Trading Stock Futures for the day

Gandhar. · Feb 13, 2014

exited the put @ 95 (loss of 1k)
and yesterday intraday in bnf made 1445rs
currently holding hcltech put
hcltech chart {will exit if crosses yesterday's high}

Gandhar. · Feb 13, 2014

today profit of 2K
still holding hcltech put

Gandhar. · Feb 14, 2014

no trades today

still holding hcltech put its going into loss if not move downside on monday then exiting @ loss
also on monday no trades have to go out

amitrandive · Feb 19, 2014

Gandhar. said:

Gandhar Sir

If possible , can you please share the AFL used in this chart?

Gandhar. · Feb 19, 2014

amitrandive said:

Code:

_SECTION_BEGIN("TEST");

w = Optimize("PERIOD 1",Param("PERIOD 1",50,5,50,5),10,50,10);
x = Optimize("PERIOD 2",Param("PERIOD 2",40,5,50,5),10,50,10);
y = Optimize("MAType 1",Param("MAType 1",4,1,8,1),1,8,1);
z = Optimize("MAType 2",Param("MAType 2",3,1,8,1),1,8,1);

r = Optimize("Rule Type",Param("Rule Type",7,1,15,1),1,15,1);

m=0;	if (y==1) m	=	MA(C,w);	
else	if (y==2) m	=	EMA(C,w);	
else	if (y==3) m	=	DEMA(C,w);	
else	if (y==4) m	=	TEMA(C,w);	
else	if (y==5) m	=	WMA(C,w);	
else	if (y==6) m	=	HMA(C,w);	
else	if (y==7) m	=	Wilders(C,w);	
else	if (y==8) m	=	LinearReg(C,w);

e=0;	if (z==1) e	=	MA(m,x);	
else	if (z==2) e	=	EMA(m,x);	
else	if (z==3) e	=	DEMA(m,x);	
else	if (z==4) e	=	TEMA(m,x);	
else	if (z==5) e	=	WMA(m,x);	
else	if (z==6) e	=	HMA(m,x);	
else	if (z==7) e	=	Wilders(m,x);	
else	if (z==8) e	=	LinearReg(m,x);

Plot(m," MA 1",IIf(m > Ref(m,-1),colorBlue,colorRed),styleThick);
Plot(e," MA 2",IIf(e > Ref(e,-1),colorDarkGreen,colorYellow),styleThick);
// using only price & m
		if (r==1) {UP = C > m;						DN = C < m;}
else	if (r==2) {UP = m > Ref(m,-1);				DN = m < Ref(m,-1);}
else	if (r==3) {UP = C > m AND m > Ref(m,-1);	DN = C < m AND m < Ref(m,-1);}
else	if (r==4) {UP = H > m AND m > Ref(m,-1);	DN = L < m AND m < Ref(m,-1);}
else	if (r==5) {UP = L > m;						DN = H < m; }
else	if (r==6) {UP = L > m AND m > Ref(m,-1);	DN = H < m AND m < Ref(m,-1);}
// using only price & e
else	if (r==7)  {UP = C > e;						DN = C < e;}
else	if (r==8)  {UP = e > Ref(e,-1);			DN = e < Ref(e,-1);}
else	if (r==9)  {UP = C > e AND e > Ref(e,-1);	DN = C < e AND e < Ref(e,-1);}
else	if (r==10) {UP = H > e AND e > Ref(e,-1);	DN = L < e AND m < Ref(e,-1);}
else	if (r==11) {UP = L > e;						DN = H < e; }
else	if (r==12) {UP = L > e AND e > Ref(e,-1);	DN = H < e AND m < Ref(e,-1);}

// using all: price, m & e
else	if (r==13) {UP = C > m AND m > e;						DN = C < m AND m < e;}
else	if (r==14) {UP = m > Ref(m,-1) AND e > Ref(e,-1);	DN = m < Ref(m,-1) AND e < Ref(e,-1);}
else	if (r==15) {UP = C > m AND m > e AND m > Ref(m,-1) AND e > Ref(e,-1);
					 DN = C < m AND m < e AND m < Ref(m,-1) AND e < Ref(e,-1);}

Buy  = UP AND NOT (DN);
Sell = DN AND NOT (UP);
Buy = ExRem(Buy,Sell);
Sell = ExRem(Sell,Buy);
Short = Sell; Cover = Buy;
PlotShapes(Buy+2*Sell,colorGold,0,IIf(Buy,L,H));
SetPositionSize(1,4);

