Swing Trading Nifty wt EMA-Xover

[linkon7]

Swing trading nifty with simple ema cross over seems to be too easy. When we have a nice trend in place, it looks like piece of cake with yummy cream on top... the same cream vanishes when we under go the sideways phase. Such systems tends to kill every discipline-cell in our body to a point that we start believing that we need something more complex to make money. If money making was so simple and easy, then every one would be using it....

Before trading any system, the logic behind the system needs to be studied for its weak points and strengths.

We have to build our positions when system is strong and stay cautious when system is weak.

This thread will be a study on moving average crossovers....

As usual, just because i am discussing a system doesn't mean i am going to use it. Just because i am not using it does not mean it is not profitable.

Every trader has to find his comfort zone and then build on it. Once he is comfortable with something, he needs to stick to it. Then be smart enough to find new comfort zone and expand his horizon.

In the words of saint sir, I will know one more thing that doesnt work for me....:clap:

 

[linkon7]

first thing we need to accept that ours will be a delayed entry setup. By the time we get a x over, we have a bad trade location. To make matters worse, in a sideways market, we will be bleeding points...

In nifty, we will get 1 good trade vrs 4 bad trades, so its essential that we make enough money in that single trade to offset 4 bad trades. That means we have to add to our positions when market is smiling.

 

[praveen taneja]

:beer::thanx::thumb:Bro aisa hi koi cute sa threads stocks par bhi chalu karo na with Anadi peoples in mind:thumb:

 

[anuragmunjal]

xxxxxxxxxxxxxx

 

[linkon7]

xxxxxxxxxxxxxx

Now i am curious about what u wrote...

 

[linkon7]

I got 2 good news...first is i finished watching 2 and a half men... season 8..episode 16 complete...:clap::thumb:

second is i got done with the back testing... so far got a strike rate of 48% and a risk reward of 6.70....

boils down to 1635 points from 10th march'2010 to 17th March'2011, thats with 1 lot, with 2.35 as brokerage per trade, we gain 81,790 Rs...

