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
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
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