1 Lac turns into 22 lac in 1 yr 2 mths 6 days

[niludeepak]

dear gunsho,
these r trades on spot so paper trdes
also, the close is not the settled close, but last traded price of the day
i think this will work for u

 

[niludeepak]

great effort jsb2012, i really appreciate ur effort to improve on this strategy,

i'll find time to backtest the new system

in between if u have backtested , pl. do publish the backtested results.

Thnx a lot.

 

[jsb2012]

thanks but can anyone provide afl for backtest according to this chart?

 

[augubhai]

Another whipsaw today.

Trade 6
Entry at close on 31st July. Close above 8 EMA
- Bought August NF at 5243
- Bought August 5200 Put at 71.3
Exit on 3rd August. SL hit
- Sold August NF at 5207
- Sold August 5200 Put at 85.5
5207-5243 = 36 points loss in Futures
85.5-71.3 = 14.2 points profit in Options

Trade 7
Entry at close on 3rd August. Close above 8 EMA
- Bought August NF at 5239
- Bought August 5200 Put at 66


Results so far (without deducting points for brokerage)

Trade 1	11/07-12/07	Futures: -63	Option Hedge: +28	Total: -35
Trade 2	12/07-19/07	Futures: -13	Option Hedge: -19.5	Total: -32.5
Trade 3	19/07-20/07	Futures: -40	Option Hedge: +10.5	Total: -29.5
Trade 4	20/07-30/07	Futures: +40	Option Hedge: +20.7	Total: +60.7
Trade 5	30/07-31/07	Futures: -36.5	Option Hedge: +20.4	Total: -16.1
Trade 6	31/07-03/08	Futures: -36	Option Hedge: +14.2	Total: -21.8

All trades		Futures: -148.5	Option Hedge: +74.3	Total: -74.2

Trade 7 almost achieved the target. My target for Futures was 5449, and the day high was just 2 points short. So Trade 7 is still open. Hope the market gaps up tomorrow, and gives more profit.

 

[augubhai]

Another whipsaw today.

Trade 6
Entry at close on 31st July. Close above 8 EMA
- Bought August NF at 5243
- Bought August 5200 Put at 71.3
Exit on 3rd August. SL hit
- Sold August NF at 5207
- Sold August 5200 Put at 85.5
5207-5243 = 36 points loss in Futures
85.5-71.3 = 14.2 points profit in Options

Trade 7
Entry at close on 3rd August. Close above 8 EMA
- Bought August NF at 5239
- Bought August 5200 Put at 66


Results so far (without deducting points for brokerage)

Trade 1	11/07-12/07	Futures: -63	Option Hedge: +28	Total: -35
Trade 2	12/07-19/07	Futures: -13	Option Hedge: -19.5	Total: -32.5
Trade 3	19/07-20/07	Futures: -40	Option Hedge: +10.5	Total: -29.5
Trade 4	20/07-30/07	Futures: +40	Option Hedge: +20.7	Total: +60.7
Trade 5	30/07-31/07	Futures: -36.5	Option Hedge: +20.4	Total: -16.1
Trade 5	31/07-03/08	Futures: -36	Option Hedge: +14.2	Total: -21.8

All trades		Futures: -148.5	Option Hedge: +74.3	Total: -74.2

Trade 7
Entry at close on 3rd August. Close above 8 EMA
- Bought August NF at 5239
- Bought August 5200 Put at 66
Exit on 22nd August. Target achieved.
- Sold August NF at 5449
- Bought August 5200 Put at 3 (much later, after the Future was sold)
5449-5239 = 210 points profit in Futures
66-3 = 63 points loss in Options

Trade 8
Entry at close on 22nd August. Close above 8 EMA
- Bought August NF at 5436
- Bought August 5400 Put at 26


Results so far (without deducting points for brokerage)

Trade 1	11/07-12/07	Futures: -63	Option Hedge: +28	Total: -35
Trade 2	12/07-19/07	Futures: -13	Option Hedge: -19.5	Total: -32.5
Trade 3	19/07-20/07	Futures: -40	Option Hedge: +10.5	Total: -29.5
Trade 4	20/07-30/07	Futures: +40	Option Hedge: +20.7	Total: +60.7
Trade 5	30/07-31/07	Futures: -36.5	Option Hedge: +20.4	Total: -16.1
Trade 6	31/07-03/08	Futures: -36	Option Hedge: +14.2	Total: -21.8
Trade 7	03/08-22/08	Futures: +210	Option Hedge: -63	Total: +147

All trades		Futures: +61.5	Option Hedge: +11.3	Total: +72.8

 

[gunsho]

Nifty's tribute for your consistent effort/attitude :thumb:

...
Exit on 22nd August. Target achieved.
...