Ticker	Trade	Date	Price	Ex. date	Ex. Price	% chg	Profit	% Profit	Shares	Position value	Cum. Profit	# bars	Profit/bar	MAE	MFE	Scale In/Out
NIFTY_MAR	Long	03/09/2010 15:23	5096.7	03/10/2010 12:44	5113.6	0.33%	745	0.29%	50	254835.01	745	218	3.42	-0.07%	0.84%	0/0
NIFTY_MAR	Long	03/10/2010 13:39	5106.2	03/11/2010 9:17	5109.5	0.06%	65	0.03%	50	255310.01	810	115	0.57	-0.17%	0.39%	0/0
NIFTY_MAR	Short	03/11/2010 9:39	5104.5	03/11/2010 9:45	5110.25	0.11%	-387.5	-0.15%	50	255225	422.5	7	-55.36	-0.11%	0.03%	0/0
NIFTY_MAR	Long	03/11/2010 9:45	5110.25	03/12/2010 13:35	5130	0.39%	887.5	0.35%	50	255512.5	1310	607	1.46	-0.05%	1.01%	0/0
NIFTY_MAR	Short	03/15/2010 9:18	5121.35	03/15/2010 12:26	5128.8	0.15%	-472.5	-0.18%	50	256067.5	837.5	189	-2.5	-0.17%	0.31%	0/0
NIFTY_MAR	Long	03/15/2010 12:26	5128.8	03/15/2010 15:07	5127.1	-0.03%	-185	-0.07%	50	256439.99	652.5	162	-1.14	-0.05%	0.15%	0/0
NIFTY_MAR	Long	03/15/2010 15:08	5126.9	03/22/2010 9:17	5235	2.11%	5305	2.07%	50	256345	5957.5	1530	3.47	-0.01%	3.02%	0/0
NIFTY_MAR	Long	03/22/2010 14:06	5232.4	03/22/2010 14:46	5227.25	-0.10%	-357.5	-0.14%	50	261620	5600	41	-8.72	-0.10%	0.14%	0/0
NIFTY_MAR	Short	03/22/2010 14:46	5227.25	03/23/2010 14:38	5237.4	0.19%	-607.5	-0.23%	50	261362.5	4992.5	369	-1.65	-0.22%	0.64%	0/0
NIFTY_MAR	Long	03/25/2010 14:45	5244.2	03/30/2010 14:07	5307	1.20%	3040	1.16%	50	262210.01	8032.5	1091	2.79	-0.10%	1.90%	0/0
NIFTY_MAR	Short	03/30/2010 15:13	5274	03/31/2010 9:16	5295.2	0.40%	-1160	-0.44%	50	263700	6872.5	20	-58	-0.40%	0.20%	0/0
NIFTY_MAR	Long	03/31/2010 9:16	5295.2	03/31/2010 10:12	5275.05	-0.38%	-1107.5	-0.42%	50	264760.01	5765	57	-19.43	-0.38%	0.02%	0/0
NIFTY_MAR	Short	03/31/2010 10:12	5275.05	03/31/2010 12:46	5290.3	0.29%	-862.5	-0.33%	50	263752.49	4902.5	155	-5.56	-0.34%	0.57%	0/0
NIFTY_MAR	Long	03/31/2010 12:46	5290.3	03/31/2010 12:48	5284.55	-0.11%	-387.5	-0.15%	50	264514.99	4515	3	-129.17	-0.11%	0.06%	0/0
NIFTY_MAR	Long	03/31/2010 12:53	5285	03/31/2010 12:57	5280.6	-0.08%	-320	-0.12%	50	264250	4195	5	-64	-0.08%	0.06%	0/0
NIFTY_MAR	Short	03/31/2010 12:57	5280.6	04/01/2010 9:20	5289	0.16%	-520	-0.20%	50	264030	3675	160	-3.25	-0.18%	0.60%	0/0
NIFTY_MAR	Long	04/01/2010 9:27	5292	04/01/2010 9:51	5287.5	-0.09%	-325	-0.12%	50	264600	3350	25	-13	-0.09%	0.03%	0/0
NIFTY_MAR	Short	04/01/2010 9:51	5287.5	04/01/2010 11:14	5287	-0.01%	-75	-0.03%	50	264375	3275	84	-0.89	-0.10%	0.13%	0/0
NIFTY_MAR	Long	04/01/2010 12:57	5300	04/01/2010 13:23	5293.3	-0.13%	-435	-0.16%	50	265000	2840	27	-16.11	-0.13%	0.06%	0/0
NIFTY_MAR	Short	04/01/2010 13:23	5293.3	04/01/2010 13:59	5299.2	0.11%	-395	-0.15%	50	264664.99	2445	37	-10.68	-0.16%	0.04%	0/0
NIFTY_MAR	Long	04/01/2010 13:59	5299.2	04/07/2010 13:53	5362.25	1.19%	3052.5	1.15%	50	264960.01	5497.5	1123	2.72	-0.04%	1.86%	0/0
NIFTY_MAR	Long	04/08/2010 13:00	5346.55	04/08/2010 13:24	5342	-0.09%	-327.5	-0.12%	50	267327.49	5170	25	-13.1	-0.12%	0.15%	0/0
NIFTY_MAR	Short	04/08/2010 13:24	5342	04/09/2010 11:09	5349	0.13%	-450	-0.17%	50	267100	4720	242	-1.86	-0.19%	0.97%	0/0
NIFTY_MAR	Long	04/09/2010 11:12	5361.35	04/12/2010 9:15	5346.25	-0.28%	-855	-0.32%	50	268067.5	3865	260	-3.29	-0.28%	0.51%	0/0
NIFTY_MAR	Short	04/12/2010 9:16	5347.3	04/12/2010 12:42	5361.75	0.27%	-822.5	-0.31%	50	267364.99	3042.5	207	-3.97	-0.29%	0.46%	0/0
NIFTY_MAR	Long	04/12/2010 12:45	5364.25	04/12/2010 13:02	5357.1	-0.13%	-457.5	-0.17%	50	268212.5	2585	18	-25.42	-0.15%	0.01%	0/0
NIFTY_MAR	Short	04/12/2010 13:02	5357.1	04/15/2010 9:15	5363.9	0.13%	-440	-0.16%	50	267855	2145	526	-0.84	-0.13%	0.92%	0/0
NIFTY_MAR	Long	04/15/2010 9:16	5364.1	04/15/2010 12:48	5338	-0.49%	-1405	-0.52%	50	268205	740	213	-6.6	-0.49%	0.04%	0/0
NIFTY_MAR	Short	04/15/2010 12:48	5338	04/20/2010 11:16	5253.5	-1.58%	4125	1.55%	50	266900	4865	1037	3.98	-0.17%	3.29%	0/0
NIFTY_MAR	Short	04/21/2010 11:08	5261.05	04/21/2010 15:06	5244.1	-0.32%	747.5	0.28%	50	263052.49	5612.5	239	3.13	-0.02%	0.59%	0/0
NIFTY_MAR	Long	04/22/2010 11:12	5251.7	04/22/2010 15:19	5260.3	0.16%	330	0.13%	50	262585.01	5942.5	248	1.33	-0.15%	1.71%	0/0
NIFTY_MAR	Long	04/22/2010 15:29	5256	04/23/2010 12:42	5274.8	0.36%	840	0.32%	50	262800	6782.5	210	4	-0.08%	1.12%	0/0
NIFTY_MAR	Short	04/28/2010 9:15	5259	04/29/2010 15:23	5256.35	-0.05%	32.5	0.01%	50	262950	6815	745	0.04	-0.34%	1.16%	0/0
NIFTY_MAR	Long	04/30/2010 9:37	5288.8	04/30/2010 9:53	5281.3	-0.14%	-475	-0.18%	50	264439.99	6340	17	-27.94	-0.16%	0.02%	0/0
NIFTY_MAR	Short	04/30/2010 9:53	5281.3	04/30/2010 10:07	5287.45	0.12%	-407.5	-0.15%	50	264064.99	5932.5	15	-27.17	-0.12%	0.02%	0/0
NIFTY_MAR	Long	04/30/2010 10:07	5287.45	04/30/2010 10:23	5281.9	-0.10%	-377.5	-0.14%	50	264372.51	5555	17	-22.21	-0.12%	0.04%	0/0
NIFTY_MAR	Short	04/30/2010 10:23	5281.9	04/30/2010 15:04	5270.95	-0.21%	447.5	0.17%	50	264095	6002.5	282	1.59	-0.11%	0.35%	0/0
NIFTY_MAR	Long	05/10/2010 10:55	5108.25	05/11/2010 14:23	5127.5	0.38%	862.5	0.34%	50	255412.5	6865	585	1.47	-0.05%	1.95%	0/0
NIFTY_MAR	Long	05/12/2010 12:04	5110.75	05/14/2010 9:27	5168.75	1.13%	2800	1.10%	50	255537.5	9665	596	4.7	-0.23%	2.09%	0/0
NIFTY_MAR	Short	05/14/2010 13:02	5154.9	05/17/2010 15:11	5073	-1.59%	3995	1.55%	50	257745	13660	506	7.9	-0.02%	3.72%	0/0
NIFTY_MAR	Long	05/24/2010 9:19	4981.3	05/24/2010 13:40	4970.65	-0.21%	-632.5	-0.25%	50	249064.99	13027.5	262	-2.41	-0.29%	0.83%	0/0
NIFTY_MAR	Short	05/24/2010 13:40	4970.65	05/24/2010 14:06	4968.5	-0.04%	7.5	0.00%	50	248532.5	13035	27	0.28	-0.13%	0.33%	0/0
NIFTY_MAR	Short	05/24/2010 14:38	4962	05/26/2010 11:01	4887	-1.51%	3650	1.47%	50	248100	16685	536	6.81	-0.12%	3.54%	0/0
NIFTY_MAR	Short	05/26/2010 14:49	4904.15	05/26/2010 14:55	4913.1	0.18%	-547.5	-0.22%	50	245207.5	16137.5	7	-78.21	-0.19%	0.01%	0/0
NIFTY_MAR	Long	05/26/2010 14:55	4913.1	06/01/2010 12:33	5015.9	2.09%	5040	2.05%	50	245655	21177.5	1363	3.7	-0.10%	3.23%	0/0
NIFTY_MAR	Long	06/01/2010 13:01	4989	06/01/2010 13:14	4973	-0.32%	-900	-0.36%	50	249450	20277.5	14	-64.29	-0.32%	0.06%	0/0
NIFTY_MAR	Short	06/01/2010 13:14	4973	06/02/2010 15:02	4996.5	0.47%	-1275	-0.51%	50	248650	19002.5	485	-2.63	-0.47%	0.77%	0/0
NIFTY_MAR	Long	06/02/2010 15:17	5010	06/07/2010 9:15	4997	-0.26%	-750	-0.30%	50	250500	18252.5	767	-0.98	-0.26%	2.49%	0/0
NIFTY_MAR	Short	06/07/2010 9:16	4996.5	06/08/2010 9:21	5042	0.91%	-2375	-0.95%	50	249825	15877.5	382	-6.22	-0.91%	0.22%	0/0
NIFTY_MAR	Long	06/08/2010 9:21	5042	06/08/2010 10:40	5034.6	-0.15%	-470	-0.19%	50	252100	15407.5	80	-5.87	-0.15%	0.11%	0/0
NIFTY_MAR	Short	06/08/2010 11:12	5032.55	06/08/2010 11:34	5037	0.09%	-322.5	-0.13%	50	251627.49	15085	23	-14.02	-0.10%	0.10%	0/0
NIFTY_MAR	Long	06/08/2010 11:34	5037	06/08/2010 12:52	5036.25	-0.01%	-137.5	-0.05%	50	251850	14947.5	79	-1.74	-0.09%	0.35%	0/0
NIFTY_MAR	Short	06/08/2010 12:57	5033.2	06/08/2010 13:08	5042.5	0.18%	-565	-0.22%	50	251660.01	14382.5	12	-47.08	-0.23%	0.02%	0/0
NIFTY_MAR	Long	06/08/2010 13:09	5043.7	06/08/2010 13:30	5035.15	-0.17%	-527.5	-0.21%	50	252185.01	13855	22	-23.98	-0.17%	0.02%	0/0
NIFTY_MAR	Short	06/08/2010 13:30	5035.15	06/08/2010 13:35	5040.6	0.11%	-372.5	-0.15%	50	251757.5	13482.5	6	-62.08	-0.13%	0.00%	0/0
NIFTY_MAR	Short	06/08/2010 13:40	5035	06/09/2010 11:57	5015	-0.40%	900	0.36%	50	251750	14382.5	274	3.28	-0.07%	1.91%	0/0
NIFTY_MAR	Short	06/10/2010 12:36	5025.05	06/10/2010 13:02	5022.3	-0.05%	37.5	0.01%	50	251252.49	14420	27	1.39	-0.10%	0.36%	0/0
NIFTY_MAR	Short	06/10/2010 13:30	5027.25	06/10/2010 13:55	5039.7	0.25%	-722.5	-0.29%	50	251362.5	13697.5	26	-27.79	-0.28%	0.06%	0/0
NIFTY_MAR	Long	06/10/2010 13:55	5039.7	06/17/2010 12:44	5212.2	3.42%	8525	3.38%	50	251985.01	22222.5	1810	4.71	-0.02%	4.14%	0/0
NIFTY_MAR	Long	06/23/2010 11:46	5300.75	06/23/2010 12:34	5317.35	0.31%	730	0.28%	50	265037.5	22952.5	49	14.9	-0.01%	0.40%	0/0
NIFTY_MAR	Short	06/24/2010 13:22	5320	06/25/2010 12:58	5322.5	0.05%	-225	-0.08%	50	266000	22727.5	353	-0.64	-0.14%	0.82%	0/0
NIFTY_MAR	Short	06/25/2010 13:22	5325.7	06/28/2010 9:58	5314.5	-0.21%	460	0.17%	50	266285.01	23187.5	173	2.66	-0.05%	0.99%	0/0
NIFTY_MAR	Long	06/28/2010 13:51	5323.1	06/29/2010 9:17	5314	-0.17%	-555	-0.21%	50	266155	22632.5	103	-5.39	-0.24%	0.41%	0/0
NIFTY_MAR	Short	06/29/2010 9:17	5314	06/30/2010 12:07	5286.2	-0.52%	1290	0.49%	50	265700	23922.5	547	2.36	-0.04%	1.38%	0/0
NIFTY_MAR	Long	06/30/2010 14:54	5302.1	07/01/2010 9:15	5263.5	-0.73%	-2030	-0.77%	50	265105	21892.5	38	-53.42	-0.76%	0.39%	0/0
NIFTY_MAR	Short	07/01/2010 9:15	5263.5	07/02/2010 9:15	5277.6	0.27%	-805	-0.31%	50	263175	21087.5	377	-2.14	-0.27%	0.62%	0/0
NIFTY_MAR	Short	07/02/2010 9:22	5279.4	07/02/2010 12:07	5269.25	-0.19%	407.5	0.15%	50	263970	21495	166	2.45	-0.08%	0.75%	0/0
NIFTY_MAR	Short	07/02/2010 12:26	5277.5	07/02/2010 13:18	5273.15	-0.08%	117.5	0.04%	50	263875	21612.5	53	2.22	-0.06%	0.40%	0/0
NIFTY_MAR	Short	07/02/2010 14:12	5273.5	07/02/2010 14:30	5267.5	-0.11%	200	0.08%	50	263675	21812.5	19	10.53	-0.05%	0.19%	0/0
NIFTY_MAR	Short	07/06/2010 10:03	5258	07/06/2010 10:07	5259	0.02%	-150	-0.06%	50	262900	21662.5	5	-30	-0.04%	0.03%	0/0
NIFTY_MAR	Long	07/06/2010 10:14	5263.75	07/07/2010 9:24	5271.85	0.15%	305	0.12%	50	263187.5	21967.5	327	0.93	-0.02%	0.95%	0/0
NIFTY_MAR	Long	07/07/2010 9:40	5267.2	07/07/2010 9:49	5262.85	-0.08%	-317.5	-0.12%	50	263360.01	21650	10	-31.75	-0.09%	0.02%	0/0
NIFTY_MAR	Short	07/07/2010 9:49	5262.85	07/07/2010 10:52	5267.85	0.10%	-350	-0.13%	50	263142.5	21300	64	-5.47	-0.11%	0.09%	0/0
NIFTY_MAR	Long	07/07/2010 10:52	5267.85	07/07/2010 11:00	5268	0.00%	-92.5	-0.04%	50	263392.5	21207.5	9	-10.28	-0.02%	0.11%	0/0
NIFTY_MAR	Short	07/07/2010 11:22	5261.1	07/07/2010 11:29	5266.15	0.10%	-352.5	-0.13%	50	263055	20855	8	-44.06	-0.13%	0.01%	0/0
NIFTY_MAR	Long	07/07/2010 11:29	5266.15	07/07/2010 11:35	5261.15	-0.09%	-350	-0.13%	50	263307.5	20505	7	-50	-0.09%	0.01%	0/0
NIFTY_MAR	Short	07/07/2010 11:35	5261.15	07/07/2010 11:48	5266.95	0.11%	-390	-0.15%	50	263057.5	20115	14	-27.86	-0.11%	0.01%	0/0
NIFTY_MAR	Long	07/07/2010 11:48	5266.95	07/07/2010 12:32	5257.4	-0.18%	-577.5	-0.22%	50	263347.51	19537.5	45	-12.83	-0.25%	0.06%	0/0
NIFTY_MAR	Short	07/07/2010 12:32	5257.4	07/07/2010 12:47	5265	0.14%	-480	-0.18%	50	262870	19057.5	16	-30	-0.18%	0.03%	0/0
NIFTY_MAR	Long	07/07/2010 12:47	5265	07/07/2010 13:02	5260	-0.09%	-350	-0.13%	50	263250	18707.5	16	-21.88	-0.14%	0.04%	0/0
NIFTY_MAR	Short	07/07/2010 13:02	5260	07/07/2010 13:24	5266.2	0.12%	-410	-0.16%	50	263000	18297.5	23	-17.83	-0.13%	0.11%	0/0
NIFTY_MAR	Long	07/07/2010 13:24	5266.2	07/07/2010 13:34	5268.55	0.04%	17.5	0.01%	50	263310.01	18315	11	1.59	-0.01%	0.10%	0/0
NIFTY_MAR	Long	07/07/2010 13:59	5264.75	07/07/2010 14:10	5257	-0.15%	-487.5	-0.19%	50	263237.5	17827.5	12	-40.63	-0.15%	0.10%	0/0
NIFTY_MAR	Short	07/07/2010 14:10	5257	07/08/2010 9:15	5308.55	0.98%	-2677.5	-1.02%	50	262850	15150	82	-32.65	-1.03%	0.40%	0/0
NIFTY_MAR	Long	07/08/2010 9:15	5308.55	07/14/2010 15:06	5396	1.65%	4272.5	1.61%	50	265427.49	19422.5	1856	2.3	-0.06%	2.54%	0/0
NIFTY_MAR	Long	07/15/2010 11:56	5384.15	07/15/2010 12:13	5380	-0.08%	-307.5	-0.11%	50	269207.5	19115	18	-17.08	-0.11%	0.03%	0/0
NIFTY_MAR	Short	07/15/2010 12:13	5380	07/15/2010 13:53	5391	0.20%	-650	-0.24%	50	269000	18465	101	-6.44	-0.20%	0.33%	0/0
NIFTY_MAR	Long	07/15/2010 13:53	5391	07/15/2010 13:57	5388.8	-0.04%	-210	-0.08%	50	269550	18255	5	-42	-0.05%	0.07%	0/0
NIFTY_MAR	Short	07/15/2010 14:58	5381.4	07/16/2010 12:35	5391.5	0.19%	-605	-0.22%	50	269070	17650	234	-2.59	-0.20%	0.18%	0/0
NIFTY_MAR	Long	07/16/2010 12:37	5392.8	07/16/2010 13:30	5387.25	-0.10%	-377.5	-0.14%	50	269639.99	17272.5	54	-6.99	-0.11%	0.09%	0/0
NIFTY_MAR	Short	07/16/2010 13:30	5387.25	07/16/2010 14:11	5390.2	0.05%	-247.5	-0.09%	50	269362.5	17025	42	-5.89	-0.05%	0.14%	0/0
NIFTY_MAR	Long	07/16/2010 14:17	5394.25	07/16/2010 14:34	5385.8	-0.16%	-522.5	-0.19%	50	269712.5	16502.5	18	-29.03	-0.18%	0.09%	0/0
NIFTY_MAR	Short	07/16/2010 14:34	5385.8	07/16/2010 14:46	5389.05	0.06%	-262.5	-0.10%	50	269289.99	16240	13	-20.19	-0.11%	0.05%	0/0
NIFTY_MAR	Short	07/16/2010 14:51	5388	07/16/2010 14:58	5388.65	0.01%	-132.5	-0.05%	50	269400	16107.5	8	-16.56	-0.02%	0.06%	0/0
NIFTY_MAR	Short	07/16/2010 15:03	5387.4	07/16/2010 15:06	5389.6	0.04%	-210	-0.08%	50	269370	15897.5	4	-52.5	-0.06%	0.02%	0/0
NIFTY_MAR	Long	07/16/2010 15:17	5394	07/19/2010 9:16	5379.5	-0.27%	-825	-0.31%	50	269700	15072.5	16	-51.56	-0.28%	0.20%	0/0
NIFTY_MAR	Short	07/19/2010 9:16	5379.5	07/19/2010 10:05	5389.8	0.19%	-615	-0.23%	50	268975	14457.5	50	-12.3	-0.25%	0.07%	0/0
NIFTY_MAR	Short	07/19/2010 10:08	5388	07/19/2010 10:16	5390.1	0.04%	-205	-0.08%	50	269400	14252.5	9	-22.78	-0.04%	0.02%	0/0
