A joint strategy derived from inputs from various Members here.
The historical analysis give 9375 Points from Jan 2010 to date, ie. ~29 months in 266 Trades!!! This comes to around 10 trades a month and an average of 330 points per month. Also shown is the profit if exit was done at 95/195 and 495 points. Seems Stop and reverse gives max profits.
Slippage and brokerage and other charges not taken into account. Slippage would be minimal as trades are with less frequency!!
First Coloumn is Date, then Long or Short, then Rate with filter at which traded, Opp: Max opportunity as per level , Opp Pts: Max points gainable in the trade and then exit at SAR, exit at 95, exit at 195 and exit at 495 and lastly average of all 4 exits!!!
The historical analysis give 9375 Points from Jan 2010 to date, ie. ~29 months in 266 Trades!!! This comes to around 10 trades a month and an average of 330 points per month. Also shown is the profit if exit was done at 95/195 and 495 points. Seems Stop and reverse gives max profits.
Slippage and brokerage and other charges not taken into account. Slippage would be minimal as trades are with less frequency!!
First Coloumn is Date, then Long or Short, then Rate with filter at which traded, Opp: Max opportunity as per level , Opp Pts: Max points gainable in the trade and then exit at SAR, exit at 95, exit at 195 and exit at 495 and lastly average of all 4 exits!!!
Code:
Date L/S Rate_Filter Opp Opp.Pts Exit Profit on reversal Exit 95 Exit 195 Exit 495 Average
31-Dec-09 L 5212 5303 91 5270 58 58 58 58 58
06-Jan-10 S 5270 5226 44 5215 55 55 55 55 55
12-Jan-10 L 5257 5285 28 5232 -25 -25 -25 -25 -25
12-Jan-10 S 5232 5176 56 5215 17 17 17 17 17
13-Jan-10 L 5215 5290 75 5260 45 45 45 45 45
18-Jan-10 S 5260 4947 313 5054 206 95 195 206 175.5
22-Jan-10 L 5055 5074 19 5009 -46 -46 -46 -46 -46
22-Jan-10 S 5009 4823 186 4867 142 95 142 142 130.25
28-Jan-10 S 4883 4758 125 4873 10 95 10 10 31.25
29-Jan-10 L 4873 4939 66 4885 12 12 12 12 12
02-Feb-10 S 4885 4807 78 4894 -9 -9 -9 -9 -9
03-Feb-10 L 4894 4949 55 4855 -39 -39 -39 -39 -39
04-Feb-10 S 4855 4688 167 4785 70 95 70 70 76.25
08-Feb-10 L 4785 4927 142 4874 89 95 89 89 90.5
17-Feb-10 S 4874 4798 76 4828 46 46 46 46 46
19-Feb-10 L 4828 4917 89 4860 32 32 32 32 32
25-Feb-10 L 4870 5100 230 5074 204 95 195 204 174.5
05-Mar-10 S 5074 5065 9 5141 -67 -67 -67 -67 -67
11-Mar-10 L 5141 5168 27 5135 -6 -6 -6 -6 -6
