Trading NF with ACD system

[orderflow13]

No wonder ...truth already been revealed to me about iitians..as my dads close frnd who is old iitian always make a point whether his calls been written on his long holdings in stocks or not ..you the probability lovers ..just kidding..
yes actually last night i was thinking about it, already posted late in morning in part 2 thread about sm.. calculations r very fluctuating, had a hard look today gt the bug.. pure pcr can be calculated by considering same strikes of puts and calls viz. 2700 pe / 2700 ce ..in my excel what is happening is it dividing sum of 2800 to 2200 pe / sum of 3000 to 2600 ce ..which is an incorrect way to calculate pcr..sorry for trouble.. but i backtested oi pcr since year if possible can u make oi pcr in symb. date time open high low close format ( if date and time nt possible no problem ) ?
also there is a book cybernetic analysis for stocks and future ( gt the hint from CV sir ) even as a non tech person i found it as a great read ..u may found it very interesting and may it help u recalculate 'A' value in ATR with more noise variance...book is available on net..if u wont get it pm me i will send the link

 

[columbus]

arre yaar columbus, dont be so formal, feel free to give anyyyyy idea/improvement. I too feel so but could not figure out as i dont trade on trade tiger ( i just use my friends idle account in sharekhan for charting).
Beside that here( as u pointed x, y thinggy and elongation of chart, emmm.. i memorize my IIT days.. or even older...class 12th).
I would like to share one thing about importenes of visulization--- i used to trade via " call to br

oker" for 6 years, when i use to decide trade signal by looking Sensex chart on bse's wap site on my 6630 mobile. I was so accurate and habitual to use that sensex chart on my mobile that even i cant rely on real time values on my brokers terminal. I never need volume to decide, it was my memory data bank of sensex historical wap site chart that give me edge.
Many many thanx for this.

Look todays sensex wap chart.... hi hi hi

Hi Dumdum,

You can make NIFTY look like this

rather than this:

 

[dumdum20008]

Hi,

As usual Wide OR day ( 28 points) and that too towards lower side of TR ( previ close 2735 and running daily ATR approx. 79 points). The point, that wide OR days are best to avoid and that large initial balance ( from reading of MP) days generally gyrates between OR itself ( and so can be mirrored) is getting strong day by day.
Validation comes at the end time but of not much use to trade as per timming.

 

[terminator_123]

Hi,

As usual Wide OR day ( 28 points) and that too towards lower side of TR ( previ close 2735 and running daily ATR approx. 79 points). The point, that wide OR days are best to avoid and that large initial balance ( from reading of MP) days generally gyrates between OR itself ( and so can be mirrored) is getting strong day by day.
Validation comes at the end time but of not much use to trade as per timming.

Would it be a good idea to use filter on OR since the initial bars may not be entirely reliable ?

 

[dumdum20008]

Hi,
Todays ACD

 

[dumdum20008]

Would it be a good idea to use filter on OR since the initial bars may not be entirely reliable ?

initial bars are utmost important in ACD system. If u follow bars that ur chart capture ( there might be difference in values that terminal-s/w capture and that displayed on chart.) then no problem, they are reliable as for as ACD is concerned.

 

[biyasc]

gr8 work dumdum..........

 

[FlowTrader]

yes thats the nature of these indicator... backtesting 1 year data is possible but i havent much practice of script writting these days, u know i have started forgetting basic concepts of C++ ( i know it need not C++), so i have to do it manually on 5-min chart. But it takes time.

Hello

Just read through the thread. Excellent effort.

I can write a exploration in Ami to short list the days with specific OR / IB range, if that helps. Would become easy to verify mannually as per your criteria.

If you tell me the bands (for range) you are looking for will upload the dates here.

Regards
PK

 

[dumdum20008]

Hello

Just read through the thread. Excellent effort.

I can write a exploration in Ami to short list the days with specific OR / IB range, if that helps. Would become easy to verify mannually as per your criteria.

If you tell me the bands (for range) you are looking for will upload the dates here.

Regards
PK

thanx for this, it will surely be helpful. right now im totally out of use of ami, but ur reply is now propelling me to start ami as soon as possible. Ill contact u in a couple of days. thanx again.

 

[dumdum20008]

Hi,
Todays ACD --a day of its own kind, took 35 points SL hit loss, even being on the right side of days undercurrent ( mild bullishness).
This should not be considered as curve-fitting but just a coincidence that gave reason to start analysing a parallel setup with lower value of A( or C) thats 7 points bothside,suprimposed on main setup.
( this already discussed here http://www.traderji.com/derivatives/26424-trading-nf-acd-system-4.html#post280913 )

Outcome of Parallel setup certainly will be different than main setup and this will be taken independent from main for analysis. Both have different risk-reward ratio and only live-testing over a period can evaluate the merits/demerits. However parallel setup is invoked due to ATR <100, but might be continued for testing even after ATR>100.