NIFTY_MAR	Short	07/19/2010 10:18	5390	07/19/2010 10:34	5388.45	-0.03%	-22.5	-0.01%	50	269500	14230	17	-1.32	-0.05%	0.05%	0/0
NIFTY_MAR	Short	07/19/2010 10:40	5389.55	07/19/2010 10:49	5394.9	0.10%	-367.5	-0.14%	50	269477.49	13862.5	10	-36.75	-0.11%	0.01%	0/0
NIFTY_MAR	Long	07/19/2010 10:49	5394.9	07/19/2010 12:21	5388	-0.13%	-445	-0.16%	50	269745	13417.5	93	-4.78	-0.13%	0.38%	0/0
NIFTY_MAR	Short	07/19/2010 12:21	5388	07/19/2010 12:54	5397.7	0.18%	-585	-0.22%	50	269400	12832.5	34	-17.21	-0.18%	0.09%	0/0
NIFTY_MAR	Short	07/19/2010 13:00	5388.3	07/19/2010 13:10	5394.1	0.11%	-390	-0.14%	50	269414.99	12442.5	11	-35.45	-0.11%	0.07%	0/0
NIFTY_MAR	Long	07/19/2010 13:20	5401	07/19/2010 13:36	5390.95	-0.19%	-602.5	-0.22%	50	270050	11840	17	-35.44	-0.22%	0.02%	0/0
NIFTY_MAR	Short	07/19/2010 13:36	5390.95	07/19/2010 13:47	5396.75	0.11%	-390	-0.14%	50	269547.51	11450	12	-32.5	-0.11%	0.09%	0/0
NIFTY_MAR	Long	07/19/2010 13:51	5396.35	07/19/2010 15:02	5391.4	-0.09%	-347.5	-0.13%	50	269817.5	11102.5	72	-4.83	-0.11%	0.22%	0/0
NIFTY_MAR	Short	07/19/2010 15:02	5391.4	07/20/2010 9:15	5402.65	0.21%	-662.5	-0.25%	50	269570	10440	30	-22.08	-0.22%	0.27%	0/0
NIFTY_MAR	Long	07/20/2010 9:16	5403.7	07/20/2010 11:25	5395.4	-0.15%	-515	-0.19%	50	270185.01	9925	130	-3.96	-0.19%	0.04%	0/0
NIFTY_MAR	Short	07/20/2010 11:25	5395.4	07/20/2010 11:39	5399.3	0.07%	-295	-0.11%	50	269770	9630	15	-19.67	-0.08%	0.00%	0/0
NIFTY_MAR	Long	07/20/2010 11:39	5399.3	07/20/2010 12:46	5394.8	-0.08%	-325	-0.12%	50	269964.99	9305	68	-4.78	-0.08%	0.14%	0/0
NIFTY_MAR	Short	07/20/2010 12:46	5394.8	07/20/2010 12:51	5396.4	0.03%	-180	-0.07%	50	269739.99	9125	6	-30	-0.04%	0.05%	0/0
NIFTY_MAR	Short	07/20/2010 12:57	5395.55	07/21/2010 11:10	5392.5	-0.06%	52.5	0.02%	50	269777.49	9177.5	270	0.19	0.00%	0.84%	0/0
NIFTY_MAR	Long	07/21/2010 11:12	5395.3	07/21/2010 12:39	5388.65	-0.12%	-432.5	-0.16%	50	269764.99	8745	88	-4.91	-0.14%	0.31%	0/0
NIFTY_MAR	Long	07/21/2010 12:43	5392.6	07/21/2010 13:31	5387.65	-0.09%	-347.5	-0.13%	50	269630	8397.5	49	-7.09	-0.09%	0.10%	0/0
NIFTY_MAR	Short	07/21/2010 13:35	5385.45	07/21/2010 13:58	5391.25	0.11%	-390	-0.14%	50	269272.51	8007.5	24	-16.25	-0.12%	0.01%	0/0
NIFTY_MAR	Long	07/21/2010 13:58	5391.25	07/22/2010 9:16	5386.25	-0.09%	-350	-0.13%	50	269562.5	7657.5	95	-3.68	-0.11%	0.35%	0/0
NIFTY_MAR	Short	07/22/2010 9:17	5386.15	07/22/2010 11:33	5393	0.13%	-442.5	-0.16%	50	269307.5	7215	137	-3.23	-0.13%	0.21%	0/0
NIFTY_MAR	Long	07/22/2010 11:34	5394	07/22/2010 11:45	5388.6	-0.10%	-370	-0.14%	50	269700	6845	12	-30.83	-0.10%	0.03%	0/0
NIFTY_MAR	Short	07/22/2010 11:49	5389.4	07/22/2010 11:54	5392.85	0.06%	-272.5	-0.10%	50	269470	6572.5	6	-45.42	-0.08%	0.02%	0/0
NIFTY_MAR	Long	07/22/2010 11:55	5394.5	07/26/2010 13:05	5431.05	0.68%	1727.5	0.64%	50	269725	8300	823	2.1	-0.10%	1.28%	0/0
NIFTY_MAR	Long	07/27/2010 10:05	5418.55	07/27/2010 15:18	5434.35	0.29%	690	0.25%	50	270927.49	8990	314	2.2	-0.16%	0.75%	0/0
NIFTY_MAR	Short	07/28/2010 13:00	5425	07/29/2010 12:38	5420.1	-0.09%	145	0.05%	50	271250	9135	355	0.41	-0.04%	0.72%	0/0
NIFTY_MAR	Long	08/02/2010 10:43	5421.05	08/02/2010 10:58	5413.4	-0.14%	-482.5	-0.18%	50	271052.49	8652.5	16	-30.16	-0.14%	0.07%	0/0
NIFTY_MAR	Short	08/02/2010 10:58	5413.4	08/02/2010 11:44	5417.35	0.07%	-297.5	-0.11%	50	270670	8355	47	-6.33	-0.10%	0.07%	0/0
NIFTY_MAR	Long	08/02/2010 11:44	5417.35	08/02/2010 12:43	5410.35	-0.13%	-450	-0.17%	50	270867.5	7905	60	-7.5	-0.13%	0.06%	0/0
NIFTY_MAR	Short	08/02/2010 12:43	5410.35	08/02/2010 12:55	5417.7	0.14%	-467.5	-0.17%	50	270517.5	7437.5	13	-35.96	-0.18%	0.01%	0/0
NIFTY_MAR	Long	08/02/2010 12:55	5417.7	08/03/2010 13:08	5419.5	0.03%	-10	0.00%	50	270885.01	7427.5	390	-0.03	-0.05%	0.43%	0/0
NIFTY_MAR	Short	08/06/2010 14:43	5441	08/09/2010 9:37	5448.3	0.13%	-465	-0.17%	50	272050	6962.5	71	-6.55	-0.16%	0.16%	0/0
NIFTY_MAR	Long	08/09/2010 9:37	5448.3	08/09/2010 10:44	5455.1	0.12%	240	0.09%	50	272414.99	7202.5	68	3.53	-0.02%	0.17%	0/0
NIFTY_MAR	Short	08/10/2010 12:02	5454.5	08/10/2010 12:13	5459.8	0.10%	-365	-0.13%	50	272725	6837.5	12	-30.42	-0.10%	0.02%	0/0
NIFTY_MAR	Long	08/10/2010 12:13	5459.8	08/10/2010 12:23	5455	-0.09%	-340	-0.12%	50	272989.99	6497.5	11	-30.91	-0.09%	0.04%	0/0
NIFTY_MAR	Short	08/10/2010 12:23	5455	08/10/2010 12:41	5460.7	0.10%	-385	-0.14%	50	272750	6112.5	19	-20.26	-0.10%	0.04%	0/0
NIFTY_MAR	Long	08/10/2010 12:41	5460.7	08/10/2010 12:59	5452.8	-0.14%	-495	-0.18%	50	273035.01	5617.5	19	-26.05	-0.14%	0.01%	0/0
NIFTY_MAR	Short	08/10/2010 12:59	5452.8	08/10/2010 14:11	5461.5	0.16%	-535	-0.20%	50	272639.99	5082.5	73	-7.33	-0.21%	0.23%	0/0
NIFTY_MAR	Long	08/10/2010 14:11	5461.5	08/10/2010 14:24	5457.45	-0.07%	-302.5	-0.11%	50	273075	4780	14	-21.61	-0.07%	0.06%	0/0
NIFTY_MAR	Short	08/10/2010 14:29	5454.3	08/10/2010 15:15	5463.05	0.16%	-537.5	-0.20%	50	272714.99	4242.5	47	-11.44	-0.18%	0.15%	0/0
NIFTY_MAR	Long	08/10/2010 15:15	5463.05	08/11/2010 9:33	5459	-0.07%	-302.5	-0.11%	50	273152.49	3940	35	-8.64	-0.08%	0.09%	0/0
NIFTY_MAR	Short	08/11/2010 9:34	5458	08/12/2010 13:23	5429.5	-0.52%	1325	0.49%	50	272900	5265	606	2.19	-0.04%	1.58%	0/0
NIFTY_MAR	Short	08/13/2010 9:38	5439.1	08/13/2010 11:00	5444.05	0.09%	-347.5	-0.13%	50	271955	4917.5	83	-4.19	-0.12%	0.07%	0/0
NIFTY_MAR	Long	08/13/2010 11:00	5444.05	08/16/2010 13:23	5447	0.05%	47.5	0.02%	50	272202.49	4965	520	0.09	-0.05%	0.64%	0/0
NIFTY_MAR	Short	08/16/2010 13:31	5432.25	08/17/2010 14:11	5435.5	0.06%	-262.5	-0.10%	50	271612.5	4702.5	417	-0.63	-0.15%	0.72%	0/0
NIFTY_MAR	Long	08/17/2010 14:12	5436	08/17/2010 14:15	5430.2	-0.11%	-390	-0.14%	50	271800	4312.5	4	-97.5	-0.11%	0.02%	0/0
NIFTY_MAR	Short	08/17/2010 14:16	5429.3	08/17/2010 14:24	5441	0.22%	-685	-0.25%	50	271464.99	3627.5	9	-76.11	-0.24%	0.03%	0/0
NIFTY_MAR	Long	08/17/2010 14:24	5441	08/17/2010 14:32	5432.05	-0.16%	-547.5	-0.20%	50	272050	3080	9	-60.83	-0.22%	0.05%	0/0
NIFTY_MAR	Short	08/17/2010 14:48	5430	08/18/2010 10:45	5434.05	0.07%	-302.5	-0.11%	50	271500	2777.5	134	-2.26	-0.11%	0.25%	0/0
NIFTY_MAR	Long	08/18/2010 10:53	5434.5	08/18/2010 11:19	5432.8	-0.03%	-185	-0.07%	50	271725	2592.5	27	-6.85	-0.06%	0.12%	0/0
NIFTY_MAR	Long	08/18/2010 11:36	5434.7	08/18/2010 12:25	5432.1	-0.05%	-230	-0.08%	50	271735.01	2362.5	50	-4.6	-0.05%	0.09%	0/0
NIFTY_MAR	Short	08/18/2010 12:29	5430.15	08/18/2010 14:10	5435.5	0.10%	-367.5	-0.14%	50	271507.5	1995	102	-3.6	-0.14%	0.22%	0/0
NIFTY_MAR	Long	08/18/2010 14:16	5438.2	08/24/2010 9:43	5520.85	1.52%	4032.5	1.48%	50	271910.01	6027.5	1232	3.27	-0.09%	1.93%	0/0
NIFTY_MAR	Short	08/24/2010 12:14	5498.5	08/24/2010 12:23	5503.5	0.09%	-350	-0.13%	50	274925	5677.5	10	-35	-0.13%	0.03%	0/0
NIFTY_MAR	Long	08/24/2010 12:23	5503.5	08/24/2010 12:53	5498	-0.10%	-375	-0.14%	50	275175	5302.5	31	-12.1	-0.11%	0.11%	0/0
NIFTY_MAR	Short	08/24/2010 12:53	5498	08/24/2010 15:07	5513	0.27%	-850	-0.31%	50	274900	4452.5	135	-6.3	-0.28%	0.32%	0/0
NIFTY_MAR	Long	08/24/2010 15:07	5513	08/24/2010 15:27	5509	-0.07%	-300	-0.11%	50	275650	4152.5	21	-14.29	-0.07%	0.09%	0/0
NIFTY_MAR	Short	08/25/2010 9:15	5498.45	08/26/2010 12:38	5493	-0.10%	172.5	0.06%	50	274922.51	4325	579	0.3	-0.08%	0.67%	0/0
NIFTY_MAR	Long	09/01/2010 13:38	5444.5	09/16/2010 15:00	5838.4	7.23%	19595	7.20%	50	272225	23920	3842	5.1	-0.17%	8.66%	0/0
NIFTY_MAR	Long	09/23/2010 13:52	5972.5	09/23/2010 14:01	5963.5	-0.15%	-550	-0.18%	50	298625	23370	10	-55	-0.21%	0.03%	0/0
NIFTY_MAR	Short	09/23/2010 14:01	5963.5	09/23/2010 15:10	5975.5	0.20%	-700	-0.23%	50	298175	22670	70	-10	-0.22%	0.34%	0/0
NIFTY_MAR	Long	09/23/2010 15:10	5975.5	09/24/2010 9:38	5969.5	-0.10%	-400	-0.13%	50	298775	22270	45	-8.89	-0.16%	0.07%	0/0
NIFTY_MAR	Short	09/24/2010 9:38	5969.5	09/24/2010 9:47	5979.95	0.18%	-622.5	-0.21%	50	298475	21647.5	10	-62.25	-0.18%	0.03%	0/0
NIFTY_MAR	Long	09/24/2010 9:47	5979.95	09/28/2010 12:37	6052.35	1.21%	3520	1.18%	50	298997.51	25167.5	923	3.81	-0.05%	2.12%	0/0
NIFTY_MAR	Long	09/29/2010 10:18	6030.05	09/29/2010 10:47	6050	0.33%	897.5	0.30%	50	301502.49	26065	30	29.92	-0.06%	0.38%	0/0
NIFTY_MAR	Long	09/29/2010 11:31	6041	09/29/2010 12:30	6047.15	0.10%	207.5	0.07%	50	302050	26272.5	60	3.46	-0.11%	0.17%	0/0
NIFTY_MAR	Long	09/29/2010 13:13	6037	09/29/2010 13:22	6030.1	-0.11%	-445	-0.15%	50	301850	25827.5	10	-44.5	-0.15%	0.01%	0/0
NIFTY_MAR	Short	09/29/2010 13:22	6030.1	09/29/2010 13:26	6041	0.18%	-645	-0.21%	50	301505	25182.5	5	-129	-0.18%	0.03%	0/0
NIFTY_MAR	Long	09/29/2010 13:26	6041	09/29/2010 13:43	6030	-0.18%	-650	-0.22%	50	302050	24532.5	18	-36.11	-0.20%	0.07%	0/0
NIFTY_MAR	Short	09/29/2010 13:43	6030	09/29/2010 13:53	6035.85	0.10%	-392.5	-0.13%	50	301500	24140	11	-35.68	-0.13%	0.06%	0/0
NIFTY_MAR	Long	09/29/2010 13:53	6035.85	09/29/2010 14:17	6028.55	-0.12%	-465	-0.15%	50	301792.5	23675	25	-18.6	-0.12%	0.13%	0/0
NIFTY_MAR	Short	09/29/2010 14:17	6028.55	09/30/2010 15:02	6025.45	-0.05%	55	0.02%	50	301427.49	23730	422	0.13	-0.07%	0.72%	0/0
NIFTY_MAR	Short	09/30/2010 15:21	6038.75	10/01/2010 9:15	6078.5	0.66%	-2087.5	-0.69%	50	301937.5	21642.5	11	-189.77	-0.67%	0.20%	0/0
NIFTY_MAR	Long	10/01/2010 9:15	6078.5	10/05/2010 15:20	6178.9	1.65%	4920	1.62%	50	303925	26562.5	1118	4.4	-0.08%	2.79%	0/0
NIFTY_MAR	Short	10/07/2010 14:19	6190.95	10/11/2010 9:16	6174.95	-0.26%	700	0.23%	50	309547.51	27262.5	450	1.56	-0.10%	1.52%	0/0
NIFTY_MAR	Long	10/13/2010 10:17	6163.55	10/14/2010 14:22	6210.5	0.76%	2247.5	0.73%	50	308177.49	29510	622	3.61	-0.09%	2.36%	0/0
NIFTY_MAR	Short	10/15/2010 9:44	6168	10/18/2010 14:51	6112	-0.91%	2700	0.88%	50	308400	32210	684	3.95	-0.16%	2.59%	0/0
NIFTY_MAR	Short	10/19/2010 14:06	6149	10/21/2010 12:02	6065.5	-1.36%	4075	1.33%	50	307450	36285	629	6.48	-0.09%	2.62%	0/0
NIFTY_MAR	Long	10/21/2010 13:01	6093.9	10/22/2010 13:19	6093	-0.01%	-145	-0.05%	50	304695	36140	395	-0.37	-0.06%	0.95%	0/0
NIFTY_MAR	Short	10/22/2010 13:47	6063	10/22/2010 14:36	6090.7	0.46%	-1485	-0.49%	50	303150	34655	50	-29.7	-0.46%	0.09%	0/0
NIFTY_MAR	Long	10/22/2010 14:36	6090.7	10/22/2010 14:49	6092.95	0.04%	12.5	0.00%	50	304535.01	34667.5	14	0.89	-0.09%	0.17%	0/0
NIFTY_MAR	Long	10/22/2010 15:03	6088.2	10/26/2010 9:17	6117.9	0.49%	1385	0.45%	50	304410.01	36052.5	407	3.4	-0.07%	1.51%	0/0
NIFTY_MAR	Long	10/26/2010 13:31	6109.1	10/26/2010 14:19	6118	0.15%	345	0.11%	50	305455	36397.5	49	7.04	-0.18%	0.23%	0/0
NIFTY_MAR	Long	10/26/2010 15:08	6108.1	10/27/2010 9:15	6075.25	-0.54%	-1742.5	-0.57%	50	305405	34655	24	-72.6	-0.54%	0.14%	0/0
NIFTY_MAR	Short	10/27/2010 9:15	6075.25	10/28/2010 13:53	6066	-0.15%	362.5	0.12%	50	303762.5	35017.5	655	0.55	-0.44%	1.16%	0/0
NIFTY_MAR	Long	11/01/2010 9:15	6125	11/09/2010 11:28	6274	2.43%	7350	2.40%	50	306250	42367.5	2014	3.65	-0.13%	3.51%	0/0
NIFTY_MAR	Short	11/11/2010 12:17	6284.8	11/18/2010 14:29	6051	-3.72%	11590	3.69%	50	314239.99	53957.5	1637	7.08	-0.19%	5.71%	0/0
NIFTY_MAR	Long	11/22/2010 14:47	6019.5	11/22/2010 15:20	6002.15	-0.29%	-967.5	-0.32%	50	300975	52990	34	-28.46	-0.29%	0.07%	0/0
NIFTY_MAR	Short	11/22/2010 15:20	6002.15	11/23/2010 14:39	5958	-0.74%	2107.5	0.70%	50	300107.5	55097.5	336	6.27	-0.13%	3.00%	0/0
NIFTY_MAR	Short	11/24/2010 10:27	5965.35	11/24/2010 11:00	5974.05	0.15%	-535	-0.18%	50	298267.5	54562.5	34	-15.74	-0.18%	0.10%	0/0
NIFTY_MAR	Long	11/24/2010 11:00	5974.05	11/24/2010 12:27	5960.35	-0.23%	-785	-0.26%	50	298702.49	53777.5	88	-8.92	-0.23%	0.22%	0/0
NIFTY_MAR	Short	11/24/2010 12:27	5960.35	11/24/2010 12:37	5961.2	0.01%	-142.5	-0.05%	50	298017.5	53635	11	-12.95	-0.11%	0.17%	0/0
NIFTY_MAR	Short	11/24/2010 13:15	5961.35	11/24/2010 13:35	5972.65	0.19%	-665	-0.22%	50	298067.5	52970	21	-31.67	-0.20%	0.07%	0/0
NIFTY_MAR	Long	11/24/2010 13:35	5972.65	11/24/2010 13:57	5954	-0.31%	-1032.5	-0.35%	50	298632.5	51937.5	23	-44.89	-0.31%	0.09%	0/0
NIFTY_MAR	Short	11/24/2010 13:57	5954	11/24/2010 14:00	5957.95	0.07%	-297.5	-0.10%	50	297700	51640	4	-74.37	-0.08%	0.02%	0/0
NIFTY_MAR	Long	11/30/2010 12:41	5872.95	12/03/2010 13:32	5982	1.86%	5352.5	1.82%	50	293647.51	56992.5	1180	4.54	-0.16%	2.79%	0/0
NIFTY_MAR	Short	12/07/2010 9:30	5979	12/07/2010 9:38	5991.85	0.21%	-742.5	-0.25%	50	298950	56250	9	-82.5	-0.21%	0.00%	0/0
NIFTY_MAR	Long	12/07/2010 9:38	5991.85	12/07/2010 10:21	5990	-0.03%	-192.5	-0.06%	50	299592.5	56057.5	44	-4.38	-0.03%	0.19%	0/0
NIFTY_MAR	Short	12/07/2010 10:21	5990	12/07/2010 10:47	6000.55	0.18%	-627.5	-0.21%	50	299500	55430	27	-23.24	-0.18%	0.07%	0/0
NIFTY_MAR	Long	12/07/2010 10:47	6000.55	12/07/2010 10:57	5992.75	-0.13%	-490	-0.16%	50	300027.49	54940	11	-44.55	-0.13%	0.04%	0/0