12-Mar-10 S 5135 5106 29 5154 -19 -19 -19 -19 -19
16-Mar-10 L 5154 5281 127 5227 73 95 73 73 78.5
22-Mar-10 S 5227 5194 33 5234 -7 -7 -7 -7 -7
23-Mar-10 L 5234 5264 30 5260 26 26 26 26 26
26-Mar-10 L 5276 5344 68 5270 -6 -6 -6 -6 -6
30-Mar-10 S 5270 5245 25 5310 -40 -40 -40 -40 -40
01-Apr-10 L 5310 5398 88 5333 23 23 23 23 23
08-Apr-10 S 5333 5290 43 5367 -34 -34 -34 -34 -34
09-Apr-10 L 5367 5377 10 5341 -26 -26 -26 -26 -26
15-Apr-10 S 5341 5163 178 5222 119 95 119 119 113
19-Apr-10 L 5222 5339 117 5277 55 95 55 55 65
22-Apr-10 S 5277 5198 79 5254 23 23 23 23 23
30-Apr-10 S 5281 5252 29 5261 20 20 20 20 20
03-May-10 S 5232 4976 256 5040 192 95 195 192 168.5
07-May-10 L 5040 5207 167 5142 102 95 102 102 100.25
11-May-10 S 5142 4965 177 5023 119 95 119 119 113
17-May-10 L 5023 5107 84 4973 -50 -50 -50 -50 -50
19-May-10 S 4973 4851 122 4906 67 95 67 67 74
21-May-10 L 4906 5023 117 4944 38 95 38 38 52.25
24-May-10 S 4944 4786 158 4559 385 95 385 385 312.5
26-May-10 L 4905 5004 99 5004 99 95 99 99 98
27-May-10 L 4985 5071 86 4966 -19 -19 -19 -19 -19
01-Jun-10 S 4966 4934 32 4990 -24 -24 -24 -24 -24
02-Jun-10 L 4990 5135 145 5116 126 95 126 126 118.25
07-Jun-10 L 5001 5054 53 4970 -31 -31 -31 -31 -31
08-Jun-10 S 4970 4938 32 4966 4 4 4 4 4
09-Jun-10 S 4992 4970 22 5008 -16 -16 -16 -16 -16
14-Jun-10 L 5178 5375 197 5318 140 95 195 140 142.5
22-Jun-10 S 5318 5288 30 5321 -3 -3 -3 -3 -3
24-Jun-10 S 5313 5276 37 5325 -12 -12 -12 -12 -12
25-Jun-10 L 5325 5345 20 5290 -35 -35 -35 -35 -35
29-Jun-10 S 5290 5225 65 5285 5 5 5 5 5
30-Jun-10 L 5285 5323 38 5243 -42 -42 -42 -42 -42
07-Jul-10 S 5243 5237 6 5405 -162 -162 -162 -162 -162
13-Jul-10 L 5405 5453 48 5410 5 5 5 5 5
14-Jul-10 S 5410 5350 60 5415 -5 -5 -5 -5 -5
22-Jul-10 L 5415 5476 61 5415 0 0 0 0 0
28-Jul-10 S 5415 5382 33 5409 6 6 6 6 6
29-Jul-10 S 5423 5369 54 5430 -7 -7 -7 -7 -7
02-Aug-10 L 5431 5483 52 5438 7 7 7 7 7
06-Aug-10 S 5438 5431 7 5475 -37 -37 -37 -37 -37
09-Aug-10 L 5475 5489 14 5445 -30 -30 -30 -30 -30
10-Aug-10 S 5445 5363 82 5416 29 29 29 29 29
12-Aug-10 L 5416 5542 126 5515 99 95 99 99 98
23-Aug-10 S 5515 5458 57 5478 37 37 37 37 37
27-Aug-10 S 5468 5356 112 5393 75 95 75 75 80
31-Aug-10 L 5393 6046 653 5975 582 95 195 495 341.75
22-Sep-10 S 5975 5943 32 6011 -36 -36 -36 -36 -36
24-Sep-10 L 6011 6093 82 6059 48 48 48 48 48
27-Sep-10 S 6059 5978 81 5997 62 62 62 62 62
