Tom de mark sequential monitor for nifty50 stocks

Discussion in 'Advanced Trading Strategies' started by vivektrader, Jan 9, 2017.

  1. vivektrader

    vivektrader Well-Known Member

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    sir,
    for trading TD sequential in futures on daily chart, the setups etc should be monitored on cash to maintain continuity or respective future series only?
    thanks
     
  2. vivektrader

    vivektrader Well-Known Member

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    Re: General Trading Chat

    If other people are interested in monitoring TD sequential on stocks on daily charts in cash, we can share them in the forum for everyone's benefit. Different members monitoring different scrips and posting charts.
    I can monitor:
    Nifty cash
    tatasteel
    tatamotors
    sbi
    maruti
    axis bank
    vedl
    yes bank
    reliance capital
    I would have opened a separate thread, but wont be able to maintain it well due to time constraints. If somebody else can do it I will certainly contribute.
    Anybody...
     
    Vipul_84, yachusai, PreSap and 6 others like this.
  3. vivektrader

    vivektrader Well-Known Member

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    Re: General Trading Chat

    Maruti Sell setup complete
    [​IMG]
     
    Last edited: Jan 10, 2017
  4. vagar11

    vagar11 Well-Known Member

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    Re: General Trading Chat

    Better if someone write a python script to scan F&O stocks to check the TD setup. I checked this on some daily chart of stocks and it also failed at some places.
     
  5. vivektrader

    vivektrader Well-Known Member

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    Re: General Trading Chat

    Nifty cash (ST sir was talking about)
    Completed Sell setup
    [​IMG]
     
  6. phoenixbird

    phoenixbird Active Member

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    Re: General Trading Chat

    I would be better to have a seperate thread for TDST charts
     

  7. timepass

    timepass Moderator

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    Re: General Trading Chat

    Thanks a lot. How is it looking for the banknifty ?

     
  8. vivektrader

    vivektrader Well-Known Member

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    Re: General Trading Chat

    I have the afl shared by ST sir, coding is alien to me.

    _SECTION_BEGIN("Price");
    SetChartOptions(0,chartShowArrows|chartShowDates);
    _N(Title = StrFormat("{{NAME}} - {{INTERVAL}} {{DATE}} Open %g, Hi %g, Lo %g, Close %g (%.1f%%) {{VALUES}}", O, H, L, C, SelectedValue( ROC( C, 1 ) ) ));
    Plot( C, "Close", ParamColor("Color", colorBlack ), styleNoTitle | ParamStyle("Style") | GetPriceStyle() );
    ToolTip = "Open = " + O + "\nHigh = " + H + "\nLow = " + L + "\nClose = " + C;

    _SECTION_END();

    _SECTION_BEGIN("TD Systems");
    // Parameters
    ShowNumbers= ParamToggle("Show 1-8 Numbers","No|Yes", 1);
    ShowTDPoints = ParamToggle("Show TD Points", "No|Yes", 1);
    ShowTDST = ParamToggle("Show TD Setup Trend", "No|Yes", 1);
    tdstsa = 0;
    tdstba = 0;
    /////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////
    //********************************************** TD Points******************************************** ************************/
    function TD_Supply()
    {
    return ( H > Ref(H, 1) AND H > Ref(H, -1) AND H > Ref(C, -2));
    }
    function TD_Demand()
    {
    return ( L < Ref(L, 1) AND L < Ref(L, -1) AND L < Ref(C, -2));
    }
    /////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////
    // *********************************************** TD Sequential**************************************** ********************/
    // *** Setup Buy Signal ***
    //nine consecutive days closes less than the close four days earlier
    Con = C < Ref( C, -4);
    Buy9Bars = BarsSince(BarsSince(Con));
    Buy9Signal = Buy9Bars == 9;

    // *** Requirements ***
    //The first day of the nine-day must be preceded by a close day immediately before it that is greater than OR equal to the Close four days earlier
    Con = Ref(C, -9) >= Ref(C, -13);
    Buy9Req = Buy9Signal AND Con;