NIFTY_MAR	Short	12/07/2010 10:57	5992.75	12/07/2010 13:56	6008	0.25%	-862.5	-0.29%	50	299637.5	54077.5	180	-4.79	-0.25%	0.52%	0/0
NIFTY_MAR	Short	12/07/2010 13:58	6000.9	12/07/2010 14:33	6015	0.23%	-805	-0.27%	50	300045	53272.5	36	-22.36	-0.23%	0.25%	0/0
NIFTY_MAR	Long	12/07/2010 14:33	6015	12/07/2010 14:47	5999	-0.27%	-900	-0.30%	50	300750	52372.5	15	-60	-0.27%	0.00%	0/0
NIFTY_MAR	Short	12/07/2010 14:47	5999	12/07/2010 15:18	6007.9	0.15%	-545	-0.18%	50	299950	51827.5	32	-17.03	-0.15%	0.32%	0/0
NIFTY_MAR	Long	12/07/2010 15:23	6014	12/08/2010 9:15	5967	-0.78%	-2450	-0.81%	50	300700	49377.5	9	-272.22	-0.78%	0.13%	0/0
NIFTY_MAR	Short	12/08/2010 9:15	5967	12/10/2010 14:51	5873.25	-1.57%	4587.5	1.54%	50	298350	53965	1089	4.21	-0.22%	3.57%	0/0
NIFTY_MAR	Long	12/13/2010 14:23	5907.7	12/15/2010 12:06	5906	-0.03%	-185	-0.06%	50	295385.01	53780	616	-0.3	-0.28%	1.05%	0/0
NIFTY_MAR	Short	12/15/2010 14:40	5878.25	12/15/2010 15:01	5893	0.25%	-837.5	-0.28%	50	293912.5	52942.5	22	-38.07	-0.25%	0.09%	0/0
NIFTY_MAR	Long	12/15/2010 15:01	5893	12/16/2010 9:27	5909.7	0.28%	735	0.25%	50	294650	53677.5	43	17.09	-0.08%	0.32%	0/0
NIFTY_MAR	Long	12/16/2010 9:54	5890.9	12/16/2010 10:45	5904.25	0.23%	567.5	0.19%	50	294545	54245	52	10.91	-0.12%	0.35%	0/0
NIFTY_MAR	Short	12/16/2010 12:54	5879.5	12/16/2010 14:11	5905	0.43%	-1375	-0.47%	50	293975	52870	78	-17.63	-0.45%	0.28%	0/0
NIFTY_MAR	Long	12/16/2010 14:11	5905	12/22/2010 14:13	5986.15	1.37%	3957.5	1.34%	50	295250	56827.5	1131	3.5	-0.10%	2.34%	0/0
NIFTY_MAR	Short	12/24/2010 9:18	5977	12/24/2010 9:53	5986.15	0.15%	-557.5	-0.19%	50	298850	56270	36	-15.49	-0.18%	0.10%	0/0
NIFTY_MAR	Long	12/24/2010 9:53	5986.15	12/24/2010 10:12	5980.2	-0.10%	-397.5	-0.13%	50	299307.5	55872.5	20	-19.87	-0.12%	0.03%	0/0
NIFTY_MAR	Short	12/24/2010 10:12	5980.2	12/24/2010 12:21	5999.9	0.33%	-1085	-0.36%	50	299010.01	54787.5	130	-8.35	-0.33%	0.08%	0/0
NIFTY_MAR	Long	12/24/2010 12:21	5999.9	12/27/2010 13:38	6016	0.27%	705	0.24%	50	299995	55492.5	454	1.55	-0.11%	1.05%	0/0
NIFTY_MAR	Long	12/27/2010 13:42	6018	12/27/2010 15:02	6016.15	-0.03%	-192.5	-0.06%	50	300900	55300	81	-2.38	-0.17%	0.25%	0/0
NIFTY_MAR	Short	12/27/2010 15:16	6009	12/28/2010 9:23	6018.15	0.15%	-557.5	-0.19%	50	300450	54742.5	24	-23.23	-0.18%	0.05%	0/0
NIFTY_MAR	Long	12/28/2010 9:23	6018.15	12/28/2010 9:29	6008.15	-0.17%	-600	-0.20%	50	300907.5	54142.5	7	-85.71	-0.17%	0.01%	0/0
NIFTY_MAR	Short	12/28/2010 9:29	6008.15	12/28/2010 10:56	6017	0.15%	-542.5	-0.18%	50	300407.5	53600	88	-6.16	-0.18%	0.18%	0/0
NIFTY_MAR	Long	12/28/2010 10:56	6017	12/28/2010 11:25	6012.1	-0.08%	-345	-0.11%	50	300850	53255	30	-11.5	-0.09%	0.06%	0/0
NIFTY_MAR	Short	12/28/2010 11:25	6012.1	12/28/2010 11:35	6018	0.10%	-395	-0.13%	50	300605	52860	11	-35.91	-0.11%	0.03%	0/0
NIFTY_MAR	Long	12/28/2010 11:35	6018	12/28/2010 11:44	6017.1	-0.01%	-145	-0.05%	50	300900	52715	10	-14.5	-0.04%	0.10%	0/0
NIFTY_MAR	Short	12/28/2010 12:21	6007	12/28/2010 13:39	6016.95	0.17%	-597.5	-0.20%	50	300350	52117.5	79	-7.56	-0.19%	0.10%	0/0
NIFTY_MAR	Long	12/28/2010 13:39	6016.95	12/28/2010 13:41	6016	-0.02%	-147.5	-0.05%	50	300847.51	51970	3	-49.17	-0.02%	0.03%	0/0
NIFTY_MAR	Short	12/28/2010 13:59	6010.4	12/28/2010 14:18	6019	0.14%	-530	-0.18%	50	300520	51440	20	-26.5	-0.14%	0.04%	0/0
NIFTY_MAR	Long	12/28/2010 14:18	6019	12/28/2010 14:58	6013	-0.10%	-400	-0.13%	50	300950	51040	41	-9.76	-0.10%	0.12%	0/0
NIFTY_MAR	Long	12/28/2010 15:04	6017	01/04/2011 9:54	6156	2.31%	6850	2.28%	50	300850	57890	1571	4.36	-0.11%	3.14%	0/0
NIFTY_MAR	Long	01/05/2011 9:20	6143	01/05/2011 9:38	6137.5	-0.09%	-375	-0.12%	50	307150	57515	19	-19.74	-0.15%	0.02%	0/0
NIFTY_MAR	Short	01/05/2011 9:38	6137.5	01/05/2011 9:51	6146	0.14%	-525	-0.17%	50	306875	56990	14	-37.5	-0.18%	0.05%	0/0
NIFTY_MAR	Long	01/05/2011 9:51	6146	01/05/2011 10:09	6128.95	-0.28%	-952.5	-0.31%	50	307300	56037.5	19	-50.13	-0.28%	0.03%	0/0
NIFTY_MAR	Short	01/05/2011 10:09	6128.95	01/12/2011 13:26	5816.7	-5.09%	15512.5	5.06%	50	306447.51	71550	2078	7.47	-0.24%	7.00%	0/0
NIFTY_MAR	Long	01/14/2011 12:21	5835	01/14/2011 14:14	5778	-0.98%	-2950	-1.01%	50	291750	68600	114	-25.88	-1.08%	0.82%	0/0
NIFTY_MAR	Short	01/14/2011 14:14	5778	01/18/2011 9:23	5738	-0.69%	1900	0.66%	50	288900	70500	462	4.11	-0.09%	2.56%	0/0
NIFTY_MAR	Long	01/18/2011 15:13	5760.95	01/19/2011 9:16	5736.1	-0.43%	-1342.5	-0.47%	50	288047.51	69157.5	20	-67.12	-0.43%	0.06%	0/0
NIFTY_MAR	Short	01/19/2011 9:16	5736.1	01/19/2011 10:10	5726	-0.18%	405	0.14%	50	286805	69562.5	55	7.36	-0.04%	0.46%	0/0
NIFTY_MAR	Short	01/19/2011 12:33	5741.5	01/20/2011 14:10	5727.65	-0.24%	592.5	0.21%	50	287075	70155	474	1.25	-0.15%	1.91%	0/0
NIFTY_MAR	Long	01/20/2011 14:15	5720.05	01/20/2011 14:21	5693	-0.47%	-1452.5	-0.51%	50	286002.49	68702.5	7	-207.5	-0.47%	0.09%	0/0
NIFTY_MAR	Short	01/20/2011 14:21	5693	01/20/2011 14:35	5734.65	0.73%	-2182.5	-0.77%	50	284650	66520	15	-145.5	-0.73%	0.09%	0/0
NIFTY_MAR	Long	01/20/2011 14:35	5734.65	01/21/2011 9:16	5690	-0.78%	-2332.5	-0.81%	50	286732.5	64187.5	58	-40.22	-0.78%	0.16%	0/0
NIFTY_MAR	Short	01/21/2011 9:16	5690	01/21/2011 9:19	5702	0.21%	-700	-0.25%	50	284500	63487.5	4	-175	-0.21%	0.05%	0/0
NIFTY_MAR	Short	01/21/2011 9:30	5702.1	01/21/2011 10:02	5696.4	-0.10%	185	0.06%	50	285105	63672.5	33	5.61	-0.24%	0.16%	0/0
NIFTY_MAR	Long	01/21/2011 11:03	5721	01/21/2011 14:00	5700.65	-0.36%	-1117.5	-0.39%	50	286050	62555	178	-6.28	-0.45%	0.38%	0/0
NIFTY_MAR	Long	01/21/2011 14:04	5711	01/24/2011 9:17	5704.25	-0.12%	-437.5	-0.15%	50	285550	62117.5	90	-4.86	-0.25%	0.40%	0/0
NIFTY_MAR	Long	01/24/2011 9:18	5735.05	01/25/2011 13:42	5749	0.24%	597.5	0.21%	50	286752.49	62715	641	0.93	-0.18%	1.41%	0/0
NIFTY_MAR	Long	01/25/2011 14:01	5730.15	01/25/2011 14:05	5717	-0.23%	-757.5	-0.26%	50	286507.5	61957.5	5	-151.5	-0.23%	0.04%	0/0
NIFTY_MAR	Short	01/25/2011 14:05	5717	02/02/2011 10:45	5490	-3.97%	11250	3.94%	50	285850	73207.5	1677	6.71	-0.30%	5.32%	0/0
NIFTY_MAR	Long	02/03/2011 10:50	5515.55	02/04/2011 11:30	5497	-0.34%	-1027.5	-0.37%	50	275777.49	72180	417	-2.46	-0.34%	0.90%	0/0
NIFTY_MAR	Long	02/04/2011 11:40	5495.5	02/04/2011 11:44	5477.15	-0.33%	-1017.5	-0.37%	50	274775	71162.5	5	-203.5	-0.33%	0.03%	0/0
NIFTY_MAR	Short	02/04/2011 11:44	5477.15	02/11/2011 13:31	5257.75	-4.01%	10870	3.97%	50	273857.5	82032.5	1988	5.47	-0.22%	5.51%	0/0
NIFTY_MAR	Long	02/11/2011 15:05	5311	02/18/2011 12:48	5513	3.80%	20100	3.78%	100	531100	102132.5	1744	11.53	-0.06%	5.23%	0/0
NIFTY_MAR	Long	02/18/2011 14:42	5493	02/18/2011 14:52	5471.15	-0.40%	-2285	-0.42%	100	549300	99847.5	11	-207.73	-0.40%	0.04%	0/0
NIFTY_MAR	Short	02/18/2011 14:52	5471.15	02/21/2011 14:46	5481.7	0.19%	-1155	-0.21%	100	547114.99	98692.5	371	-3.11	-0.19%	1.10%	0/0
NIFTY_MAR	Long	02/21/2011 14:53	5505.55	02/22/2011 9:17	5477	-0.52%	-1527.5	-0.55%	50	275277.49	97165	41	-37.26	-0.66%	0.60%	0/0
NIFTY_MAR	Short	02/22/2011 9:17	5477	02/22/2011 9:26	5480	0.05%	-250	-0.09%	50	273850	96915	10	-25	-0.13%	0.27%	0/0
NIFTY_MAR	Short	02/22/2011 10:40	5484.9	02/22/2011 10:46	5502	0.31%	-955	-0.35%	50	274245	95960	7	-136.43	-0.31%	0.05%	0/0
NIFTY_MAR	Long	02/22/2011 10:46	5502	02/22/2011 11:19	5486.7	-0.28%	-865	-0.31%	50	275100	95095	34	-25.44	-0.39%	0.33%	0/0
NIFTY_MAR	Short	02/22/2011 11:19	5486.7	02/22/2011 11:48	5495.5	0.16%	-540	-0.20%	50	274335.01	94555	30	-18	-0.22%	0.14%	0/0
NIFTY_MAR	Long	02/22/2011 11:48	5495.5	02/22/2011 12:52	5485	-0.19%	-625	-0.23%	50	274775	93930	64	-9.77	-0.22%	0.40%	0/0
NIFTY_MAR	Short	02/22/2011 12:52	5485	02/23/2011 9:33	5480	-0.09%	150	0.05%	50	274250	94080	176	0.85	-0.06%	1.01%	0/0
NIFTY_MAR	Short	02/23/2011 10:07	5486	02/23/2011 10:58	5482	-0.07%	100	0.04%	50	274300	94180	52	1.92	-0.11%	0.23%	0/0
NIFTY_MAR	Long	02/23/2011 14:02	5495.2	02/23/2011 14:12	5483.5	-0.21%	-685	-0.25%	50	274760.01	93495	11	-62.27	-0.22%	0.01%	0/0
NIFTY_MAR	Short	02/23/2011 14:12	5483.5	02/28/2011 9:30	5347	-2.49%	6725	2.45%	50	274175	100220	845	7.96	-0.04%	4.58%	0/0
NIFTY_MAR	Long	02/28/2011 13:09	5423	02/28/2011 14:32	5385.55	-0.69%	-3845	-0.71%	100	542300	96375	84	-45.77	-0.83%	1.40%	0/0
NIFTY_MAR	Short	02/28/2011 14:32	5385.55	02/28/2011 14:37	5372.7	-0.24%	1185	0.22%	100	538554.98	97560	6	197.5	-0.04%	0.41%	0/0
NIFTY_MAR	Long	03/01/2011 9:29	5399	03/04/2011 15:03	5524	2.32%	12400	2.30%	100	539900	109960	1086	11.42	-0.05%	3.91%	0/0
NIFTY_MAR	Short	03/07/2011 9:37	5458	03/07/2011 14:58	5491.25	0.61%	-3425	-0.63%	100	545800	106535	322	-10.64	-0.61%	0.98%	0/0
NIFTY_MAR	Long	03/07/2011 15:00	5491	03/07/2011 15:05	5475.05	-0.29%	-1695	-0.31%	100	549100	104840	6	-282.5	-0.29%	0.05%	0/0
NIFTY_MAR	Short	03/07/2011 15:05	5475.05	03/08/2011 9:19	5491	0.29%	-1695	-0.31%	100	547504.98	103145	31	-54.68	-0.29%	0.17%	0/0
NIFTY_MAR	Long	03/08/2011 9:23	5496.5	03/09/2011 11:07	5509.9	0.24%	1240	0.23%	100	549650	104385	481	2.58	-0.02%	1.30%	0/0
NIFTY_MAR	Short	03/09/2011 11:07	5509.9	03/09/2011 12:09	5516	0.11%	-710	-0.13%	100	550989.99	103675	63	-11.27	-0.13%	0.59%	0/0
NIFTY_MAR	Short	03/09/2011 12:12	5513.1	03/09/2011 12:14	5514	0.02%	-190	-0.03%	100	551310.01	103485	3	-63.33	-0.06%	0.07%	0/0
NIFTY_MAR	Short	03/09/2011 12:31	5510	03/09/2011 12:47	5515.95	0.11%	-695	-0.13%	100	551000	102790	17	-40.88	-0.11%	0.07%	0/0
NIFTY_MAR	Short	03/09/2011 12:51	5512.75	03/09/2011 12:54	5515	0.04%	-325	-0.06%	100	551275	102465	4	-81.25	-0.04%	0.04%	0/0
NIFTY_MAR	Short	03/09/2011 12:56	5512.8	03/09/2011 12:58	5517	0.08%	-520	-0.09%	100	551279.98	101945	3	-173.33	-0.08%	0.04%	0/0
NIFTY_MAR	Long	03/09/2011 13:00	5529.95	03/10/2011 9:15	5499	-0.56%	-1647.5	-0.60%	50	276497.51	100297.5	152	-10.84	-0.56%	0.77%	0/0
NIFTY_MAR	Short	03/10/2011 9:16	5496.6	03/10/2011 13:43	5510.1	0.25%	-1450	-0.26%	100	549660.01	98847.5	268	-5.41	-0.33%	0.56%	0/0
NIFTY_MAR	Short	03/10/2011 13:47	5499	03/10/2011 14:57	5504.4	0.10%	-370	-0.13%	50	274950	98477.5	71	-5.21	-0.16%	0.38%	0/0
NIFTY_MAR	Long	03/10/2011 15:05	5511.9	03/10/2011 15:15	5497.2	-0.27%	-835	-0.30%	50	275595	97642.5	11	-75.91	-0.29%	0.05%	0/0
NIFTY_MAR	Short	03/10/2011 15:15	5497.2	03/10/2011 15:23	5504.9	0.14%	-485	-0.18%	50	274860.01	97157.5	9	-53.89	-0.16%	0.04%	0/0
NIFTY_MAR	Short	03/11/2011 9:15	5471.95	03/11/2011 10:58	5508.1	0.66%	-1907.5	-0.70%	50	273597.51	95250	104	-18.34	-0.66%	0.19%	0/0
NIFTY_MAR	Long	03/11/2011 10:59	5507	03/11/2011 11:11	5494.1	-0.23%	-745	-0.27%	50	275350	94505	13	-57.31	-0.26%	0.14%	0/0
NIFTY_MAR	Short	03/11/2011 11:12	5495.15	03/14/2011 9:31	5480	-0.28%	657.5	0.24%	50	274757.5	95162.5	276	2.38	-0.06%	1.49%	0/0
NIFTY_MAR	Short	03/14/2011 9:37	5489.4	03/14/2011 10:13	5481.2	-0.15%	310	0.11%	50	274470	95472.5	37	8.38	-0.10%	0.34%	0/0
NIFTY_MAR	Short	03/14/2011 11:05	5490	03/14/2011 11:14	5501	0.20%	-650	-0.24%	50	274500	94822.5	10	-65	-0.27%	0.01%	0/0
NIFTY_MAR	Long	03/14/2011 11:14	5501	03/14/2011 13:38	5495.7	-0.10%	-365	-0.13%	50	275050	94457.5	145	-2.52	-0.19%	0.38%	0/0
NIFTY_MAR	Short	03/14/2011 13:38	5495.7	03/14/2011 13:48	5506.7	0.20%	-650	-0.24%	50	274785.01	93807.5	11	-59.09	-0.20%	0.10%	0/0
NIFTY_MAR	Long	03/14/2011 13:48	5506.7	03/15/2011 9:15	5390	-2.12%	-5935	-2.16%	50	275335.01	87872.5	104	-57.07	-2.12%	1.00%	0/0
NIFTY_MAR	Short	03/15/2011 9:15	5390	03/15/2011 13:01	5484	1.74%	-4800	-1.78%	50	269500	83072.5	227	-21.15	-1.74%	0.27%	0/0
NIFTY_MAR	Short	03/15/2011 13:33	5483.8	03/15/2011 13:51	5496.15	0.23%	-717.5	-0.26%	50	274189.99	82355	19	-37.76	-0.28%	0.14%	0/0
NIFTY_MAR	Long	03/15/2011 13:51	5496.15	03/15/2011 14:15	5476.1	-0.36%	-1102.5	-0.40%	50	274807.5	81252.5	25	-44.1	-0.36%	0.16%	0/0
NIFTY_MAR	Short	03/15/2011 14:15	5476.1	03/15/2011 14:21	5485	0.16%	-545	-0.20%	50	273805	80707.5	7	-77.86	-0.16%	0.16%	0/0
NIFTY_MAR	Short	03/15/2011 14:23	5481.7	03/15/2011 14:32	5481.3	-0.01%	-80	-0.03%	50	274085.01	80627.5	10	-8	-0.04%	0.25%	0/0
NIFTY_MAR	Short	03/15/2011 14:37	5478.15	03/16/2011 9:16	5501.95	0.43%	-1290	-0.47%	50	273907.5	79337.5	56	-23.04	-0.47%	0.88%	0/0
NIFTY_MAR	Long	03/16/2011 9:17	5503.95	03/17/2011 9:17	5493	-0.20%	-647.5	-0.24%	50	275197.51	78690	376	-1.72	-0.53%	0.89%	0/0
NIFTY_MAR	Long	03/17/2011 10:12	5495	03/17/2011 12:15	5502.7	0.14%	285	0.10%	50	274750	78975	124	2.3	-0.12%	0.62%	0/0
NIFTY_MAR	Short	03/17/2011 13:00	5478	03/17/2011 13:37	5494.35	0.30%	-917.5	-0.33%	50	273900	78057.5	38	-24.14	-0.36%	0.04%	0/0
NIFTY_MAR	Long	03/17/2011 13:37	5494.35	03/17/2011 13:44	5478	-0.30%	-917.5	-0.33%	50	274717.5	77140	8	-114.69	-0.30%	0.08%	0/0
NIFTY_MAR	Open Short	03/17/2011 13:44	5478	03/18/2011 15:30	5383	-1.73%	4650	1.70%	50	273900	81790	480	9.69	-0.44%	1.79%	0/0