29-Sep-10 S 6021 5963 58 6015 6 6 6 6 6
30-Sep-10 L 6016 6248 232 6181 165 95 195 165 155
04-Oct-10 S 6181 6083 98 6131 50 95 50 50 61.25
13-Oct-10 L 6131 6317 186 6242 111 95 111 111 107
14-Oct-10 S 6242 6007 235 6080 162 95 195 162 153.5
18-Oct-10 L 6080 6166 86 6037 -43 -43 -43 -43 -43
19-Oct-10 S 6037 5987 50 6106 -69 -69 -69 -69 -69
21-Oct-10 L 6106 6180 74 6145 39 39 39 39 39
25-Oct-10 S 6145 5976 169 5987 158 95 158 158 142.25
28-Oct-10 S 6074 5966 108 6045 29 95 29 29 45.5
29-Oct-10 L 6045 6171 126 6147 102 95 102 102 100.25
03-Nov-10 L 6199 6215 16 6193 -6 -6 -6 -6 -6
04-Nov-10 L 6239 6310 71 6308 69 69 69 69 69
09-Nov-10 S 6274 6064 210 6134 140 95 195 140 142.5
15-Nov-10 L 6134 6148 14 6048 -86 -86 -86 -86 -86
16-Nov-10 S 6048 5860 188 5978 70 95 70 70 76.25
22-Nov-10 L 5978 6027 49 5923 -55 -55 -55 -55 -55
23-Nov-10 S 5923 5822 101 5915 8 95 8 8 29.75
23-Nov-10 L 5915 5987 72 5888 -27 -27 -27 -27 -27
24-Nov-10 S 5888 5791 97 5799 89 95 89 89 90.5
25-Nov-10 S 5859 5727 132 5828 31 95 31 31 47
26-Nov-10 L 5828 6094 266 6038 210 95 195 210 177.5
06-Dec-10 S 6038 5748 290 5828 210 95 195 210 177.5
10-Dec-10 L 5828 5985 157 5839 11 95 11 11 32
13-Dec-10 S 5839 5796 43 5885 -46 -46 -46 -46 -46
13-Dec-10 L 5885 5969 84 5890 5 5 5 5 5
15-Dec-10 S 5890 5884 6 5905 -15 -15 -15 -15 -15
16-Dec-10 L 5905 6062 157 6034 129 95 129 129 120.5
27-Dec-10 S 6034 5997 37 6048 -14 -14 -14 -14 -14
29-Dec-10 L 6047 6105 58 6102 55 55 55 55 55
30-Dec-10 L 6126 6207 81 6118 -8 -8 -8 -8 -8
05-Jan-11 S 6118 5700 418 5867 251 95 195 251 198
12-Jan-11 L 5836 5885 49 5765 -71 -71 -71 -71 -71
13-Jan-11 S 5765 5696 69 5845 -80 -80 -80 -80 -80
14-Jan-11 L 5845 5858 13 5780 -65 -65 -65 -65 -65
14-Jan-11 S 5780 5628 152 5703 77 95 77 77 81.5
17-Jan-11 L 5703 5753 50 5673 -30 50 -30 -30 -10
19-Jan-11 S 5673 5632 41 5786 -113 -113 -113 -113 -113
25-Jan-11 L 5786 5795 9 5752 -34 -34 -34 -34 -34
25-Jan-11 S 5752 5597 155 5604 148 95 148 148 134.75
27-Jan-11 S 5630 5457 173 5525 105 50 60 100 78.75
31-Jan-11 L 5505 5542 37 5423 -82 -82 -82 -82 -82
01-Feb-11 S 5423 5411 12 5541 -118 -118 -118 -118 -118
02-Feb-11 L 5541 5545 4 5499 -42 -42 -42 -42 -42
04-Feb-11 S 5499 5175 324 5233 266 50 60 100 119
11-Feb-11 L 5233 5589 356 5536 303 50 60 100 128.25
18-Feb-11 S 5536 5411 125 5530 6 50 60 100 54
21-Feb-11 L 5530 5539 9 5454 -76 -76 -76 -76 -76
22-Feb-11 S 5454 5251 203 5263 191 50 60 100 100.25