 

[augubhai]

Nifty's tribute for your consistent effort/attitude :thumb:

All thanks to Nilu's simple system and backtesting.

 

[augubhai]

Trade 7
Entry at close on 3rd August. Close above 8 EMA
- Bought August NF at 5239
- Bought August 5200 Put at 66
Exit on 22nd August. Target achieved.
- Sold August NF at 5449
- Bought August 5200 Put at 3 (much later, after the Future was sold)
5449-5239 = 210 points profit in Futures
66-3 = 63 points loss in Options

Trade 8
Entry at close on 22nd August. Close above 8 EMA
- Bought August NF at 5436
- Bought August 5400 Put at 26


Results so far (without deducting points for brokerage)

Trade 1	11/07-12/07	Futures: -63	Option Hedge: +28	Total: -35
Trade 2	12/07-19/07	Futures: -13	Option Hedge: -19.5	Total: -32.5
Trade 3	19/07-20/07	Futures: -40	Option Hedge: +10.5	Total: -29.5
Trade 4	20/07-30/07	Futures: +40	Option Hedge: +20.7	Total: +60.7
Trade 5	30/07-31/07	Futures: -36.5	Option Hedge: +20.4	Total: -16.1
Trade 6	31/07-03/08	Futures: -36	Option Hedge: +14.2	Total: -21.8
Trade 7	03/08-22/08	Futures: +210	Option Hedge: -63	Total: +147

All trades		Futures: +61.5	Option Hedge: +11.3	Total: +72.8

Today. Got out and reentered. So we are shorter by some money, and our SL is lower. Dangerous.


Trade 8
Entry at close on 22nd August. Close above 8 EMA
- Bought August NF at 5436
- Bought August 5400 Put at 26
Exit on 24th August. SL hit
- Sold August NF at 5393
- Sold August 5400 Put at 38
(SL was 5398, but trade executed at 5393. Appears that there were large short stops at 5400)
5436-5393 = 43 points loss in Futures
38-26 = 12 points profit in Options

Trade 9
Entry at close on 24th August. Close above 8 EMA
- Bought August NF at 5406
- Bought August 5400 Put at 28.5


Results so far (without deducting points for brokerage)

Trade 1	11/07-12/07	Futures: -63	Option Hedge: +28	Total: -35
Trade 2	12/07-19/07	Futures: -13	Option Hedge: -19.5	Total: -32.5
Trade 3	19/07-20/07	Futures: -40	Option Hedge: +10.5	Total: -29.5
Trade 4	20/07-30/07	Futures: +40	Option Hedge: +20.7	Total: +60.7
Trade 5	30/07-31/07	Futures: -36.5	Option Hedge: +20.4	Total: -16.1
Trade 6	31/07-03/08	Futures: -36	Option Hedge: +14.2	Total: -21.8
Trade 7	03/08-22/08	Futures: +210	Option Hedge: -63	Total: +147
Trade 8	22/08-24/08	Futures: -43	Option Hedge: +12	Total: -31

All trades		Futures: +18.5	Option Hedge: +23.3	Total: +41.8

 

[niludeepak]

To avoid whipsaws , i have found that, crossover of 3dema over 8dema gives a decent guide to avoid whipsaws,
Moreover, 1.5% zig zag also gives comfortable stay in the positions, till reversals occur.

Both the things are shown in the image below, violet is 8dema, red is 3dema, zig zag is obvious, its point of reversals are shown by red , green arrows. Red blue candles are there, yellow ones are having closes within 35 points from 8dema.

 

[hmp]

To avoid whipsaws , i have found that, crossover of 3dema over 8dema gives a decent guide to avoid whipsaws,
Moreover, 1.5% zig zag also gives comfortable stay in the positions, till reversals occur.

Both the things are shown in the image below, violet is 8dema, red is 3dema, zig zag is obvious, its point of reversals are shown by red , green arrows. Red blue candles are there, yellow ones are having closes within 35 points from 8dema.

Thanks again Niluji for consistent efforts to improve this strategy.Will you pl. give us revised afl of it?