Now next part of the job is to build on when we have it going...

plan on the add on...

 

[linkon7]

One disclaimer to the above test...

The data used for testing has the first 15 min chopped off thanks to a stupid export command i used to convert tick data to 1 min data to save space...

But i am not complaining since the system gave a short on 27th April at 5855 and kept me on the trade till 5th may and gave exit at 5531...

This baby has the ride quality and so far things are looking worth spending time and energy on...

 

[linkon7]

if possible... can anyone post me 1 min data of bank nifty futures for at least 1 year... BNF is something i hate to trade intraday and would love to use this on it...

please upload the data on 4shared and post the link...

next week end... objective is to find ways to add on to positions and make hay while sun shines...

 

[veluri1967]

I got 2 good news...first is i finished watching 2 and a half men... season 8..episode 16 complete...:clap::thumb:

second is i got done with the back testing... so far got a strike rate of 48% and a risk reward of 6.70....

boils down to 1635 points from 10th march'2010 to 17th March'2011, thats with 1 lot, with 2.35 as brokerage per trade, we gain 81,790 Rs...

Ticker	Trade	Date	Price	Ex. date	Ex. Price	% chg	Profit	% Profit	Shares	Position value	Cum. Profit	# bars	Profit/bar	MAE	MFE	Scale In/Out
NIFTY_MAR	Long	03/09/2010 15:23	5096.7	03/10/2010 12:44	5113.6	0.33%	745	0.29%	50	254835.01	745	218	3.42	-0.07%	0.84%	0/0
NIFTY_MAR	Long	03/10/2010 13:39	5106.2	03/11/2010 9:17	5109.5	0.06%	65	0.03%	50	255310.01	810	115	0.57	-0.17%	0.39%	0/0
NIFTY_MAR	Short	03/11/2010 9:39	5104.5	03/11/2010 9:45	5110.25	0.11%	-387.5	-0.15%	50	255225	422.5	7	-55.36	-0.11%	0.03%	0/0
NIFTY_MAR	Long	03/11/2010 9:45	5110.25	03/12/2010 13:35	5130	0.39%	887.5	0.35%	50	255512.5	1310	607	1.46	-0.05%	1.01%	0/0
NIFTY_MAR	Short	03/15/2010 9:18	5121.35	03/15/2010 12:26	5128.8	0.15%	-472.5	-0.18%	50	256067.5	837.5	189	-2.5	-0.17%	0.31%	0/0
NIFTY_MAR	Long	03/15/2010 12:26	5128.8	03/15/2010 15:07	5127.1	-0.03%	-185	-0.07%	50	256439.99	652.5	162	-1.14	-0.05%	0.15%	0/0
NIFTY_MAR	Long	03/15/2010 15:08	5126.9	03/22/2010 9:17	5235	2.11%	5305	2.07%	50	256345	5957.5	1530	3.47	-0.01%	3.02%	0/0
NIFTY_MAR	Long	03/22/2010 14:06	5232.4	03/22/2010 14:46	5227.25	-0.10%	-357.5	-0.14%	50	261620	5600	41	-8.72	-0.10%	0.14%	0/0
NIFTY_MAR	Short	03/22/2010 14:46	5227.25	03/23/2010 14:38	5237.4	0.19%	-607.5	-0.23%	50	261362.5	4992.5	369	-1.65	-0.22%	0.64%	0/0
NIFTY_MAR	Long	03/25/2010 14:45	5244.2	03/30/2010 14:07	5307	1.20%	3040	1.16%	50	262210.01	8032.5	1091	2.79	-0.10%	1.90%	0/0
NIFTY_MAR	Short	03/30/2010 15:13	5274	03/31/2010 9:16	5295.2	0.40%	-1160	-0.44%	50	263700	6872.5	20	-58	-0.40%	0.20%	0/0
NIFTY_MAR	Long	03/31/2010 9:16	5295.2	03/31/2010 10:12	5275.05	-0.38%	-1107.5	-0.42%	50	264760.01	5765	57	-19.43	-0.38%	0.02%	0/0
NIFTY_MAR	Short	03/31/2010 10:12	5275.05	03/31/2010 12:46	5290.3	0.29%	-862.5	-0.33%	50	263752.49	4902.5	155	-5.56	-0.34%	0.57%	0/0
NIFTY_MAR	Long	03/31/2010 12:46	5290.3	03/31/2010 12:48	5284.55	-0.11%	-387.5	-0.15%	50	264514.99	4515	3	-129.17	-0.11%	0.06%	0/0
NIFTY_MAR	Long	03/31/2010 12:53	5285	03/31/2010 12:57	5280.6	-0.08%	-320	-0.12%	50	264250	4195	5	-64	-0.08%	0.06%	0/0
NIFTY_MAR	Short	03/31/2010 12:57	5280.6	04/01/2010 9:20	5289	0.16%	-520	-0.20%	50	264030	3675	160	-3.25	-0.18%	0.60%	0/0
NIFTY_MAR	Long	04/01/2010 9:27	5292	04/01/2010 9:51	5287.5	-0.09%	-325	-0.12%	50	264600	3350	25	-13	-0.09%	0.03%	0/0
NIFTY_MAR	Short	04/01/2010 9:51	5287.5	04/01/2010 11:14	5287	-0.01%	-75	-0.03%	50	264375	3275	84	-0.89	-0.10%	0.13%	0/0
NIFTY_MAR	Long	04/01/2010 12:57	5300	04/01/2010 13:23	5293.3	-0.13%	-435	-0.16%	50	265000	2840	27	-16.11	-0.13%	0.06%	0/0
NIFTY_MAR	Short	04/01/2010 13:23	5293.3	04/01/2010 13:59	5299.2	0.11%	-395	-0.15%	50	264664.99	2445	37	-10.68	-0.16%	0.04%	0/0
NIFTY_MAR	Long	04/01/2010 13:59	5299.2	04/07/2010 13:53	5362.25	1.19%	3052.5	1.15%	50	264960.01	5497.5	1123	2.72	-0.04%	1.86%	0/0
NIFTY_MAR	Long	04/08/2010 13:00	5346.55	04/08/2010 13:24	5342	-0.09%	-327.5	-0.12%	50	267327.49	5170	25	-13.1	-0.12%	0.15%	0/0
NIFTY_MAR	Short	04/08/2010 13:24	5342	04/09/2010 11:09	5349	0.13%	-450	-0.17%	50	267100	4720	242	-1.86	-0.19%	0.97%	0/0
NIFTY_MAR	Long	04/09/2010 11:12	5361.35	04/12/2010 9:15	5346.25	-0.28%	-855	-0.32%	50	268067.5	3865	260	-3.29	-0.28%	0.51%	0/0
NIFTY_MAR	Short	04/12/2010 9:16	5347.3	04/12/2010 12:42	5361.75	0.27%	-822.5	-0.31%	50	267364.99	3042.5	207	-3.97	-0.29%	0.46%	0/0
NIFTY_MAR	Long	04/12/2010 12:45	5364.25	04/12/2010 13:02	5357.1	-0.13%	-457.5	-0.17%	50	268212.5	2585	18	-25.42	-0.15%	0.01%	0/0
NIFTY_MAR	Short	04/12/2010 13:02	5357.1	04/15/2010 9:15	5363.9	0.13%	-440	-0.16%	50	267855	2145	526	-0.84	-0.13%	0.92%	0/0
NIFTY_MAR	Long	04/15/2010 9:16	5364.1	04/15/2010 12:48	5338	-0.49%	-1405	-0.52%	50	268205	740	213	-6.6	-0.49%	0.04%	0/0
NIFTY_MAR	Short	04/15/2010 12:48	5338	04/20/2010 11:16	5253.5	-1.58%	4125	1.55%	50	266900	4865	1037	3.98	-0.17%	3.29%	0/0
NIFTY_MAR	Short	04/21/2010 11:08	5261.05	04/21/2010 15:06	5244.1	-0.32%	747.5	0.28%	50	263052.49	5612.5	239	3.13	-0.02%	0.59%	0/0
NIFTY_MAR	Long	04/22/2010 11:12	5251.7	04/22/2010 15:19	5260.3	0.16%	330	0.13%	50	262585.01	5942.5	248	1.33	-0.15%	1.71%	0/0
NIFTY_MAR	Long	04/22/2010 15:29	5256	04/23/2010 12:42	5274.8	0.36%	840	0.32%	50	262800	6782.5	210	4	-0.08%	1.12%	0/0
NIFTY_MAR	Short	04/28/2010 9:15	5259	04/29/2010 15:23	5256.35	-0.05%	32.5	0.01%	50	262950	6815	745	0.04	-0.34%	1.16%	0/0
NIFTY_MAR	Long	04/30/2010 9:37	5288.8	04/30/2010 9:53	5281.3	-0.14%	-475	-0.18%	50	264439.99	6340	17	-27.94	-0.16%	0.02%	0/0
NIFTY_MAR	Short	04/30/2010 9:53	5281.3	04/30/2010 10:07	5287.45	0.12%	-407.5	-0.15%	50	264064.99	5932.5	15	-27.17	-0.12%	0.02%	0/0
NIFTY_MAR	Long	04/30/2010 10:07	5287.45	04/30/2010 10:23	5281.9	-0.10%	-377.5	-0.14%	50	264372.51	5555	17	-22.21	-0.12%	0.04%	0/0
NIFTY_MAR	Short	04/30/2010 10:23	5281.9	04/30/2010 15:04	5270.95	-0.21%	447.5	0.17%	50	264095	6002.5	282	1.59	-0.11%	0.35%	0/0
NIFTY_MAR	Long	05/10/2010 10:55	5108.25	05/11/2010 14:23	5127.5	0.38%	862.5	0.34%	50	255412.5	6865	585	1.47	-0.05%	1.95%	0/0
NIFTY_MAR	Long	05/12/2010 12:04	5110.75	05/14/2010 9:27	5168.75	1.13%	2800	1.10%	50	255537.5	9665	596	4.7	-0.23%	2.09%	0/0
NIFTY_MAR	Short	05/14/2010 13:02	5154.9	05/17/2010 15:11	5073	-1.59%	3995	1.55%	50	257745	13660	506	7.9	-0.02%	3.72%	0/0
NIFTY_MAR	Long	05/24/2010 9:19	4981.3	05/24/2010 13:40	4970.65	-0.21%	-632.5	-0.25%	50	249064.99	13027.5	262	-2.41	-0.29%	0.83%	0/0
NIFTY_MAR	Short	05/24/2010 13:40	4970.65	05/24/2010 14:06	4968.5	-0.04%	7.5	0.00%	50	248532.5	13035	27	0.28	-0.13%	0.33%	0/0
NIFTY_MAR	Short	05/24/2010 14:38	4962	05/26/2010 11:01	4887	-1.51%	3650	1.47%	50	248100	16685	536	6.81	-0.12%	3.54%	0/0
NIFTY_MAR	Short	05/26/2010 14:49	4904.15	05/26/2010 14:55	4913.1	0.18%	-547.5	-0.22%	50	245207.5	16137.5	7	-78.21	-0.19%	0.01%	0/0
NIFTY_MAR	Long	05/26/2010 14:55	4913.1	06/01/2010 12:33	5015.9	2.09%	5040	2.05%	50	245655	21177.5	1363	3.7	-0.10%	3.23%	0/0
NIFTY_MAR	Long	06/01/2010 13:01	4989	06/01/2010 13:14	4973	-0.32%	-900	-0.36%	50	249450	20277.5	14	-64.29	-0.32%	0.06%	0/0
NIFTY_MAR	Short	06/01/2010 13:14	4973	06/02/2010 15:02	4996.5	0.47%	-1275	-0.51%	50	248650	19002.5	485	-2.63	-0.47%	0.77%	0/0
NIFTY_MAR	Long	06/02/2010 15:17	5010	06/07/2010 9:15	4997	-0.26%	-750	-0.30%	50	250500	18252.5	767	-0.98	-0.26%	2.49%	0/0
NIFTY_MAR	Short	06/07/2010 9:16	4996.5	06/08/2010 9:21	5042	0.91%	-2375	-0.95%	50	249825	15877.5	382	-6.22	-0.91%	0.22%	0/0
NIFTY_MAR	Long	06/08/2010 9:21	5042	06/08/2010 10:40	5034.6	-0.15%	-470	-0.19%	50	252100	15407.5	80	-5.87	-0.15%	0.11%	0/0
NIFTY_MAR	Short	06/08/2010 11:12	5032.55	06/08/2010 11:34	5037	0.09%	-322.5	-0.13%	50	251627.49	15085	23	-14.02	-0.10%	0.10%	0/0
NIFTY_MAR	Long	06/08/2010 11:34	5037	06/08/2010 12:52	5036.25	-0.01%	-137.5	-0.05%	50	251850	14947.5	79	-1.74	-0.09%	0.35%	0/0
NIFTY_MAR	Short	06/08/2010 12:57	5033.2	06/08/2010 13:08	5042.5	0.18%	-565	-0.22%	50	251660.01	14382.5	12	-47.08	-0.23%	0.02%	0/0
NIFTY_MAR	Long	06/08/2010 13:09	5043.7	06/08/2010 13:30	5035.15	-0.17%	-527.5	-0.21%	50	252185.01	13855	22	-23.98	-0.17%	0.02%	0/0
NIFTY_MAR	Short	06/08/2010 13:30	5035.15	06/08/2010 13:35	5040.6	0.11%	-372.5	-0.15%	50	251757.5	13482.5	6	-62.08	-0.13%	0.00%	0/0
NIFTY_MAR	Short	06/08/2010 13:40	5035	06/09/2010 11:57	5015	-0.40%	900	0.36%	50	251750	14382.5	274	3.28	-0.07%	1.91%	0/0
NIFTY_MAR	Short	06/10/2010 12:36	5025.05	06/10/2010 13:02	5022.3	-0.05%	37.5	0.01%	50	251252.49	14420	27	1.39	-0.10%	0.36%	0/0
NIFTY_MAR	Short	06/10/2010 13:30	5027.25	06/10/2010 13:55	5039.7	0.25%	-722.5	-0.29%	50	251362.5	13697.5	26	-27.79	-0.28%	0.06%	0/0
NIFTY_MAR	Long	06/10/2010 13:55	5039.7	06/17/2010 12:44	5212.2	3.42%	8525	3.38%	50	251985.01	22222.5	1810	4.71	-0.02%	4.14%	0/0
NIFTY_MAR	Long	06/23/2010 11:46	5300.75	06/23/2010 12:34	5317.35	0.31%	730	0.28%	50	265037.5	22952.5	49	14.9	-0.01%	0.40%	0/0
NIFTY_MAR	Short	06/24/2010 13:22	5320	06/25/2010 12:58	5322.5	0.05%	-225	-0.08%	50	266000	22727.5	353	-0.64	-0.14%	0.82%	0/0
NIFTY_MAR	Short	06/25/2010 13:22	5325.7	06/28/2010 9:58	5314.5	-0.21%	460	0.17%	50	266285.01	23187.5	173	2.66	-0.05%	0.99%	0/0
NIFTY_MAR	Long	06/28/2010 13:51	5323.1	06/29/2010 9:17	5314	-0.17%	-555	-0.21%	50	266155	22632.5	103	-5.39	-0.24%	0.41%	0/0
NIFTY_MAR	Short	06/29/2010 9:17	5314	06/30/2010 12:07	5286.2	-0.52%	1290	0.49%	50	265700	23922.5	547	2.36	-0.04%	1.38%	0/0
NIFTY_MAR	Long	06/30/2010 14:54	5302.1	07/01/2010 9:15	5263.5	-0.73%	-2030	-0.77%	50	265105	21892.5	38	-53.42	-0.76%	0.39%	0/0
NIFTY_MAR	Short	07/01/2010 9:15	5263.5	07/02/2010 9:15	5277.6	0.27%	-805	-0.31%	50	263175	21087.5	377	-2.14	-0.27%	0.62%	0/0
NIFTY_MAR	Short	07/02/2010 9:22	5279.4	07/02/2010 12:07	5269.25	-0.19%	407.5	0.15%	50	263970	21495	166	2.45	-0.08%	0.75%	0/0
NIFTY_MAR	Short	07/02/2010 12:26	5277.5	07/02/2010 13:18	5273.15	-0.08%	117.5	0.04%	50	263875	21612.5	53	2.22	-0.06%	0.40%	0/0