24-Feb-11 S 5287 5232 55 5375 -88 50 -88 -88 -53.5
28-Feb-11 L 5375 5597 222 5420 45 50 60 100 63.75
07-Mar-11 S 5420 5400 20 5458 -38 -38 -38 -38 -38
07-Mar-11 L 5458 5572 114 5470 12 50 60 100 55.5
10-Mar-11 S 5470 5413 57 5460 10 50 10 10 20
11-Mar-11 L 5460 5562 102 5468 8 50 60 100 54.5
17-Mar-11 S 5468 5357 111 5448 20 50 60 100 57.5
22-Mar-11 L 5448 5879 431 5823 375 50 60 100 146.25
31-Mar-11 S 5856 5817 39 5900 -44 -44 -44 -44 -44
04-Apr-11 L 5900 6000 100 5890 -10 50 60 100 50
05-Apr-11 S 5890 5751 139 5848 42 50 60 100 63
13-Apr-11 L 5848 5948 100 5852 4 50 60 100 53.5
15-Apr-11 S 5852 5703 149 5718 134 50 60 100 86
19-Apr-11 L 5718 5931 213 5828 110 50 60 100 80
27-Apr-11 S 5828 5775 53 5786 42 50 42 42 44
28-Apr-11 S 5800 5444 356 5560 240 50 60 100 112.5
06-May-11 L 5560 5584 24 5520 -40 -40 -40 -40 -40
09-May-11 S 5520 5501 19 5560 -40 -40 -40 -40 -40
09-May-11 L 5560 5605 45 5557 -3 -3 -3 -3 -3
10-May-11 S 5557 5466 91 5530 27 50 60 27 41
13-May-11 L 5530 5622 92 5564 34 50 60 34 44.5
13-May-11 S 5564 5397 167 5490 74 50 60 100 71
22-May-11 L 5490 5522 32 5397 -93 -93 -93 -93 -93
23-May-11 S 5397 5328 69 5385 12 50 60 12 33.5
26-May-11 L 5385 5414 29 5413 28 28 28 28 28
26-May-11 L 5400 5608 208 5548 148 50 60 100 89.5
03-Jun-11 S 5548 5475 73 5557 -9 50 60 -9 23
07-Jun-11 L 5557 5577 20 5500 -57 -57 -57 -57 -57
08-Jun-11 S 5500 5437 63 5487 13 50 60 13 34
13-Jun-11 L 5487 5535 48 5467 -20 -20 -20 -20 -20
15-Jun-11 S 5467 5182 285 5307 160 50 60 100 92.5
23-Jun-11 L 5307 5653 346 5648 341 50 60 100 137.75
30-Jun-11 L 5653 5702 49 5650 -3 -3 -3 -3 -3
01-Jul-11 S 5650 5618 32 5687 -37 -37 -37 -37 -37
07-Jul-11 L 5687 5760 73 5711 24 50 60 24 39.5
08-Jul-11 S 5711 5502 209 5600 111 50 60 100 80.25
13-Jul-11 L 5600 5667 67 5626 26 50 60 26 40.5
14-Jul-11 S 5626 5561 65 5608 18 50 60 18 36.5
19-Jul-11 L 5608 5658 50 5612 4 50 4 4 15.5
20-Jul-11 S 5612 5532 80 5610 2 50 60 2 28.5
22-Jul-11 L 5610 5709 99 5660 50 50 60 50 52.5
26-Jul-11 S 5660 5473 187 5488 172 50 60 100 95.5
28-Jul-11 S 5498 5386 112 5426 72 50 60 100 70.5
03-Aug-11 L 5426 5440 14 5375 -51 -51 -51 -51 -51
04-Aug-11 S 5375 5057 318 5150 225 50 60 100 108.75
08-Aug-11 L 5150 5208 58 5131 -19 50 -19 -19 -1.75
10-Aug-11 S 5131 5006 125 5100 31 50 60 100 60.25
17-Aug-11 L 5100 5119 19 5055 -45 -45 -45 -45 -45
17-Aug-11 S 5055 4801 254 4890 165 50 60 100 93.75
19-Aug-11 L 4890 4963 73 4916 26 50 60 26 40.5
