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Deliverable Positions vs Traded Volume

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  #1  
Old 16th June 2007, 07:55 PM
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Default Deliverable Positions vs Traded Volume

NSE gives a figure of deliverable positions as a percentage of total traded volume and it is interesting to see the relationship between price and deliverable positions. Here is a chart of RCOM plotted against the deliverable position. The yellow line is the 10 day average of dp.

Interpretation: 1.Price going up but d.p. not - Bad, 2. Price going down and dp increasing - Worse! 3. Price and dp both going up - Good. and finally, price and dp both going down- a bottom is being formed. Wait and watch!

ss
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  #2  
Old 16th June 2007, 08:35 PM
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Default Re: Deliverable Positions vs Traded Volume

another gem given to public
[i kept this secret]...
i must congratulate ss
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  #3  
Old 16th June 2007, 10:09 PM
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Default Re: Deliverable Positions vs Traded Volume

Quote:
Originally Posted by sunil saranjame View Post
NSE gives a figure of deliverable positions as a percentage of total traded volume and it is interesting to see the relationship between price and deliverable positions. Here is a chart of RCOM plotted against the deliverable position. The yellow line is the 10 day average of dp.

Interpretation: 1.Price going up but d.p. not - Bad, 2. Price going down and dp increasing - Worse! 3. Price and dp both going up - Good. and finally, price and dp both going down- a bottom is being formed. Wait and watch!

ss
HI SS
An Absolutely wonderful and ORIGINAL IDEA.CONGRATS.
Needs to be tested further or not???
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  #4  
Old 16th June 2007, 10:18 PM
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Default Re: Deliverable Positions vs Traded Volume

Hi Sunil,
Just two basic novice questions on this.
1. Where did you get the chart of Rcom posted here. If you have created it in your charting software, can you explain how you did this?

2. What is the difference between open interest (OI) and deliverable position? How the chart of OI is different from deliverable position chart posted by you?
Awaiting your kind reply
Thanks in advance and regards
R. S. Iyer
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  #5  
Old 16th June 2007, 11:52 PM
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Default Re: Deliverable Positions vs Traded Volume

Quote:
Originally Posted by RSI View Post
Hi Sunil,
Just two basic novice questions on this.
1. Where did you get the chart of Rcom posted here. If you have created it in your charting software, can you explain how you did this?

2. What is the difference between open interest (OI) and deliverable position? How the chart of OI is different from deliverable position chart posted by you?
Awaiting your kind reply
Thanks in advance and regards
R. S. Iyer
Hi RSI,

Thanks. I do a lot of experiments on Excel, and the chart was made on Excel by using the data from NSE. OI and deliverable positions may slightly differ, but I tend to go with the real volume that has gone into the underlying. May be we should calculate the Money Flow Index, on deliverable shares and not on the total traded volume.

Regards,

ss
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  #6  
Old 16th June 2007, 11:59 PM
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Default Re: Deliverable Positions vs Traded Volume

Quote:
Originally Posted by jatayoo View Post
HI SS
An Absolutely wonderful and ORIGINAL IDEA.CONGRATS.
Needs to be tested further or not???
Thanks a lot, Jatayoo, and yes, we need to test a lot before this can be used in trading and I am working on that.

Regards,

ss
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  #7  
Old 17th June 2007, 12:03 AM
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Default Re: Deliverable Positions vs Traded Volume

Quote:
Originally Posted by oilman5 View Post
another gem given to public
[i kept this secret]...
i must congratulate ss
Tnx Oilman, no secrets, but, it is just another way to look at things.

Regards,

ss
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  #8  
Old 17th June 2007, 01:07 AM
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Default Re: Deliverable Positions vs Traded Volume

Nice one Sunil. I had done some experimentation on this. Found it a little too erratic for comfort. Please do post further finding on this...

Thanks

Regards

Karthik
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  #9  
Old 17th June 2007, 08:30 AM
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Default Re: Deliverable Positions vs Traded Volume

ss,
its a good tool i have some study on it...being computer novice i could not plot...
some old study by me...on day to day value on exercise book
on gr'a 'stock
.................
2003.may june.....high delivery long term buy.
sept.oct 2004...again watch delivery...long term buy signal
nov2005...again see delivery pattern
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  #10  
Old 17th June 2007, 03:14 PM
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Default Re: Deliverable Positions vs Traded Volume

Quote:
Originally Posted by karthikmarar View Post
Nice one Sunil. I had done some experimentation on this. Found it a little too erratic for comfort. Please do post further finding on this...

Thanks

Regards

Karthik
Hi Karthik,

Nice to see you back.

Regards,
Kalyan.
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