NIFTY_MAR	Short	07/02/2010 14:12	5273.5	07/02/2010 14:30	5267.5	-0.11%	200	0.08%	50	263675	21812.5	19	10.53	-0.05%	0.19%	0/0
NIFTY_MAR	Short	07/06/2010 10:03	5258	07/06/2010 10:07	5259	0.02%	-150	-0.06%	50	262900	21662.5	5	-30	-0.04%	0.03%	0/0
NIFTY_MAR	Long	07/06/2010 10:14	5263.75	07/07/2010 9:24	5271.85	0.15%	305	0.12%	50	263187.5	21967.5	327	0.93	-0.02%	0.95%	0/0
NIFTY_MAR	Long	07/07/2010 9:40	5267.2	07/07/2010 9:49	5262.85	-0.08%	-317.5	-0.12%	50	263360.01	21650	10	-31.75	-0.09%	0.02%	0/0
NIFTY_MAR	Short	07/07/2010 9:49	5262.85	07/07/2010 10:52	5267.85	0.10%	-350	-0.13%	50	263142.5	21300	64	-5.47	-0.11%	0.09%	0/0
NIFTY_MAR	Long	07/07/2010 10:52	5267.85	07/07/2010 11:00	5268	0.00%	-92.5	-0.04%	50	263392.5	21207.5	9	-10.28	-0.02%	0.11%	0/0
NIFTY_MAR	Short	07/07/2010 11:22	5261.1	07/07/2010 11:29	5266.15	0.10%	-352.5	-0.13%	50	263055	20855	8	-44.06	-0.13%	0.01%	0/0
NIFTY_MAR	Long	07/07/2010 11:29	5266.15	07/07/2010 11:35	5261.15	-0.09%	-350	-0.13%	50	263307.5	20505	7	-50	-0.09%	0.01%	0/0
NIFTY_MAR	Short	07/07/2010 11:35	5261.15	07/07/2010 11:48	5266.95	0.11%	-390	-0.15%	50	263057.5	20115	14	-27.86	-0.11%	0.01%	0/0
NIFTY_MAR	Long	07/07/2010 11:48	5266.95	07/07/2010 12:32	5257.4	-0.18%	-577.5	-0.22%	50	263347.51	19537.5	45	-12.83	-0.25%	0.06%	0/0
NIFTY_MAR	Short	07/07/2010 12:32	5257.4	07/07/2010 12:47	5265	0.14%	-480	-0.18%	50	262870	19057.5	16	-30	-0.18%	0.03%	0/0
NIFTY_MAR	Long	07/07/2010 12:47	5265	07/07/2010 13:02	5260	-0.09%	-350	-0.13%	50	263250	18707.5	16	-21.88	-0.14%	0.04%	0/0
NIFTY_MAR	Short	07/07/2010 13:02	5260	07/07/2010 13:24	5266.2	0.12%	-410	-0.16%	50	263000	18297.5	23	-17.83	-0.13%	0.11%	0/0
NIFTY_MAR	Long	07/07/2010 13:24	5266.2	07/07/2010 13:34	5268.55	0.04%	17.5	0.01%	50	263310.01	18315	11	1.59	-0.01%	0.10%	0/0
NIFTY_MAR	Long	07/07/2010 13:59	5264.75	07/07/2010 14:10	5257	-0.15%	-487.5	-0.19%	50	263237.5	17827.5	12	-40.63	-0.15%	0.10%	0/0
NIFTY_MAR	Short	07/07/2010 14:10	5257	07/08/2010 9:15	5308.55	0.98%	-2677.5	-1.02%	50	262850	15150	82	-32.65	-1.03%	0.40%	0/0
NIFTY_MAR	Long	07/08/2010 9:15	5308.55	07/14/2010 15:06	5396	1.65%	4272.5	1.61%	50	265427.49	19422.5	1856	2.3	-0.06%	2.54%	0/0
NIFTY_MAR	Long	07/15/2010 11:56	5384.15	07/15/2010 12:13	5380	-0.08%	-307.5	-0.11%	50	269207.5	19115	18	-17.08	-0.11%	0.03%	0/0
NIFTY_MAR	Short	07/15/2010 12:13	5380	07/15/2010 13:53	5391	0.20%	-650	-0.24%	50	269000	18465	101	-6.44	-0.20%	0.33%	0/0
NIFTY_MAR	Long	07/15/2010 13:53	5391	07/15/2010 13:57	5388.8	-0.04%	-210	-0.08%	50	269550	18255	5	-42	-0.05%	0.07%	0/0
NIFTY_MAR	Short	07/15/2010 14:58	5381.4	07/16/2010 12:35	5391.5	0.19%	-605	-0.22%	50	269070	17650	234	-2.59	-0.20%	0.18%	0/0
NIFTY_MAR	Long	07/16/2010 12:37	5392.8	07/16/2010 13:30	5387.25	-0.10%	-377.5	-0.14%	50	269639.99	17272.5	54	-6.99	-0.11%	0.09%	0/0
NIFTY_MAR	Short	07/16/2010 13:30	5387.25	07/16/2010 14:11	5390.2	0.05%	-247.5	-0.09%	50	269362.5	17025	42	-5.89	-0.05%	0.14%	0/0
NIFTY_MAR	Long	07/16/2010 14:17	5394.25	07/16/2010 14:34	5385.8	-0.16%	-522.5	-0.19%	50	269712.5	16502.5	18	-29.03	-0.18%	0.09%	0/0
NIFTY_MAR	Short	07/16/2010 14:34	5385.8	07/16/2010 14:46	5389.05	0.06%	-262.5	-0.10%	50	269289.99	16240	13	-20.19	-0.11%	0.05%	0/0
NIFTY_MAR	Short	07/16/2010 14:51	5388	07/16/2010 14:58	5388.65	0.01%	-132.5	-0.05%	50	269400	16107.5	8	-16.56	-0.02%	0.06%	0/0
NIFTY_MAR	Short	07/16/2010 15:03	5387.4	07/16/2010 15:06	5389.6	0.04%	-210	-0.08%	50	269370	15897.5	4	-52.5	-0.06%	0.02%	0/0
NIFTY_MAR	Long	07/16/2010 15:17	5394	07/19/2010 9:16	5379.5	-0.27%	-825	-0.31%	50	269700	15072.5	16	-51.56	-0.28%	0.20%	0/0
NIFTY_MAR	Short	07/19/2010 9:16	5379.5	07/19/2010 10:05	5389.8	0.19%	-615	-0.23%	50	268975	14457.5	50	-12.3	-0.25%	0.07%	0/0
NIFTY_MAR	Short	07/19/2010 10:08	5388	07/19/2010 10:16	5390.1	0.04%	-205	-0.08%	50	269400	14252.5	9	-22.78	-0.04%	0.02%	0/0
NIFTY_MAR	Short	07/19/2010 10:18	5390	07/19/2010 10:34	5388.45	-0.03%	-22.5	-0.01%	50	269500	14230	17	-1.32	-0.05%	0.05%	0/0
NIFTY_MAR	Short	07/19/2010 10:40	5389.55	07/19/2010 10:49	5394.9	0.10%	-367.5	-0.14%	50	269477.49	13862.5	10	-36.75	-0.11%	0.01%	0/0
NIFTY_MAR	Long	07/19/2010 10:49	5394.9	07/19/2010 12:21	5388	-0.13%	-445	-0.16%	50	269745	13417.5	93	-4.78	-0.13%	0.38%	0/0
NIFTY_MAR	Short	07/19/2010 12:21	5388	07/19/2010 12:54	5397.7	0.18%	-585	-0.22%	50	269400	12832.5	34	-17.21	-0.18%	0.09%	0/0
NIFTY_MAR	Short	07/19/2010 13:00	5388.3	07/19/2010 13:10	5394.1	0.11%	-390	-0.14%	50	269414.99	12442.5	11	-35.45	-0.11%	0.07%	0/0
NIFTY_MAR	Long	07/19/2010 13:20	5401	07/19/2010 13:36	5390.95	-0.19%	-602.5	-0.22%	50	270050	11840	17	-35.44	-0.22%	0.02%	0/0
NIFTY_MAR	Short	07/19/2010 13:36	5390.95	07/19/2010 13:47	5396.75	0.11%	-390	-0.14%	50	269547.51	11450	12	-32.5	-0.11%	0.09%	0/0
NIFTY_MAR	Long	07/19/2010 13:51	5396.35	07/19/2010 15:02	5391.4	-0.09%	-347.5	-0.13%	50	269817.5	11102.5	72	-4.83	-0.11%	0.22%	0/0
NIFTY_MAR	Short	07/19/2010 15:02	5391.4	07/20/2010 9:15	5402.65	0.21%	-662.5	-0.25%	50	269570	10440	30	-22.08	-0.22%	0.27%	0/0
NIFTY_MAR	Long	07/20/2010 9:16	5403.7	07/20/2010 11:25	5395.4	-0.15%	-515	-0.19%	50	270185.01	9925	130	-3.96	-0.19%	0.04%	0/0
NIFTY_MAR	Short	07/20/2010 11:25	5395.4	07/20/2010 11:39	5399.3	0.07%	-295	-0.11%	50	269770	9630	15	-19.67	-0.08%	0.00%	0/0
NIFTY_MAR	Long	07/20/2010 11:39	5399.3	07/20/2010 12:46	5394.8	-0.08%	-325	-0.12%	50	269964.99	9305	68	-4.78	-0.08%	0.14%	0/0
NIFTY_MAR	Short	07/20/2010 12:46	5394.8	07/20/2010 12:51	5396.4	0.03%	-180	-0.07%	50	269739.99	9125	6	-30	-0.04%	0.05%	0/0
NIFTY_MAR	Short	07/20/2010 12:57	5395.55	07/21/2010 11:10	5392.5	-0.06%	52.5	0.02%	50	269777.49	9177.5	270	0.19	0.00%	0.84%	0/0
NIFTY_MAR	Long	07/21/2010 11:12	5395.3	07/21/2010 12:39	5388.65	-0.12%	-432.5	-0.16%	50	269764.99	8745	88	-4.91	-0.14%	0.31%	0/0
NIFTY_MAR	Long	07/21/2010 12:43	5392.6	07/21/2010 13:31	5387.65	-0.09%	-347.5	-0.13%	50	269630	8397.5	49	-7.09	-0.09%	0.10%	0/0
NIFTY_MAR	Short	07/21/2010 13:35	5385.45	07/21/2010 13:58	5391.25	0.11%	-390	-0.14%	50	269272.51	8007.5	24	-16.25	-0.12%	0.01%	0/0
NIFTY_MAR	Long	07/21/2010 13:58	5391.25	07/22/2010 9:16	5386.25	-0.09%	-350	-0.13%	50	269562.5	7657.5	95	-3.68	-0.11%	0.35%	0/0
NIFTY_MAR	Short	07/22/2010 9:17	5386.15	07/22/2010 11:33	5393	0.13%	-442.5	-0.16%	50	269307.5	7215	137	-3.23	-0.13%	0.21%	0/0
NIFTY_MAR	Long	07/22/2010 11:34	5394	07/22/2010 11:45	5388.6	-0.10%	-370	-0.14%	50	269700	6845	12	-30.83	-0.10%	0.03%	0/0
NIFTY_MAR	Short	07/22/2010 11:49	5389.4	07/22/2010 11:54	5392.85	0.06%	-272.5	-0.10%	50	269470	6572.5	6	-45.42	-0.08%	0.02%	0/0
NIFTY_MAR	Long	07/22/2010 11:55	5394.5	07/26/2010 13:05	5431.05	0.68%	1727.5	0.64%	50	269725	8300	823	2.1	-0.10%	1.28%	0/0
NIFTY_MAR	Long	07/27/2010 10:05	5418.55	07/27/2010 15:18	5434.35	0.29%	690	0.25%	50	270927.49	8990	314	2.2	-0.16%	0.75%	0/0
NIFTY_MAR	Short	07/28/2010 13:00	5425	07/29/2010 12:38	5420.1	-0.09%	145	0.05%	50	271250	9135	355	0.41	-0.04%	0.72%	0/0
NIFTY_MAR	Long	08/02/2010 10:43	5421.05	08/02/2010 10:58	5413.4	-0.14%	-482.5	-0.18%	50	271052.49	8652.5	16	-30.16	-0.14%	0.07%	0/0
NIFTY_MAR	Short	08/02/2010 10:58	5413.4	08/02/2010 11:44	5417.35	0.07%	-297.5	-0.11%	50	270670	8355	47	-6.33	-0.10%	0.07%	0/0
NIFTY_MAR	Long	08/02/2010 11:44	5417.35	08/02/2010 12:43	5410.35	-0.13%	-450	-0.17%	50	270867.5	7905	60	-7.5	-0.13%	0.06%	0/0
NIFTY_MAR	Short	08/02/2010 12:43	5410.35	08/02/2010 12:55	5417.7	0.14%	-467.5	-0.17%	50	270517.5	7437.5	13	-35.96	-0.18%	0.01%	0/0
NIFTY_MAR	Long	08/02/2010 12:55	5417.7	08/03/2010 13:08	5419.5	0.03%	-10	0.00%	50	270885.01	7427.5	390	-0.03	-0.05%	0.43%	0/0
NIFTY_MAR	Short	08/06/2010 14:43	5441	08/09/2010 9:37	5448.3	0.13%	-465	-0.17%	50	272050	6962.5	71	-6.55	-0.16%	0.16%	0/0
NIFTY_MAR	Long	08/09/2010 9:37	5448.3	08/09/2010 10:44	5455.1	0.12%	240	0.09%	50	272414.99	7202.5	68	3.53	-0.02%	0.17%	0/0
NIFTY_MAR	Short	08/10/2010 12:02	5454.5	08/10/2010 12:13	5459.8	0.10%	-365	-0.13%	50	272725	6837.5	12	-30.42	-0.10%	0.02%	0/0
NIFTY_MAR	Long	08/10/2010 12:13	5459.8	08/10/2010 12:23	5455	-0.09%	-340	-0.12%	50	272989.99	6497.5	11	-30.91	-0.09%	0.04%	0/0
NIFTY_MAR	Short	08/10/2010 12:23	5455	08/10/2010 12:41	5460.7	0.10%	-385	-0.14%	50	272750	6112.5	19	-20.26	-0.10%	0.04%	0/0
NIFTY_MAR	Long	08/10/2010 12:41	5460.7	08/10/2010 12:59	5452.8	-0.14%	-495	-0.18%	50	273035.01	5617.5	19	-26.05	-0.14%	0.01%	0/0
NIFTY_MAR	Short	08/10/2010 12:59	5452.8	08/10/2010 14:11	5461.5	0.16%	-535	-0.20%	50	272639.99	5082.5	73	-7.33	-0.21%	0.23%	0/0
NIFTY_MAR	Long	08/10/2010 14:11	5461.5	08/10/2010 14:24	5457.45	-0.07%	-302.5	-0.11%	50	273075	4780	14	-21.61	-0.07%	0.06%	0/0
NIFTY_MAR	Short	08/10/2010 14:29	5454.3	08/10/2010 15:15	5463.05	0.16%	-537.5	-0.20%	50	272714.99	4242.5	47	-11.44	-0.18%	0.15%	0/0
NIFTY_MAR	Long	08/10/2010 15:15	5463.05	08/11/2010 9:33	5459	-0.07%	-302.5	-0.11%	50	273152.49	3940	35	-8.64	-0.08%	0.09%	0/0
NIFTY_MAR	Short	08/11/2010 9:34	5458	08/12/2010 13:23	5429.5	-0.52%	1325	0.49%	50	272900	5265	606	2.19	-0.04%	1.58%	0/0
NIFTY_MAR	Short	08/13/2010 9:38	5439.1	08/13/2010 11:00	5444.05	0.09%	-347.5	-0.13%	50	271955	4917.5	83	-4.19	-0.12%	0.07%	0/0
NIFTY_MAR	Long	08/13/2010 11:00	5444.05	08/16/2010 13:23	5447	0.05%	47.5	0.02%	50	272202.49	4965	520	0.09	-0.05%	0.64%	0/0
NIFTY_MAR	Short	08/16/2010 13:31	5432.25	08/17/2010 14:11	5435.5	0.06%	-262.5	-0.10%	50	271612.5	4702.5	417	-0.63	-0.15%	0.72%	0/0
NIFTY_MAR	Long	08/17/2010 14:12	5436	08/17/2010 14:15	5430.2	-0.11%	-390	-0.14%	50	271800	4312.5	4	-97.5	-0.11%	0.02%	0/0
NIFTY_MAR	Short	08/17/2010 14:16	5429.3	08/17/2010 14:24	5441	0.22%	-685	-0.25%	50	271464.99	3627.5	9	-76.11	-0.24%	0.03%	0/0
NIFTY_MAR	Long	08/17/2010 14:24	5441	08/17/2010 14:32	5432.05	-0.16%	-547.5	-0.20%	50	272050	3080	9	-60.83	-0.22%	0.05%	0/0
NIFTY_MAR	Short	08/17/2010 14:48	5430	08/18/2010 10:45	5434.05	0.07%	-302.5	-0.11%	50	271500	2777.5	134	-2.26	-0.11%	0.25%	0/0
NIFTY_MAR	Long	08/18/2010 10:53	5434.5	08/18/2010 11:19	5432.8	-0.03%	-185	-0.07%	50	271725	2592.5	27	-6.85	-0.06%	0.12%	0/0
NIFTY_MAR	Long	08/18/2010 11:36	5434.7	08/18/2010 12:25	5432.1	-0.05%	-230	-0.08%	50	271735.01	2362.5	50	-4.6	-0.05%	0.09%	0/0