    // *** Intersection ***
    // the high of either day 8 or day 9 is greater than or equal to the low three,four, five, six, OR seven days earlier
    Con1 = (H >= Ref(L, -3)) OR ( Ref(H, -1) >= Ref(L, -3));
    Con2 = (H >= Ref(L, -4)) OR ( Ref(H, -1) >= Ref(L, -4));
    Con3 = (H >= Ref(L, -5)) OR ( Ref(H, -1) >= Ref(L, -5));
    Con4 = (H >= Ref(L, -6)) OR ( Ref(H, -1) >= Ref(L, -6));
    Con5 = (H >= Ref(L, -7)) OR ( Ref(H, -1) >= Ref(L, -7));

    Buy9Intr = Buy9Req AND (Con1 OR Con2 OR Con3 OR Con4 OR Con5);
    /////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////
    // *** Setup Sell Signal ***
    //nine consecutive days closes greater than the Close four days earlier.
    Con = C > Ref( C, -4);
    Sell9Bars = BarsSince(BarsSince(Con));
    Sell9Signal = Sell9Bars == 9;

    // *** Requirements ***
    //The first day of the nine-day must be preceded by a Close day immediately before it that is less than the Close four days earlier
    Con = Ref(C, -9) < Ref(C, -13);
    Sell9Req = Sell9Signal AND Con;

    // *** Intersection ***
    //the low of either day 8 or day 9 is less than or equal to the high three,four, five, six, OR seven days earlier
    Con1 = (L <= Ref(H, -3)) OR ( Ref(L, -1) <= Ref(H, -3));
    Con2 = (L <= Ref(H, -4)) OR ( Ref(L, -1) <= Ref(H, -4));
    Con3 = (L <= Ref(H, -5)) OR ( Ref(L, -1) <= Ref(H, -5));
    Con4 = (L <= Ref(H, -6)) OR ( Ref(L, -1) <= Ref(H, -6));
    Con5 = (L <= Ref(H, -7)) OR ( Ref(L, -1) <= Ref(H, -7));

    Sell9Intr = Sell9Req AND (Con1 OR Con2 OR Con3 OR Con4 OR Con5);
    /////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////
    if(StrToNum(NumToStr(Buy9Intr))) Sell9Intr = False;
    if(StrToNum(NumToStr(Sell9Intr))) Buy9Intr = False;
    BuySignal = Flip(Buy9Intr, Sell9Intr);
    /////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////
    // *** Buy Countdown ***
    //With respect to a pending Buy Signal, the close must be less than the low two days earlier
    Con = C < Ref(L, -2);
    Buy13Count = Sum(Con AND BuySignal, BarsSince(Buy9Intr));
    Buy13Signal = Buy13Count == 13;

    /////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////
    // *** Sell Countdown ***
    //with respect to a pending Sell Signal, the Close must be greater than the High two trading days earlier.
    Con = C > Ref(H, -2);
    Sell13Count = Sum(Con AND NOT BuySignal, BarsSince(Sell9Intr));
    Sell13Signal = Sell13Count == 13;
    /////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////
    //*********************************************** TD Sequential Plotting area *************************************************/
    Plot(C, "", IIf(O>=C, colorRed, colorGreen), styleBar);
    PlotShapes(IIf(Buy9Intr OR Sell9Intr, shapeDigit9, shapeNone),colorBlue, 0, H,
    20);
    if(ShowNumbers)
    PlotShapes(IIf(Buy9Bars==1, shapeDigit1,
    IIf(Buy9Bars==2, shapeDigit2,
    IIf(Buy9Bars==3, shapeDigit3,
    IIf(Buy9Bars==4, shapeDigit4,
    IIf(Buy9Bars==5, shapeDigit5,
    IIf(Buy9Bars==6, shapeDigit6,
    IIf(Buy9Bars==7, shapeDigit7,
    IIf(Buy9Bars==8, shapeDigit8,
    IIf(Buy9Bars >9, shapeStar,shapeNone))))))))),colorGreen, 0, H, H*.0015);
    if(ShowNumbers)
    PlotShapes(
    IIf(Sell9Bars==1, shapeDigit1,
    IIf(Sell9Bars==2, shapeDigit2,
    IIf(Sell9Bars==3, shapeDigit3,
    IIf(Sell9Bars==4, shapeDigit4,
    IIf(Sell9Bars==5, shapeDigit5,
    IIf(Sell9Bars==6, shapeDigit6,
    IIf(Sell9Bars==7, shapeDigit7,
    IIf(Sell9Bars==8, shapeDigit8,
    IIf(sell9bars>9, shapeStar,shapeNone))))))))),colorRed, 0, H, H*.0015);