24-Aug-11 S 4916 4831 85 4840 76 50 60 76 65.5
25-Aug-11 S 4868 4720 148 4870 -2 50 60 100 52
29-Aug-11 L 4870 4998 128 4937 67 50 60 100 69.25
30-Aug-11 S 4937 4924 13 4977 -40 -40 -40 -40 -40
30-Aug-11 L 4977 5072 95 4957 -20 50 60 -20 17.5
05-Sep-11 S 4957 4932 25 5048 -91 -91 -91 -91 -91
06-Sep-11 L 5048 5174 126 5091 43 50 60 100 63.25
09-Sep-11 S 5091 4901 190 4962 129 50 60 100 84.75
12-Sep-11 L 4962 5049 87 4978 16 50 60 16 35.5
15-Sep-11 S 4978 4958 20 5025 -47 -47 -47 -47 -47
15-Sep-11 L 5025 5155 130 5083 58 50 60 100 67
16-Sep-11 S 5083 5018 65 5103 -20 50 60 -20 17.5
20-Sep-11 L 5103 5173 70 5118 15 50 60 15 35
21-Sep-11 S 5118 4756 362 4866 252 50 60 100 115.5
27-Sep-11 L 4947 4995 48 4937 -10 -10 -10 -10 -10
28-Sep-11 S 4937 4902 35 4950 -13 -13 -13 -13 -13
29-Sep-11 L 4950 5036 86 5015 65 50 60 65 60
29-Sep-11 L 5035 5031 -4 4954 -81 -81 -81 -81 -81
30-Sep-11 S 4954 4726 228 4779 175 50 60 100 96.25
05-Oct-11 L 4837 4844 7 4774 -63 -63 -63 -63 -63
10-Oct-11 L 4949 5004 55 5000 51 50 51 51 50.75
11-Oct-11 S 4987 4970 17 4980 7 7 7 7 7
12-Oct-11 L 5065 5140 75 5086 21 50 60 21 38
13-Oct-11 S 5086 5013 73 5120 -34 50 60 -34 10.5
19-Oct-11 L 5120 5157 37 5056 -64 -64 -64 -64 -64
20-Oct-11 S 5056 5033 23 5161 -105 -105 -105 -105 -105
25-Oct-11 L 5200 5402 202 5384 184 50 60 100 98.5
01-Nov-11 S 5295 5243 52 5295 0 50 0 0 12.5
02-Nov-11 L 5295 5335 40 5230 -65 -65 -65 -65 -65
03-Nov-11 s 5230 5223 7 5286 -56 -56 -56 -56 -56
03-Nov-11 l 5286 5349 63 5308 22 50 60 22 38.5
04-Nov-11 s 5308 5283 25 5313 -5 -5 -5 -5 -5
08-Nov-11 l 5313 5333 20 5283 -30 -30 -30 -30 -30
09-Nov-11 s 5283 5063 220 5072 211 50 60 100 105.25
16-Nov-11 l 5072 5080 8 4990 -82 -82 -82 -82 -82
17-Nov-11 s 4990 4845 145 4913 77 50 60 100 71.75
18-Nov-11 l 4913 4925 12 4847 -66 -66 -66 -66 -66
21-Nov-11 s 4847 4632 215 4680 167 50 60 100 94.25
24-Nov-11 l 4700 4885 185 4800 100 50 60 100 77.5
29-Nov-11 s 4800 4756 44 4837 -37 -37 -37 -37 -37
30-Nov-11 l 4837 5015 178 4952 115 50 60 100 81.25
01-Dec-11 s 4952 4936 16 5012 -60 -60 -60 -60 -60
02-Dec-11 l 5012 5128 116 5045 33 50 60 100 60.75
07-Dec-11 s 5045 4850 195 4925 120 50 60 100 82.5
09-Dec-11 l 4925 4942 17 4881 -44 -44 -44 -44 -44
09-Dec-11 s 4881 4731 150 4811 70 50 60 100 70
13-Dec-11 l 4811 4848 37 4758 -53 -53 -53 -53 -53
14-Dec-11 s 4758 4671 87 4741 17 50 60 17 36
15-Dec-11 l 4741 4840 99 4754 13 50 60 13 34