NIFTY_MAR	Short	08/18/2010 12:29	5430.15	08/18/2010 14:10	5435.5	0.10%	-367.5	-0.14%	50	271507.5	1995	102	-3.6	-0.14%	0.22%	0/0
NIFTY_MAR	Long	08/18/2010 14:16	5438.2	08/24/2010 9:43	5520.85	1.52%	4032.5	1.48%	50	271910.01	6027.5	1232	3.27	-0.09%	1.93%	0/0
NIFTY_MAR	Short	08/24/2010 12:14	5498.5	08/24/2010 12:23	5503.5	0.09%	-350	-0.13%	50	274925	5677.5	10	-35	-0.13%	0.03%	0/0
NIFTY_MAR	Long	08/24/2010 12:23	5503.5	08/24/2010 12:53	5498	-0.10%	-375	-0.14%	50	275175	5302.5	31	-12.1	-0.11%	0.11%	0/0
NIFTY_MAR	Short	08/24/2010 12:53	5498	08/24/2010 15:07	5513	0.27%	-850	-0.31%	50	274900	4452.5	135	-6.3	-0.28%	0.32%	0/0
NIFTY_MAR	Long	08/24/2010 15:07	5513	08/24/2010 15:27	5509	-0.07%	-300	-0.11%	50	275650	4152.5	21	-14.29	-0.07%	0.09%	0/0
NIFTY_MAR	Short	08/25/2010 9:15	5498.45	08/26/2010 12:38	5493	-0.10%	172.5	0.06%	50	274922.51	4325	579	0.3	-0.08%	0.67%	0/0
NIFTY_MAR	Long	09/01/2010 13:38	5444.5	09/16/2010 15:00	5838.4	7.23%	19595	7.20%	50	272225	23920	3842	5.1	-0.17%	8.66%	0/0
NIFTY_MAR	Long	09/23/2010 13:52	5972.5	09/23/2010 14:01	5963.5	-0.15%	-550	-0.18%	50	298625	23370	10	-55	-0.21%	0.03%	0/0
NIFTY_MAR	Short	09/23/2010 14:01	5963.5	09/23/2010 15:10	5975.5	0.20%	-700	-0.23%	50	298175	22670	70	-10	-0.22%	0.34%	0/0
NIFTY_MAR	Long	09/23/2010 15:10	5975.5	09/24/2010 9:38	5969.5	-0.10%	-400	-0.13%	50	298775	22270	45	-8.89	-0.16%	0.07%	0/0
NIFTY_MAR	Short	09/24/2010 9:38	5969.5	09/24/2010 9:47	5979.95	0.18%	-622.5	-0.21%	50	298475	21647.5	10	-62.25	-0.18%	0.03%	0/0
NIFTY_MAR	Long	09/24/2010 9:47	5979.95	09/28/2010 12:37	6052.35	1.21%	3520	1.18%	50	298997.51	25167.5	923	3.81	-0.05%	2.12%	0/0
NIFTY_MAR	Long	09/29/2010 10:18	6030.05	09/29/2010 10:47	6050	0.33%	897.5	0.30%	50	301502.49	26065	30	29.92	-0.06%	0.38%	0/0
NIFTY_MAR	Long	09/29/2010 11:31	6041	09/29/2010 12:30	6047.15	0.10%	207.5	0.07%	50	302050	26272.5	60	3.46	-0.11%	0.17%	0/0
NIFTY_MAR	Long	09/29/2010 13:13	6037	09/29/2010 13:22	6030.1	-0.11%	-445	-0.15%	50	301850	25827.5	10	-44.5	-0.15%	0.01%	0/0
NIFTY_MAR	Short	09/29/2010 13:22	6030.1	09/29/2010 13:26	6041	0.18%	-645	-0.21%	50	301505	25182.5	5	-129	-0.18%	0.03%	0/0
NIFTY_MAR	Long	09/29/2010 13:26	6041	09/29/2010 13:43	6030	-0.18%	-650	-0.22%	50	302050	24532.5	18	-36.11	-0.20%	0.07%	0/0
NIFTY_MAR	Short	09/29/2010 13:43	6030	09/29/2010 13:53	6035.85	0.10%	-392.5	-0.13%	50	301500	24140	11	-35.68	-0.13%	0.06%	0/0
NIFTY_MAR	Long	09/29/2010 13:53	6035.85	09/29/2010 14:17	6028.55	-0.12%	-465	-0.15%	50	301792.5	23675	25	-18.6	-0.12%	0.13%	0/0
NIFTY_MAR	Short	09/29/2010 14:17	6028.55	09/30/2010 15:02	6025.45	-0.05%	55	0.02%	50	301427.49	23730	422	0.13	-0.07%	0.72%	0/0
NIFTY_MAR	Short	09/30/2010 15:21	6038.75	10/01/2010 9:15	6078.5	0.66%	-2087.5	-0.69%	50	301937.5	21642.5	11	-189.77	-0.67%	0.20%	0/0
NIFTY_MAR	Long	10/01/2010 9:15	6078.5	10/05/2010 15:20	6178.9	1.65%	4920	1.62%	50	303925	26562.5	1118	4.4	-0.08%	2.79%	0/0
NIFTY_MAR	Short	10/07/2010 14:19	6190.95	10/11/2010 9:16	6174.95	-0.26%	700	0.23%	50	309547.51	27262.5	450	1.56	-0.10%	1.52%	0/0
NIFTY_MAR	Long	10/13/2010 10:17	6163.55	10/14/2010 14:22	6210.5	0.76%	2247.5	0.73%	50	308177.49	29510	622	3.61	-0.09%	2.36%	0/0
NIFTY_MAR	Short	10/15/2010 9:44	6168	10/18/2010 14:51	6112	-0.91%	2700	0.88%	50	308400	32210	684	3.95	-0.16%	2.59%	0/0
NIFTY_MAR	Short	10/19/2010 14:06	6149	10/21/2010 12:02	6065.5	-1.36%	4075	1.33%	50	307450	36285	629	6.48	-0.09%	2.62%	0/0
NIFTY_MAR	Long	10/21/2010 13:01	6093.9	10/22/2010 13:19	6093	-0.01%	-145	-0.05%	50	304695	36140	395	-0.37	-0.06%	0.95%	0/0
NIFTY_MAR	Short	10/22/2010 13:47	6063	10/22/2010 14:36	6090.7	0.46%	-1485	-0.49%	50	303150	34655	50	-29.7	-0.46%	0.09%	0/0
NIFTY_MAR	Long	10/22/2010 14:36	6090.7	10/22/2010 14:49	6092.95	0.04%	12.5	0.00%	50	304535.01	34667.5	14	0.89	-0.09%	0.17%	0/0
NIFTY_MAR	Long	10/22/2010 15:03	6088.2	10/26/2010 9:17	6117.9	0.49%	1385	0.45%	50	304410.01	36052.5	407	3.4	-0.07%	1.51%	0/0
NIFTY_MAR	Long	10/26/2010 13:31	6109.1	10/26/2010 14:19	6118	0.15%	345	0.11%	50	305455	36397.5	49	7.04	-0.18%	0.23%	0/0
NIFTY_MAR	Long	10/26/2010 15:08	6108.1	10/27/2010 9:15	6075.25	-0.54%	-1742.5	-0.57%	50	305405	34655	24	-72.6	-0.54%	0.14%	0/0
NIFTY_MAR	Short	10/27/2010 9:15	6075.25	10/28/2010 13:53	6066	-0.15%	362.5	0.12%	50	303762.5	35017.5	655	0.55	-0.44%	1.16%	0/0
NIFTY_MAR	Long	11/01/2010 9:15	6125	11/09/2010 11:28	6274	2.43%	7350	2.40%	50	306250	42367.5	2014	3.65	-0.13%	3.51%	0/0
NIFTY_MAR	Short	11/11/2010 12:17	6284.8	11/18/2010 14:29	6051	-3.72%	11590	3.69%	50	314239.99	53957.5	1637	7.08	-0.19%	5.71%	0/0
NIFTY_MAR	Long	11/22/2010 14:47	6019.5	11/22/2010 15:20	6002.15	-0.29%	-967.5	-0.32%	50	300975	52990	34	-28.46	-0.29%	0.07%	0/0
NIFTY_MAR	Short	11/22/2010 15:20	6002.15	11/23/2010 14:39	5958	-0.74%	2107.5	0.70%	50	300107.5	55097.5	336	6.27	-0.13%	3.00%	0/0
NIFTY_MAR	Short	11/24/2010 10:27	5965.35	11/24/2010 11:00	5974.05	0.15%	-535	-0.18%	50	298267.5	54562.5	34	-15.74	-0.18%	0.10%	0/0
NIFTY_MAR	Long	11/24/2010 11:00	5974.05	11/24/2010 12:27	5960.35	-0.23%	-785	-0.26%	50	298702.49	53777.5	88	-8.92	-0.23%	0.22%	0/0
NIFTY_MAR	Short	11/24/2010 12:27	5960.35	11/24/2010 12:37	5961.2	0.01%	-142.5	-0.05%	50	298017.5	53635	11	-12.95	-0.11%	0.17%	0/0
NIFTY_MAR	Short	11/24/2010 13:15	5961.35	11/24/2010 13:35	5972.65	0.19%	-665	-0.22%	50	298067.5	52970	21	-31.67	-0.20%	0.07%	0/0
NIFTY_MAR	Long	11/24/2010 13:35	5972.65	11/24/2010 13:57	5954	-0.31%	-1032.5	-0.35%	50	298632.5	51937.5	23	-44.89	-0.31%	0.09%	0/0
NIFTY_MAR	Short	11/24/2010 13:57	5954	11/24/2010 14:00	5957.95	0.07%	-297.5	-0.10%	50	297700	51640	4	-74.37	-0.08%	0.02%	0/0
NIFTY_MAR	Long	11/30/2010 12:41	5872.95	12/03/2010 13:32	5982	1.86%	5352.5	1.82%	50	293647.51	56992.5	1180	4.54	-0.16%	2.79%	0/0
NIFTY_MAR	Short	12/07/2010 9:30	5979	12/07/2010 9:38	5991.85	0.21%	-742.5	-0.25%	50	298950	56250	9	-82.5	-0.21%	0.00%	0/0
NIFTY_MAR	Long	12/07/2010 9:38	5991.85	12/07/2010 10:21	5990	-0.03%	-192.5	-0.06%	50	299592.5	56057.5	44	-4.38	-0.03%	0.19%	0/0
NIFTY_MAR	Short	12/07/2010 10:21	5990	12/07/2010 10:47	6000.55	0.18%	-627.5	-0.21%	50	299500	55430	27	-23.24	-0.18%	0.07%	0/0
NIFTY_MAR	Long	12/07/2010 10:47	6000.55	12/07/2010 10:57	5992.75	-0.13%	-490	-0.16%	50	300027.49	54940	11	-44.55	-0.13%	0.04%	0/0
NIFTY_MAR	Short	12/07/2010 10:57	5992.75	12/07/2010 13:56	6008	0.25%	-862.5	-0.29%	50	299637.5	54077.5	180	-4.79	-0.25%	0.52%	0/0
NIFTY_MAR	Short	12/07/2010 13:58	6000.9	12/07/2010 14:33	6015	0.23%	-805	-0.27%	50	300045	53272.5	36	-22.36	-0.23%	0.25%	0/0
NIFTY_MAR	Long	12/07/2010 14:33	6015	12/07/2010 14:47	5999	-0.27%	-900	-0.30%	50	300750	52372.5	15	-60	-0.27%	0.00%	0/0
NIFTY_MAR	Short	12/07/2010 14:47	5999	12/07/2010 15:18	6007.9	0.15%	-545	-0.18%	50	299950	51827.5	32	-17.03	-0.15%	0.32%	0/0
NIFTY_MAR	Long	12/07/2010 15:23	6014	12/08/2010 9:15	5967	-0.78%	-2450	-0.81%	50	300700	49377.5	9	-272.22	-0.78%	0.13%	0/0
NIFTY_MAR	Short	12/08/2010 9:15	5967	12/10/2010 14:51	5873.25	-1.57%	4587.5	1.54%	50	298350	53965	1089	4.21	-0.22%	3.57%	0/0
NIFTY_MAR	Long	12/13/2010 14:23	5907.7	12/15/2010 12:06	5906	-0.03%	-185	-0.06%	50	295385.01	53780	616	-0.3	-0.28%	1.05%	0/0
NIFTY_MAR	Short	12/15/2010 14:40	5878.25	12/15/2010 15:01	5893	0.25%	-837.5	-0.28%	50	293912.5	52942.5	22	-38.07	-0.25%	0.09%	0/0
NIFTY_MAR	Long	12/15/2010 15:01	5893	12/16/2010 9:27	5909.7	0.28%	735	0.25%	50	294650	53677.5	43	17.09	-0.08%	0.32%	0/0
NIFTY_MAR	Long	12/16/2010 9:54	5890.9	12/16/2010 10:45	5904.25	0.23%	567.5	0.19%	50	294545	54245	52	10.91	-0.12%	0.35%	0/0
NIFTY_MAR	Short	12/16/2010 12:54	5879.5	12/16/2010 14:11	5905	0.43%	-1375	-0.47%	50	293975	52870	78	-17.63	-0.45%	0.28%	0/0
NIFTY_MAR	Long	12/16/2010 14:11	5905	12/22/2010 14:13	5986.15	1.37%	3957.5	1.34%	50	295250	56827.5	1131	3.5	-0.10%	2.34%	0/0
NIFTY_MAR	Short	12/24/2010 9:18	5977	12/24/2010 9:53	5986.15	0.15%	-557.5	-0.19%	50	298850	56270	36	-15.49	-0.18%	0.10%	0/0
NIFTY_MAR	Long	12/24/2010 9:53	5986.15	12/24/2010 10:12	5980.2	-0.10%	-397.5	-0.13%	50	299307.5	55872.5	20	-19.87	-0.12%	0.03%	0/0
NIFTY_MAR	Short	12/24/2010 10:12	5980.2	12/24/2010 12:21	5999.9	0.33%	-1085	-0.36%	50	299010.01	54787.5	130	-8.35	-0.33%	0.08%	0/0
NIFTY_MAR	Long	12/24/2010 12:21	5999.9	12/27/2010 13:38	6016	0.27%	705	0.24%	50	299995	55492.5	454	1.55	-0.11%	1.05%	0/0
NIFTY_MAR	Long	12/27/2010 13:42	6018	12/27/2010 15:02	6016.15	-0.03%	-192.5	-0.06%	50	300900	55300	81	-2.38	-0.17%	0.25%	0/0
NIFTY_MAR	Short	12/27/2010 15:16	6009	12/28/2010 9:23	6018.15	0.15%	-557.5	-0.19%	50	300450	54742.5	24	-23.23	-0.18%	0.05%	0/0
NIFTY_MAR	Long	12/28/2010 9:23	6018.15	12/28/2010 9:29	6008.15	-0.17%	-600	-0.20%	50	300907.5	54142.5	7	-85.71	-0.17%	0.01%	0/0
NIFTY_MAR	Short	12/28/2010 9:29	6008.15	12/28/2010 10:56	6017	0.15%	-542.5	-0.18%	50	300407.5	53600	88	-6.16	-0.18%	0.18%	0/0
NIFTY_MAR	Long	12/28/2010 10:56	6017	12/28/2010 11:25	6012.1	-0.08%	-345	-0.11%	50	300850	53255	30	-11.5	-0.09%	0.06%	0/0
NIFTY_MAR	Short	12/28/2010 11:25	6012.1	12/28/2010 11:35	6018	0.10%	-395	-0.13%	50	300605	52860	11	-35.91	-0.11%	0.03%	0/0
NIFTY_MAR	Long	12/28/2010 11:35	6018	12/28/2010 11:44	6017.1	-0.01%	-145	-0.05%	50	300900	52715	10	-14.5	-0.04%	0.10%	0/0
NIFTY_MAR	Short	12/28/2010 12:21	6007	12/28/2010 13:39	6016.95	0.17%	-597.5	-0.20%	50	300350	52117.5	79	-7.56	-0.19%	0.10%	0/0
NIFTY_MAR	Long	12/28/2010 13:39	6016.95	12/28/2010 13:41	6016	-0.02%	-147.5	-0.05%	50	300847.51	51970	3	-49.17	-0.02%	0.03%	0/0
NIFTY_MAR	Short	12/28/2010 13:59	6010.4	12/28/2010 14:18	6019	0.14%	-530	-0.18%	50	300520	51440	20	-26.5	-0.14%	0.04%	0/0
NIFTY_MAR	Long	12/28/2010 14:18	6019	12/28/2010 14:58	6013	-0.10%	-400	-0.13%	50	300950	51040	41	-9.76	-0.10%	0.12%	0/0
NIFTY_MAR	Long	12/28/2010 15:04	6017	01/04/2011 9:54	6156	2.31%	6850	2.28%	50	300850	57890	1571	4.36	-0.11%	3.14%	0/0
NIFTY_MAR	Long	01/05/2011 9:20	6143	01/05/2011 9:38	6137.5	-0.09%	-375	-0.12%	50	307150	57515	19	-19.74	-0.15%	0.02%	0/0
NIFTY_MAR	Short	01/05/2011 9:38	6137.5	01/05/2011 9:51	6146	0.14%	-525	-0.17%	50	306875	56990	14	-37.5	-0.18%	0.05%	0/0