    Sell = Sell13Signal AND NOT BuySignal;
    Buy = Buy13Signal AND BuySignal;
    Sell = ExRem(Sell, Buy);
    Buy = ExRem(Buy, Sell);
    PlotShapes(Sell*shapeDownArrow, colorYellow, 0, H, -H*.001);
    PlotShapes(Buy*shapeUpArrow, colorBrightGreen, 0, L, -L*.001);

    if(StrToNum(NumToStr(BuySignal)))
    bgColor = ColorRGB(0,66, 2);
    else
    bgColor = ColorRGB(66,2, 0);
    /////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////
    //*********************************************** TD Points Plotting area *************************************************/
    if(ShowTDPoints)
    {
    PlotShapes(TD_Supply()*shapeSmallCircle, colorRed, 0, H, H*.001);
    PlotShapes(TD_Demand()*shapeSmallCircle, colorGreen, 0, L, -L*.001);
    ///////////////////////////////////////////////////////////////////////////
    y0 = StrToNum(NumToStr(ValueWhen(TD_Demand(), L)));
    x = LineArray(0, y0, (BarCount-1), y0);
    Plot(x, "", colorGold, styleDashed);
    y0 = StrToNum(NumToStr(ValueWhen(TD_Supply(), H)));
    x = LineArray(0, y0, (BarCount-1), y0);
    Plot(x, "", colorGold, styleDashed);
    }
    /////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////
    //*********************************************** TDST Plotting area *************************************************/
    // ---------------->>>> Code from Dave <<<---------------------- //
    if(ShowTDST)
    {
    tdstba =Cum(0);
    tdstb = Null;
    HHV9 = HHV(H,9);
    for (i = 0; i < 10; i++) tdstba = Null;

    for( i = 10; i < BarCount; i++ )
    {
    if (Buy9Bars == 9)
    {
    HHV_b = HHV9;
    if (HHV_b > C[i-9])
    tdstb = HHV_b;
    else tdstb = C[i-9];

    for (j = 0; j < 9; j++ )
    tdstba[i-j] = tdstb;
    }
    else tdstba = tdstb;
    }

    tdstsa =Cum(0);
    tdsts = Null;
    LLV9 = LLV(L,9);
    for (i = 0; i < 10; i++) tdstsa = Null;

    for( i = 10; i < BarCount; i++ )
    {
    if (Sell9Bars == 9)
    {
    LLV_b = LLV9;
    if (LLV_b < C[i-9])
    tdsts = LLV_b;
    else tdsts = C[i-9];

    for (j = 0; j < 9; j++ )
    tdstsa[i-j] = tdsts;
    }
    else tdstsa = tdsts;
    }
    Plot(tdstba, "TDSTb", colorBlue,styleStaircase | styleThick|styleDots);
    Plot(tdstsa, "TDSTs", colorRed,styleStaircase | styleThick|styleDots);

    }
    _SECTION_END();

    _SECTION_BEGIN("Price");
    SetChartOptions(0,chartShowArrows|chartShowDates);
    _N(Title = StrFormat("{{NAME}} - {{INTERVAL}} {{DATE}} Open %g, Hi %g, Lo %g, Close %g (%.1f%%) {{VALUES}}", O, H, L, C, SelectedValue( ROC( C, 1 ) ) ));
    Plot( C, "Close", ParamColor("Color", colorBlack ), styleNoTitle | ParamStyle("Style") | GetPriceStyle() );
    _SECTION_END();
     
    Vipul_84 and singsanjay09 like this.
  9. vivektrader

    vivektrader Well-Known Member

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    Re: General Trading Chat

    Bank Nfty Cash
    Buy setup complete
    Buy CD 2
    [​IMG]
     
    Last edited: Jan 9, 2017
  10. vivektrader

    vivektrader Well-Known Member

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    Re: General Trading Chat

    7-8 members can monitor entire Nifty50.

    Vivek
     
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