1 lakh to 652 lakhs in 497 trading days - Winning 20% of Trade in NIFTY Futures - Bac

[healthraj]

Re: 1 lakh to 652 lakhs in 497 trading days - Winning 20% of Trade in NIFTY Futures -

Hi Healthraj,

I corrected data for 18.7.12 and inserted two rows as follows:-

18-Jul-12 5199 5223 5169 5216
19-Jul-12 5250 5258 5233 5243
20-Jul-12 5234 5239 5198 5205

But remaining columns are not updating. Please tell what went wrong?

Basudeo

Copy a Row with all the values.... And Past the row... Updated the values in the pasted row..

 

[rh6996]

Re: 1 lakh to 652 lakhs in 497 trading days - Winning 20% of Trade in NIFTY Futures -

Good Observation. Where did you get the Futures Data from ?

Nifty Futures EOD Data from very inception was posted here by a number of members... look around, you will get it!!

 

[rh6996]

Re: 1 lakh to 652 lakhs in 497 trading days - Winning 20% of Trade in NIFTY Futures -

One of the links :
http://www.traderji.com/end-day/438...obal-forex-eod-data-till-august12-2010-a.html
You can request thru PM the Thread owner for data beyond the date already posted!! I got it till March 2012!!

 

[healthraj]

Re: 1 lakh to 652 lakhs in 497 trading days - Winning 20% of Trade in NIFTY Futures -

Raj

I think I found a problem with this. I had been analyzing your file and backtest data looks good. I decided to put in Nifty Futures data as we cant trade plain indedx anyways. Thats when the problem deepens. Now Futures goes into premium or discount based on the market participants. This decreases the probablity of winning trades by chopping out more winning trades. The 10 points stop loss get triggered more often in Nifty Futures than in plain index.
Just to give you some statistics
Plain Index Nifty Futures
Long Win % 25% 18%
Short Win% 25% 19%
long net points 1116 313
Short Net points 1759 922
Returns 636X 11

I have attached the xls with values updated to Nifty Futures for your reference
http://www.4shared.com/file/7gymnSAR/Positional_Trading_-_NIFTY-Fut.html
Let me know what you think. May be change the stop loss?

You need a normalized data on Futures because the Futures contract is valid only for 3 months... I think this must be something to do with the Rollover... We have to find a date to switch from one contract to another so that the variations(Premium) are not huge. Otherwise the strategy using the SPOT values looks ok to me...

Normally my observation is that the big funds do the rollover 4-5 days before the expiry. You will get the signal on Friday before the expiry. For example last Friday there was not big move, So the big move will be on Monday, where the Rollover also happens... To confirm the Rollover check the volumes of the Futures data in the next month contract. In the 30-aug-12 contract the open interest volumes on Friday were only 4.8 lakhs. Normally when the OI volume jumps to more than 25-30 lakhs and you confirm the Rollover has happened. Then you should start trading with the next month contract. So during the Rollover the big funds make sure that they don't pay huge premium to rollover from one month to another month...

More research is needed to find out what is the right time to Rollover because we as Retail traders want to some formula or some general guidelines

 

[Ajit57]

Re: 1 lakh to 652 lakhs in 497 trading days - Winning 20% of Trade in NIFTY Futures -

Dear Raj,

Along with this post, please keep updating your nifty futures updates also (The buy and sell levels) ... It would of great help for beginners like me ... (The way you used to update your diary ... ) ...

Thanks

 

[healthraj]

Re: 1 lakh to 652 lakhs in 497 trading days - Winning 20% of Trade in NIFTY Futures -

Nifty Futures EOD Data from very inception was posted here by a number of members... look around, you will get it!!

Thanks. But my question is let us say on 23-Jul-2012, For the backtesting and analyisis, which month contract data will be used... We have atleast three months active every time. So today 4 days from expiry I can trade with July, August or Sep ?

 

[healthraj]

Re: 1 lakh to 652 lakhs in 497 trading days - Winning 20% of Trade in NIFTY Futures -

Dear Raj,

Along with this post, please keep updating your nifty futures updates also (The buy and sell levels) ... It would of great help for beginners like me ... (The way you used to update your diary ... ) ...

Thanks

Ajit, The reason for me to switch to kind of Positional Trading was because I did not have much time to spare for the Intraday Trading. So whatever levels you are expecting should be there in the excel sheet at the end of the day or/and at the begining of the day when you update the EOD values. If you are an Intraday trader, I can may be modify the Excel tool so that it would automatically update the tool by grabbing the OHLC from either Google/Yahoo site say every 5 minute... So the ultimate aim is to have everything in the excel tool and not look elsewhere

 

[gnp007]

Re: 1 lakh to 652 lakhs in 497 trading days - Winning 20% of Trade in NIFTY Futures -

DOWNLOAD Links are there in FIRST post of the thread!!!

In the first post there is excel sheet of backtesting. Can you provide excel sheet
from which image was taken in post no. 16.?
Thank you.

 

[rh6996]

Re: 1 lakh to 652 lakhs in 497 trading days - Winning 20% of Trade in NIFTY Futures -

In the first post there is excel sheet of backtesting. Can you provide excel sheet
from which image was taken in post no. 16.?
Thank you.

I havnt checked, but should be the one for which DL link is posted in 1st post!! Download and have a look!

 

[healthraj]

Re: 1 lakh to 652 lakhs in 497 trading days - Winning 20% of Trade in NIFTY Futures -

In the first post there is excel sheet of backtesting. Can you provide excel sheet
from which image was taken in post no. 16.?
Thank you.

Check the post no 36, where I have updated with 10 years data for NIFTY