Plot(HHV(H,20),"HHV",ParamColor("colorx",colorBlue),ParamStyle("estyle"));
Plot(LLV(L,20),"LLV",ParamColor("colory",colorRed),ParamStyle("estyle"));

_SECTION_END();

amitrandive · Feb 19, 2014

Gandhar. said:

Code:

_SECTION_BEGIN("TEST");

w = Optimize("PERIOD 1",Param("PERIOD 1",50,5,50,5),10,50,10);
x = Optimize("PERIOD 2",Param("PERIOD 2",40,5,50,5),10,50,10);
y = Optimize("MAType 1",Param("MAType 1",4,1,8,1),1,8,1);
z = Optimize("MAType 2",Param("MAType 2",3,1,8,1),1,8,1);

r = Optimize("Rule Type",Param("Rule Type",7,1,15,1),1,15,1);

m=0;	if (y==1) m	=	MA(C,w);	
else	if (y==2) m	=	EMA(C,w);	
else	if (y==3) m	=	DEMA(C,w);	
else	if (y==4) m	=	TEMA(C,w);	
else	if (y==5) m	=	WMA(C,w);	
else	if (y==6) m	=	HMA(C,w);	
else	if (y==7) m	=	Wilders(C,w);	
else	if (y==8) m	=	LinearReg(C,w);

e=0;	if (z==1) e	=	MA(m,x);	
else	if (z==2) e	=	EMA(m,x);	
else	if (z==3) e	=	DEMA(m,x);	
else	if (z==4) e	=	TEMA(m,x);	
else	if (z==5) e	=	WMA(m,x);	
else	if (z==6) e	=	HMA(m,x);	
else	if (z==7) e	=	Wilders(m,x);	
else	if (z==8) e	=	LinearReg(m,x);

Plot(m," MA 1",IIf(m > Ref(m,-1),colorBlue,colorRed),styleThick);
Plot(e," MA 2",IIf(e > Ref(e,-1),colorDarkGreen,colorYellow),styleThick);
// using only price & m
		if (r==1) {UP = C > m;						DN = C < m;}
else	if (r==2) {UP = m > Ref(m,-1);				DN = m < Ref(m,-1);}
else	if (r==3) {UP = C > m AND m > Ref(m,-1);	DN = C < m AND m < Ref(m,-1);}
else	if (r==4) {UP = H > m AND m > Ref(m,-1);	DN = L < m AND m < Ref(m,-1);}
else	if (r==5) {UP = L > m;						DN = H < m; }
else	if (r==6) {UP = L > m AND m > Ref(m,-1);	DN = H < m AND m < Ref(m,-1);}
// using only price & e
else	if (r==7)  {UP = C > e;						DN = C < e;}
else	if (r==8)  {UP = e > Ref(e,-1);			DN = e < Ref(e,-1);}
else	if (r==9)  {UP = C > e AND e > Ref(e,-1);	DN = C < e AND e < Ref(e,-1);}
else	if (r==10) {UP = H > e AND e > Ref(e,-1);	DN = L < e AND m < Ref(e,-1);}
else	if (r==11) {UP = L > e;						DN = H < e; }
else	if (r==12) {UP = L > e AND e > Ref(e,-1);	DN = H < e AND m < Ref(e,-1);}

// using all: price, m & e
else	if (r==13) {UP = C > m AND m > e;						DN = C < m AND m < e;}
else	if (r==14) {UP = m > Ref(m,-1) AND e > Ref(e,-1);	DN = m < Ref(m,-1) AND e < Ref(e,-1);}
else	if (r==15) {UP = C > m AND m > e AND m > Ref(m,-1) AND e > Ref(e,-1);
					 DN = C < m AND m < e AND m < Ref(m,-1) AND e < Ref(e,-1);}

Buy  = UP AND NOT (DN);
Sell = DN AND NOT (UP);
Buy = ExRem(Buy,Sell);
Sell = ExRem(Sell,Buy);
Short = Sell; Cover = Buy;
PlotShapes(Buy+2*Sell,colorGold,0,IIf(Buy,L,H));
SetPositionSize(1,4);

Plot(HHV(H,20),"HHV",ParamColor("colorx",colorBlue),ParamStyle("estyle"));
Plot(LLV(L,20),"LLV",ParamColor("colory",colorRed),ParamStyle("estyle"));

_SECTION_END();

Gandhar Sir

Thanks for the quick reply and sharing :clapping:

amitrandive · Feb 19, 2014

Gandhar. said:

Code:

