Re: 1 lakh to 652 lakhs in 497 trading days - Winning 20% of Trade in NIFTY Futures -
1) Basically it's updating ok, but I have doubts about the calculation of Parabolic SAR. If the signal is "Buy" then the SAR should be below LTP, shouldn't it ?
YES. I am new to this PSAR calculation. I checked one sample. Will explain the logic. For the PSAR the Average TRUE Range of the past 7 days is used. Let us say the ATR7 is 20 and Today's LTP is 5700. Then for a LONG call the PSAR = 5700- 3 * ATR7 = 5700 - 60 = 5640. For a SHORT Call it would be. 5700+ 3 * ATR7 = 5760. Since on Friday we had a short circuit in NIFTY and the NIFTY Stocks, the PSAR Seems to be far ahead, Otherwise it should be fine
2)
IMP : Is it possible to have a partial list (as in the Raj MTP30.xlsm) ?? I mean, define something like "My List", maybe in a separate worksheet. I may only want to follow the scrips which are very liquid in options space
; or maybe sectorwise, maybe news based wise.. etc.
You can edit the list. I have allowed a max of 190 scrips. But you can edit and keep it to minimum
3) Is it possible to separate the "Updation" and "Re-calculation". Suppose I want to see the signals using different combinations of MAs. First I check using 3-15, then maybe I want to see using 3-13, and then maybe 5-20. Everytime it will go to nseindia and carry out the updation procedure and use a lot of time.
I had initially stored the data locally. But since it was taking only 5 minutes for 150 stocks, I had removed the local storage. So everytime you update it would fetch from Google Finance and not NSE India. The Local storage and retrieval for 150+ stocks was taking more time
1) Apparently, for Nifty and Banknifty, it is updating the spot values, not futures.
I think you wanted SPOT and so I have used the SPOT Data from Google Finance and not the Futures data from NSEIndia
2) Parabolic SAR is giving values too far off. Is it possible to define the parameters for PSAR ?? Usually I have seen 20,0.02. I don't understand how it works, but it provides a good guideline
.
If somebody can explain how to calculate the PSAR I can implement
3) The "Last Close" column should be next to the scrip name (Column D).
OK. Should not be an issue
4) The last close values - are these the adjusted values or LTP ?
From Google Finance we don't get Adjusted values. We only get LTP