NIFTY_MAR	Long	01/05/2011 9:51	6146	01/05/2011 10:09	6128.95	-0.28%	-952.5	-0.31%	50	307300	56037.5	19	-50.13	-0.28%	0.03%	0/0
NIFTY_MAR	Short	01/05/2011 10:09	6128.95	01/12/2011 13:26	5816.7	-5.09%	15512.5	5.06%	50	306447.51	71550	2078	7.47	-0.24%	7.00%	0/0
NIFTY_MAR	Long	01/14/2011 12:21	5835	01/14/2011 14:14	5778	-0.98%	-2950	-1.01%	50	291750	68600	114	-25.88	-1.08%	0.82%	0/0
NIFTY_MAR	Short	01/14/2011 14:14	5778	01/18/2011 9:23	5738	-0.69%	1900	0.66%	50	288900	70500	462	4.11	-0.09%	2.56%	0/0
NIFTY_MAR	Long	01/18/2011 15:13	5760.95	01/19/2011 9:16	5736.1	-0.43%	-1342.5	-0.47%	50	288047.51	69157.5	20	-67.12	-0.43%	0.06%	0/0
NIFTY_MAR	Short	01/19/2011 9:16	5736.1	01/19/2011 10:10	5726	-0.18%	405	0.14%	50	286805	69562.5	55	7.36	-0.04%	0.46%	0/0
NIFTY_MAR	Short	01/19/2011 12:33	5741.5	01/20/2011 14:10	5727.65	-0.24%	592.5	0.21%	50	287075	70155	474	1.25	-0.15%	1.91%	0/0
NIFTY_MAR	Long	01/20/2011 14:15	5720.05	01/20/2011 14:21	5693	-0.47%	-1452.5	-0.51%	50	286002.49	68702.5	7	-207.5	-0.47%	0.09%	0/0
NIFTY_MAR	Short	01/20/2011 14:21	5693	01/20/2011 14:35	5734.65	0.73%	-2182.5	-0.77%	50	284650	66520	15	-145.5	-0.73%	0.09%	0/0
NIFTY_MAR	Long	01/20/2011 14:35	5734.65	01/21/2011 9:16	5690	-0.78%	-2332.5	-0.81%	50	286732.5	64187.5	58	-40.22	-0.78%	0.16%	0/0
NIFTY_MAR	Short	01/21/2011 9:16	5690	01/21/2011 9:19	5702	0.21%	-700	-0.25%	50	284500	63487.5	4	-175	-0.21%	0.05%	0/0
NIFTY_MAR	Short	01/21/2011 9:30	5702.1	01/21/2011 10:02	5696.4	-0.10%	185	0.06%	50	285105	63672.5	33	5.61	-0.24%	0.16%	0/0
NIFTY_MAR	Long	01/21/2011 11:03	5721	01/21/2011 14:00	5700.65	-0.36%	-1117.5	-0.39%	50	286050	62555	178	-6.28	-0.45%	0.38%	0/0
NIFTY_MAR	Long	01/21/2011 14:04	5711	01/24/2011 9:17	5704.25	-0.12%	-437.5	-0.15%	50	285550	62117.5	90	-4.86	-0.25%	0.40%	0/0
NIFTY_MAR	Long	01/24/2011 9:18	5735.05	01/25/2011 13:42	5749	0.24%	597.5	0.21%	50	286752.49	62715	641	0.93	-0.18%	1.41%	0/0
NIFTY_MAR	Long	01/25/2011 14:01	5730.15	01/25/2011 14:05	5717	-0.23%	-757.5	-0.26%	50	286507.5	61957.5	5	-151.5	-0.23%	0.04%	0/0
NIFTY_MAR	Short	01/25/2011 14:05	5717	02/02/2011 10:45	5490	-3.97%	11250	3.94%	50	285850	73207.5	1677	6.71	-0.30%	5.32%	0/0
NIFTY_MAR	Long	02/03/2011 10:50	5515.55	02/04/2011 11:30	5497	-0.34%	-1027.5	-0.37%	50	275777.49	72180	417	-2.46	-0.34%	0.90%	0/0
NIFTY_MAR	Long	02/04/2011 11:40	5495.5	02/04/2011 11:44	5477.15	-0.33%	-1017.5	-0.37%	50	274775	71162.5	5	-203.5	-0.33%	0.03%	0/0
NIFTY_MAR	Short	02/04/2011 11:44	5477.15	02/11/2011 13:31	5257.75	-4.01%	10870	3.97%	50	273857.5	82032.5	1988	5.47	-0.22%	5.51%	0/0
NIFTY_MAR	Long	02/11/2011 15:05	5311	02/18/2011 12:48	5513	3.80%	20100	3.78%	100	531100	102132.5	1744	11.53	-0.06%	5.23%	0/0
NIFTY_MAR	Long	02/18/2011 14:42	5493	02/18/2011 14:52	5471.15	-0.40%	-2285	-0.42%	100	549300	99847.5	11	-207.73	-0.40%	0.04%	0/0
NIFTY_MAR	Short	02/18/2011 14:52	5471.15	02/21/2011 14:46	5481.7	0.19%	-1155	-0.21%	100	547114.99	98692.5	371	-3.11	-0.19%	1.10%	0/0
NIFTY_MAR	Long	02/21/2011 14:53	5505.55	02/22/2011 9:17	5477	-0.52%	-1527.5	-0.55%	50	275277.49	97165	41	-37.26	-0.66%	0.60%	0/0
NIFTY_MAR	Short	02/22/2011 9:17	5477	02/22/2011 9:26	5480	0.05%	-250	-0.09%	50	273850	96915	10	-25	-0.13%	0.27%	0/0
NIFTY_MAR	Short	02/22/2011 10:40	5484.9	02/22/2011 10:46	5502	0.31%	-955	-0.35%	50	274245	95960	7	-136.43	-0.31%	0.05%	0/0
NIFTY_MAR	Long	02/22/2011 10:46	5502	02/22/2011 11:19	5486.7	-0.28%	-865	-0.31%	50	275100	95095	34	-25.44	-0.39%	0.33%	0/0
NIFTY_MAR	Short	02/22/2011 11:19	5486.7	02/22/2011 11:48	5495.5	0.16%	-540	-0.20%	50	274335.01	94555	30	-18	-0.22%	0.14%	0/0
NIFTY_MAR	Long	02/22/2011 11:48	5495.5	02/22/2011 12:52	5485	-0.19%	-625	-0.23%	50	274775	93930	64	-9.77	-0.22%	0.40%	0/0
NIFTY_MAR	Short	02/22/2011 12:52	5485	02/23/2011 9:33	5480	-0.09%	150	0.05%	50	274250	94080	176	0.85	-0.06%	1.01%	0/0
NIFTY_MAR	Short	02/23/2011 10:07	5486	02/23/2011 10:58	5482	-0.07%	100	0.04%	50	274300	94180	52	1.92	-0.11%	0.23%	0/0
NIFTY_MAR	Long	02/23/2011 14:02	5495.2	02/23/2011 14:12	5483.5	-0.21%	-685	-0.25%	50	274760.01	93495	11	-62.27	-0.22%	0.01%	0/0
NIFTY_MAR	Short	02/23/2011 14:12	5483.5	02/28/2011 9:30	5347	-2.49%	6725	2.45%	50	274175	100220	845	7.96	-0.04%	4.58%	0/0
NIFTY_MAR	Long	02/28/2011 13:09	5423	02/28/2011 14:32	5385.55	-0.69%	-3845	-0.71%	100	542300	96375	84	-45.77	-0.83%	1.40%	0/0
NIFTY_MAR	Short	02/28/2011 14:32	5385.55	02/28/2011 14:37	5372.7	-0.24%	1185	0.22%	100	538554.98	97560	6	197.5	-0.04%	0.41%	0/0
NIFTY_MAR	Long	03/01/2011 9:29	5399	03/04/2011 15:03	5524	2.32%	12400	2.30%	100	539900	109960	1086	11.42	-0.05%	3.91%	0/0
NIFTY_MAR	Short	03/07/2011 9:37	5458	03/07/2011 14:58	5491.25	0.61%	-3425	-0.63%	100	545800	106535	322	-10.64	-0.61%	0.98%	0/0
NIFTY_MAR	Long	03/07/2011 15:00	5491	03/07/2011 15:05	5475.05	-0.29%	-1695	-0.31%	100	549100	104840	6	-282.5	-0.29%	0.05%	0/0
NIFTY_MAR	Short	03/07/2011 15:05	5475.05	03/08/2011 9:19	5491	0.29%	-1695	-0.31%	100	547504.98	103145	31	-54.68	-0.29%	0.17%	0/0
NIFTY_MAR	Long	03/08/2011 9:23	5496.5	03/09/2011 11:07	5509.9	0.24%	1240	0.23%	100	549650	104385	481	2.58	-0.02%	1.30%	0/0
NIFTY_MAR	Short	03/09/2011 11:07	5509.9	03/09/2011 12:09	5516	0.11%	-710	-0.13%	100	550989.99	103675	63	-11.27	-0.13%	0.59%	0/0
NIFTY_MAR	Short	03/09/2011 12:12	5513.1	03/09/2011 12:14	5514	0.02%	-190	-0.03%	100	551310.01	103485	3	-63.33	-0.06%	0.07%	0/0
NIFTY_MAR	Short	03/09/2011 12:31	5510	03/09/2011 12:47	5515.95	0.11%	-695	-0.13%	100	551000	102790	17	-40.88	-0.11%	0.07%	0/0
NIFTY_MAR	Short	03/09/2011 12:51	5512.75	03/09/2011 12:54	5515	0.04%	-325	-0.06%	100	551275	102465	4	-81.25	-0.04%	0.04%	0/0
NIFTY_MAR	Short	03/09/2011 12:56	5512.8	03/09/2011 12:58	5517	0.08%	-520	-0.09%	100	551279.98	101945	3	-173.33	-0.08%	0.04%	0/0
NIFTY_MAR	Long	03/09/2011 13:00	5529.95	03/10/2011 9:15	5499	-0.56%	-1647.5	-0.60%	50	276497.51	100297.5	152	-10.84	-0.56%	0.77%	0/0
NIFTY_MAR	Short	03/10/2011 9:16	5496.6	03/10/2011 13:43	5510.1	0.25%	-1450	-0.26%	100	549660.01	98847.5	268	-5.41	-0.33%	0.56%	0/0
NIFTY_MAR	Short	03/10/2011 13:47	5499	03/10/2011 14:57	5504.4	0.10%	-370	-0.13%	50	274950	98477.5	71	-5.21	-0.16%	0.38%	0/0
NIFTY_MAR	Long	03/10/2011 15:05	5511.9	03/10/2011 15:15	5497.2	-0.27%	-835	-0.30%	50	275595	97642.5	11	-75.91	-0.29%	0.05%	0/0
NIFTY_MAR	Short	03/10/2011 15:15	5497.2	03/10/2011 15:23	5504.9	0.14%	-485	-0.18%	50	274860.01	97157.5	9	-53.89	-0.16%	0.04%	0/0
NIFTY_MAR	Short	03/11/2011 9:15	5471.95	03/11/2011 10:58	5508.1	0.66%	-1907.5	-0.70%	50	273597.51	95250	104	-18.34	-0.66%	0.19%	0/0
NIFTY_MAR	Long	03/11/2011 10:59	5507	03/11/2011 11:11	5494.1	-0.23%	-745	-0.27%	50	275350	94505	13	-57.31	-0.26%	0.14%	0/0
NIFTY_MAR	Short	03/11/2011 11:12	5495.15	03/14/2011 9:31	5480	-0.28%	657.5	0.24%	50	274757.5	95162.5	276	2.38	-0.06%	1.49%	0/0
NIFTY_MAR	Short	03/14/2011 9:37	5489.4	03/14/2011 10:13	5481.2	-0.15%	310	0.11%	50	274470	95472.5	37	8.38	-0.10%	0.34%	0/0
NIFTY_MAR	Short	03/14/2011 11:05	5490	03/14/2011 11:14	5501	0.20%	-650	-0.24%	50	274500	94822.5	10	-65	-0.27%	0.01%	0/0
NIFTY_MAR	Long	03/14/2011 11:14	5501	03/14/2011 13:38	5495.7	-0.10%	-365	-0.13%	50	275050	94457.5	145	-2.52	-0.19%	0.38%	0/0
NIFTY_MAR	Short	03/14/2011 13:38	5495.7	03/14/2011 13:48	5506.7	0.20%	-650	-0.24%	50	274785.01	93807.5	11	-59.09	-0.20%	0.10%	0/0
NIFTY_MAR	Long	03/14/2011 13:48	5506.7	03/15/2011 9:15	5390	-2.12%	-5935	-2.16%	50	275335.01	87872.5	104	-57.07	-2.12%	1.00%	0/0
NIFTY_MAR	Short	03/15/2011 9:15	5390	03/15/2011 13:01	5484	1.74%	-4800	-1.78%	50	269500	83072.5	227	-21.15	-1.74%	0.27%	0/0
NIFTY_MAR	Short	03/15/2011 13:33	5483.8	03/15/2011 13:51	5496.15	0.23%	-717.5	-0.26%	50	274189.99	82355	19	-37.76	-0.28%	0.14%	0/0
NIFTY_MAR	Long	03/15/2011 13:51	5496.15	03/15/2011 14:15	5476.1	-0.36%	-1102.5	-0.40%	50	274807.5	81252.5	25	-44.1	-0.36%	0.16%	0/0
NIFTY_MAR	Short	03/15/2011 14:15	5476.1	03/15/2011 14:21	5485	0.16%	-545	-0.20%	50	273805	80707.5	7	-77.86	-0.16%	0.16%	0/0
NIFTY_MAR	Short	03/15/2011 14:23	5481.7	03/15/2011 14:32	5481.3	-0.01%	-80	-0.03%	50	274085.01	80627.5	10	-8	-0.04%	0.25%	0/0
NIFTY_MAR	Short	03/15/2011 14:37	5478.15	03/16/2011 9:16	5501.95	0.43%	-1290	-0.47%	50	273907.5	79337.5	56	-23.04	-0.47%	0.88%	0/0
NIFTY_MAR	Long	03/16/2011 9:17	5503.95	03/17/2011 9:17	5493	-0.20%	-647.5	-0.24%	50	275197.51	78690	376	-1.72	-0.53%	0.89%	0/0
NIFTY_MAR	Long	03/17/2011 10:12	5495	03/17/2011 12:15	5502.7	0.14%	285	0.10%	50	274750	78975	124	2.3	-0.12%	0.62%	0/0
NIFTY_MAR	Short	03/17/2011 13:00	5478	03/17/2011 13:37	5494.35	0.30%	-917.5	-0.33%	50	273900	78057.5	38	-24.14	-0.36%	0.04%	0/0
NIFTY_MAR	Long	03/17/2011 13:37	5494.35	03/17/2011 13:44	5478	-0.30%	-917.5	-0.33%	50	274717.5	77140	8	-114.69	-0.30%	0.08%	0/0
NIFTY_MAR	Open Short	03/17/2011 13:44	5478	03/18/2011 15:30	5383	-1.73%	4650	1.70%	50	273900	81790	480	9.69	-0.44%	1.79%	0/0

Now next part of the job is to build on when we have it going...

plan on the add on...

Hi Linkon,

Looking forward to the system, I have a lot of curious doubts though.

 

[linkon7]

Hi Linkon,

Looking forward to the system, I have a lot of curious doubts though.

system is simple mechanical, always in a trade, moving average crossover...

I am using 1 min time frame...

ma of 1750 min of the high and low form the water line...
above this long...
below it short...

3 ema of the high and low form the worm or price band...

3ema of the low crosses the 1750 ma of the high...buy
3ema of the high crosses the 1750 ma of the low... short

tp = (h+c+l)/3

820 ema of this tp is my stop loss...

3ema of the low crosses the 820 ema of the tp...cover
3ema of the high crosses the 820 ema of the tp... sell

This system is still in its infancy. Objective was to develop a base first with a target of atleast 40% strike rate and risk reward of 3...

So far looks like i go myself a 48% with 6.7 RR...

i avoided the last 2 weeks of march as it had a 600 point straight run and dont want that making the system more rosy....

next week end will be working on the money management part of the system...