_SECTION_BEGIN("TEST");

w = Optimize("PERIOD 1",Param("PERIOD 1",50,5,50,5),10,50,10);
x = Optimize("PERIOD 2",Param("PERIOD 2",40,5,50,5),10,50,10);
y = Optimize("MAType 1",Param("MAType 1",4,1,8,1),1,8,1);
z = Optimize("MAType 2",Param("MAType 2",3,1,8,1),1,8,1);

r = Optimize("Rule Type",Param("Rule Type",7,1,15,1),1,15,1);

m=0;	if (y==1) m	=	MA(C,w);	
else	if (y==2) m	=	EMA(C,w);	
else	if (y==3) m	=	DEMA(C,w);	
else	if (y==4) m	=	TEMA(C,w);	
else	if (y==5) m	=	WMA(C,w);	
else	if (y==6) m	=	HMA(C,w);	
else	if (y==7) m	=	Wilders(C,w);	
else	if (y==8) m	=	LinearReg(C,w);

e=0;	if (z==1) e	=	MA(m,x);	
else	if (z==2) e	=	EMA(m,x);	
else	if (z==3) e	=	DEMA(m,x);	
else	if (z==4) e	=	TEMA(m,x);	
else	if (z==5) e	=	WMA(m,x);	
else	if (z==6) e	=	HMA(m,x);	
else	if (z==7) e	=	Wilders(m,x);	
else	if (z==8) e	=	LinearReg(m,x);

Plot(m," MA 1",IIf(m > Ref(m,-1),colorBlue,colorRed),styleThick);
Plot(e," MA 2",IIf(e > Ref(e,-1),colorDarkGreen,colorYellow),styleThick);
// using only price & m
		if (r==1) {UP = C > m;						DN = C < m;}
else	if (r==2) {UP = m > Ref(m,-1);				DN = m < Ref(m,-1);}
else	if (r==3) {UP = C > m AND m > Ref(m,-1);	DN = C < m AND m < Ref(m,-1);}
else	if (r==4) {UP = H > m AND m > Ref(m,-1);	DN = L < m AND m < Ref(m,-1);}
else	if (r==5) {UP = L > m;						DN = H < m; }
else	if (r==6) {UP = L > m AND m > Ref(m,-1);	DN = H < m AND m < Ref(m,-1);}
// using only price & e
else	if (r==7)  {UP = C > e;						DN = C < e;}
else	if (r==8)  {UP = e > Ref(e,-1);			DN = e < Ref(e,-1);}
else	if (r==9)  {UP = C > e AND e > Ref(e,-1);	DN = C < e AND e < Ref(e,-1);}
else	if (r==10) {UP = H > e AND e > Ref(e,-1);	DN = L < e AND m < Ref(e,-1);}
else	if (r==11) {UP = L > e;						DN = H < e; }
else	if (r==12) {UP = L > e AND e > Ref(e,-1);	DN = H < e AND m < Ref(e,-1);}

// using all: price, m & e
else	if (r==13) {UP = C > m AND m > e;						DN = C < m AND m < e;}
else	if (r==14) {UP = m > Ref(m,-1) AND e > Ref(e,-1);	DN = m < Ref(m,-1) AND e < Ref(e,-1);}
else	if (r==15) {UP = C > m AND m > e AND m > Ref(m,-1) AND e > Ref(e,-1);
					 DN = C < m AND m < e AND m < Ref(m,-1) AND e < Ref(e,-1);}

Buy  = UP AND NOT (DN);
Sell = DN AND NOT (UP);
Buy = ExRem(Buy,Sell);
Sell = ExRem(Sell,Buy);
Short = Sell; Cover = Buy;
PlotShapes(Buy+2*Sell,colorGold,0,IIf(Buy,L,H));
SetPositionSize(1,4);

Plot(HHV(H,20),"HHV",ParamColor("colorx",colorBlue),ParamStyle("estyle"));
Plot(LLV(L,20),"LLV",ParamColor("colory",colorRed),ParamStyle("estyle"));

_SECTION_END();

Gandhar Sir

I tried and found the following effective , need comments and advice.
Also am unsure about the Rule Type.

Gandhar. · Feb 19, 2014

amitrandive said:

my parameters are
periods1 = 10
periods 2 = 30
matype1 & 2 = 2
rule type = 15

amitrandive · Feb 20, 2014

Gandhar. said:

Gandhar Sir

Many thanks for sharing again :clap::clap::clap:

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Trading Stock Futures for the day

Gandhar.

Well-Known Member

Gandhar.

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Gandhar.

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Gandhar.

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amitrandive

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Gandhar.

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amitrandive

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amitrandive

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Gandhar.

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amitrandive

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