Utility to plot daily Securitywise Delivery position based on daily data..

pkgmtnl

Well-Known Member
#1
is anybody has any utility plotting the graphical representation for the daily securitywise delivery position.
The NSE daily release the file containing the information
a) Script
b) Delivery volume
c) Traded Volume
d) %age delivery.

These three things can help in judgeing the movement in short term.

Or any body capable to develop this or some AFL for amibroker?
 
#4
no need for this costly software
one can easily do it with amibroker
provided if one have historical data of delivery quantity along with bhavcopy

like i make my own eod data for inhouse use for bse/nse/&fno which is comparable with industry standard
 

murthymsr

Well-Known Member
#5
is anybody has any utility plotting the graphical representation for the daily securitywise delivery position.
The NSE daily release the file containing the information
a) Script
b) Delivery volume
c) Traded Volume
d) %age delivery.

These three things can help in judgeing the movement in short term.

Or any body capable to develop this or some AFL for amibroker?
EOD data downloaders available at the software forum of Traderji has the facility to download delivery volume as 'Openinterest'

Following AFL will get chart the delivery volume along with the volume.

NDV = 100*(V-OpenInt)/V;

_SECTION_BEGIN("?");
Plot( V, "Vol", IIf(C>Ref(C,-1),colorGreen,colorRed), styleNoLabel|styleHistogram|styleLeftAxisScale);
_SECTION_END();


_SECTION_BEGIN("Vol & NDV %");
Plot( NDV, " NDV% Dots", IIf(EMA(NDV,5)>Ref(EMA(NDV,5),-1),colorGreen,colorRed), styleNoLabel|styleDots);
_SECTION_END();

murthymsr
 

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