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 -

Around more than 40 downloads... But not a single acknowledgement

 

[healthraj]

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

The switching of data before expiry should not be a problem. Just one entry for each month has to be changed. But i dont believe it should have that material impact as the current month and next month future anyway coincide on expiry day of current month
Let me know

Yes you right... Today the Spot made a high of 5139 from the opening of 5129. Where as the Futures made a high of 5140 from 5112. Nearly 30 points in Future and only 10 points move in SPOT.

So what could be the solution?... There need to be a solution for every problem...

 

[hmpatel_21]

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

Hey Raj, Great work. Thanks for sharing. I have 1-2 suggestions,

1. If data download can be automated with time frame, every 1 min or so. Also need to find live data download as some time NSEINDIA is too late when high volatility.

2. I still like your old version, good that you still have in updated version with autodownload. I have same issue as you have, lack of trade time during market hours. Thus will be looking to make it for possitional trades.

Thanks again for sharing!!! :thumb:

 

[healthraj]

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

I was using the Tool today but I was getting a lot of Signals basically due to the mixing of Positional and Intraday signals...
So I have made the following change to the tool. I will post the v1.1 by EOD today.

1. Separated the "POSITIONAL" and "INTRADAY" - Separate Levels and Signals for Positional and Intraday
2. For Intraday a Trading Range is given based on the Positional Range.
3. The tool will automatically update every 5 minutes (No need to press the "Refresh Data" button if 5 minute update is enough)
4. The tool will not update between 9:00 AM and 9:20 AM

 

[healthraj]

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

I was using the Tool today but I was getting a lot of Signals basically due to the mixing of Positional and Intraday signals...
So I have made the following change to the tool. I will post the v1.1 by EOD today.

1. Separated the "POSITIONAL" and "INTRADAY" - Separate Levels and Signals for Positional and Intraday
2. For Intraday a Trading Range is given based on the Positional Range.
3. The tool will automatically update every 5 minutes (No need to press the "Refresh Data" button if 5 minute update is enough)
4. The tool will not update between 9:00 AM and 9:20 AM

Screenshot for the version 1.1

 

[miscos]

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

Dear Healthraj, could you post the system in .xls format. I have MSoffoce 2003, which does not support xlsx format.

 

[healthraj]

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

Dear Healthraj, could you post the system in .xls format. I have MSoffoce 2003, which does not support xlsx format.

OK. I will save as .xls and upload the version but I cannot test the .xls version because I do not have 2003.

 

[healthraj]

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

I was using the Tool today but I was getting a lot of Signals basically due to the mixing of Positional and Intraday signals...
So I have made the following change to the tool. I will post the v1.1 by EOD today.

1. Separated the "POSITIONAL" and "INTRADAY" - Separate Levels and Signals for Positional and Intraday
2. For Intraday a Trading Range is given based on the Positional Range.
3. The tool will automatically update every 5 minutes (No need to press the "Refresh Data" button if 5 minute update is enough)
4. The tool will not update between 9:00 AM and 9:20 AM

Please find below the link for the Version 1.1. I have also added the .xls for those of you who are using Excel 2003. (But I have not tested the 2003 version). Some of the things like conditional formating might not work... Please let me know if you are facing major issues.

I have protected the main sheet without any password so that you don't accidentally change anything.

Happy Trading...

2007 version
http://www.4shared.com/zip/DxQi4Peg/RAJ_NIFTY_Futures_Trading_Tool.html

2003 version
http://www.4shared.com/zip/4oj1MXVb/2003-RAJ_NIFTY_Futures_Trading.html

 

[Option.Trader]

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

HealthRaj
"Yes you right... Today the Spot made a high of 5139 from the opening of 5129. Where as the Futures made a high of 5140 from 5112. Nearly 30 points in Future and only 10 points move in SPOT.

So what could be the solution?... There need to be a solution for every problem... "

Well the discount or premium for futures, i.e Fair Value calculations is done through the formula
Fair Value = Cash + [Cash * Days till Expiry / (Int Rate/360)] - Dividends
it depends on Cost of Carry.. i.e the interest rate that a person has to pay till expiry to carry the contract.
Need to see around if someone has done work on using this to calculate the discout/premium for futures. This is the last missing piece.. theres always a missing piece to a puzzle
Thanks by the way for your intraday tool..

 

[timepass]

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

Well the discount or premium for futures, i.e Fair Value calculations is done through the formula
Fair Value = Cash + [Cash * Days till Expiry / (Int Rate/360)] - Dividends
it depends on Cost of Carry.. i.e the interest rate that a person has to pay till expiry to carry the contract.
Need to see around if someone has done work on using this to calculate the discout/premium for futures. This is the last missing piece.. theres always a missing piece to a puzzle
Thanks by the way for your intraday tool..

What exactly is Cost of Carry ? How is it calculated ?? One report I read mentioned that the Cost of Carry for NF increased to 25% !!