16-Dec-11 s 4754 4538 216 4670 84 50 60 100 73.5
21-Dec-11 l 4670 4777 107 4720 50 50 60 100 65
23-Dec-11 s 4720 4696 24 4793 -73 -73 -73 -73 -73
26-Dec-11 l 4793 4808 15 4746 -47 -47 -47 -47 -47
27-Dec-11 s 4746 4725 21 4759 -13 -13 -13 -13 -13
28-Dec-11 S 4700 4638 62 4646 54 50 60 54 54.5
29-Dec-11 S 4671 4593 78 4630 41 50 60 41 48
02-Jan-12 L 4630 4799 169 4700 70 50 60 100 70
06-Jan-12 S 4700 4692 8 4766 -66 -66 -66 -66 -66
06-Jan-12 L 4766 5224 458 5150 384 50 60 100 148.5
30-Jan-12 s 5150 5101 49 5193 -43 -43 -43 -43 -43
31-Jan-12 l 5193 5398 205 5343 150 50 60 100 90
06-Feb-12 s 5343 5304 39 5401 -58 -58 -58 -58 -58
09-Feb-12 l 5401 5451 50 5390 -11 50 -11 -11 4.25
10-Feb-12 s 5390 5350 40 5428 -38 -38 -38 -38 -38
13-Feb-12 l 5428 5700 272 5554 126 50 60 100 84
22-Feb-12 s 5554 5465 89 5527 27 50 60 27 41
23-Feb-12 l 5527 5541 14 5484 -43 -43 -43 -43 -43
27-Feb-12 s 5410 5326 84 5430 -20 50 60 -20 17.5
28-Feb-12 l 5430 5515 85 5443 13 50 60 13 34
29-Feb-12 s 5443 5253 190 5400 43 50 60 100 63.25
06-Mar-12 l 5400 5428 28 5307 -93 -93 -93 -93 -93
06-Mar-12 s 5307 5210 97 5276 31 50 60 31 43
07-Mar-12 l 5276 5279 3 5258 -18 -18 -18 -18 -18
09-Mar-12 l 5340 5434 94 5363 23 50 60 23 39
12-Mar-12 s 5363 5345 18 5388 -25 -25 -25 -25 -25
13-Mar-12 l 5474 5542 68 5450 -24 50 60 -24 15.5
15-Mar-12 s 5450 5398 52 5460 -10 50 -10 -10 5
16-Mar-12 l 5460 5482 22 5387 -73 -73 -73 -73 -73
16-Mar-12 s 5387 5258 129 5325 62 50 60 100 68
20-Mar-12 l 5325 5410 85 5350 25 50 60 25 40
22-Mar-12 s 5350 5133 217 5179 171 50 60 100 95.25
29-Mar-12 l 5179 5372 193 5357 178 50 60 100 97
09-Apr-12 s 5258 5226 32 5264 -6 -6 -6 -6 -6
11-Apr-12 l 5258 5330 72 5278 20 50 60 20 37.5
12-Apr-12 s 5278 5182 96 5238 40 50 60 40 47.5
16-Apr-12 l 5238 5364 126 5333 95 50 60 100 76.25
18-Apr-12 s 5333 5000 333 5043 290 50 60 100 125
07-May-12 l 5043 5139 96 5066 23 50 60 23 39
08-May-12 s 5066 4966 100 5015 51 50 60 100 65.25
09-May-12 l 5015 5044 29 4985 -30 -30 -30 -30 -30
10-May-12 s 4965 4900 65 4934 31 50 60 31 43
11-May-12 l 4934 4976 42 4890 -44 -44 -44 -44 -44
14-May-12 s 4890 4865 25 4936 -46 -46 -46 -46 -46
15-May-12 l 4936 4955 19 4845 -91 -91 -91 -91 -91
17-May-12 s 4845 4767 78 4818 27 50 60 27 41
18-May-12 l 4818 4940 122 4892 74 50 60 100 71
22-May-12 s 4892 4782 110 4850 42 50 60 100 63
24-May-12 l 4850 5011 161 4987 Open 137 50 60 100 86.75
9375 4726 5871 6756 6682
