 ), 1, 0 );
LastBar=IIf(Day()!=Ref(Day(),1),1,0);
mBars=BarsSince(Firstbar);
DayEnd=IIf(Iscommodity,TimeNum()>232500,TimeNum()>152000);
Plot( Firstbar, "", colorBlack, styleHistogram | styleDashed | styleNoLabel | styleOwnScale );

Plot( 2, /* defines the height of the ribbon in percent of pane width */"ribbon",
IIf( Fsig==1, colorGreen, IIf( Fsig==2, colorRed, 0 )), /* choose color */
styleOwnScale|styleArea|styleNoLabel, -0.5, 100 );

Buy1=Short1=Cover1=Sell1=0;
SellPrice1=CoverPrice1=ShortPrice1=BuyPrice1=0;
intrade=0;
Exited=0;

for( i = 1; i < BarCount; i++ )
{
intrade=intrade[i-1];
Exited=Exited[i-1];
if (Firstbar==1)
{
Exited=0;
intrade=0;
}

if (fsig==1 AND Firstbar==0 AND intrade==0 AND DayEnd==0) //Buy
{
if (H>=Entry AND L<=Entry)
{
Buy1=1;
BuyPrice1=entry;
intrade=1;
}
}
if (fsig==2 AND Firstbar==0 AND intrade==0 AND DayEnd==0) //short
{
if (H>=Entry AND L<=Entry)
{
Short1=1;
ShortPrice1=entry;
intrade=2;
}
}
if (intrade==1 AND L<=SL AND Buy1==0 AND Exited==0)
{
Exited=1;
Sell1=1;
SellPrice1=SL;
}
if (intrade==2 AND H>=SL AND Short1==0 AND Exited==0)

{
Exited=1;
cover1=1;
coverPrice1=SL;
}
if (intrade==1 AND DayEnd==1 AND Exited==0)
{
Exited=1;
Sell1=1;
SellPrice1=C;
}
if (intrade==2 AND DayEnd==1 AND Exited==0)
{
Exited=1;
cover1=1;
coverPrice1=C;
}

}
Cond1=1;
Buy=Buy1 && Cond1;
Sell=Sell1 && Cond1;
Cover=Cover1 && Cond1;
Short=Short1 && Cond1;
BuyPrice=BuyPrice1;
SellPrice=SellPrice1;
CoverPrice=CoverPrice1;
ShortPrice=ShortPrice1;
shape = Cover * shapeUpArrow + Sell * shapeDownArrow;
PlotShapes( shape, IIf(Cover,colorBlue,colorRed), 0, IIf( Cover, Low, High));

PlotShapes(IIf(Buy, shapeSquare, shapeNone),colorGreen, 0, L, Offset=-20);
PlotShapes(IIf(Buy, shapeSquare, shapeNone),colorLime, 0,L, Offset=-30);
PlotShapes(IIf(Buy, shapeUpArrow, shapeNone),colorWhite, 0,L, Offset=-25);
PlotShapes(IIf(Short, shapeSquare, shapeNone),colorRed, 0, H, Offset=20);
PlotShapes(IIf(Short, shapeSquare, shapeNone),colorOrange, 0,H, Offset=30);
PlotShapes(IIf(Short, shapeDownArrow, shapeNone),colorWhite, 0,H, Offset=-25);
"Intrade"+intrade;
"Entry"+Entry;
"Short1"+Short1;
"Day End="+DayEnd;


_N( Title ="Raj System IntraDay" + " - " + Name() + "-" + Date() + "\n" + "Op-" + O + " " + "Hi-" + H + " " + "Lo-" + L + " " +
"Cl-" + C + " " + "Vol= " + WriteVal( V ));

 

[SaravananKS]

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

The Screen Shot of above System Looks like this

After Under performing some period now this system seems to took up Trend

The equity Curve From 2013 january(After Brokerage and Taxes)

and The Draw down chart as follows

Welcomes comments from members to improve this System