20% ROI per month on captial above 1 Cr possible?

[Happy_Singh]

In other words, you just said that about 6620 days out of 6808 days are non-trending.

What scrips did you run this on?

No Sir ji

Not looking at trend etc, looking for on which bar (on a minute chart)
the High of the Day and Low of the day are formed

The idea being tested was the High or the Low for the Day (it's either one of them)
is in place early (90% of the times in first 90 minutes)

.

 

[TraderBharath]

Filter = Day()!=Ref(Day(),1);

The above should give last bar of the day, not the first bar

The exploration gives the Bar Number on which High and Low for day are made in the last 2 columns
We just need to output one row per day, if you get multiple rows same data is repeated for each day.

For analysis we can then export/copy the result into excel

This is what I get, anyway I will try with excel, this was the first time I used Amibroker.!!
Couldnt upload entire screenshot,so I just uploading last two columns

 

[TraderBharath]

This is what I get, anyway I will try with excel, this was the first time I used Amibroker.!!
Couldnt upload entire screenshot,so I just uploading last two columns

Ok, probably understood the error. It checks multiple stocks for same day and repeats the values for next day if used for multiple days. Am I right correct?

 

[Happy_Singh]

This is what I get, anyway I will try with excel, this was the first time I used Amibroker.!!
Couldnt upload entire screenshot,so I just uploading last two columns

Seems you are running it on Daily Periodicity

Yes it's easily doable on excel, and you can even get detailed / better analyis

.

 

[rajesh.singh]

On Nifty Futures tested for 2170 Days,

Surprisingly the HoD or LoD made in first 90 minutes is only 1625 which is just 75%


Ok will check just one more



BNF

It is 1361 / 1673 so Aprox 81 %

.

Let's say even 60% of the day we have H-L, in first 90 Min., than also it is more than decent edge for Swing .

 

[marimuthu13]

Did not check for 90 Minutes, but can do that easily in few minutes

Ok, ran the exploration with about 10 tickers, 3 years of data total 6808 rows

Sorted in excel, for condition of either a Low or High was made in first 90 bars

so its 6620 times out of 6808 a High or Low is in place in first 90 Minutes

.

Really ? Can you share me your excel sheet result?

 

[checkmate7]

Really ? Can you share me your excel sheet result?

Looks like I did some mistake in exploration...Please find the data for some stocks based on bar number...Its for 5min TF..It would give fair idea..

https://filebin.net/dhyf8742wiw328ej/Hi_Low_Data_for_Stocks.xlsx?t=xcexvamz

 

[Romeo1998]

Thanks to Marimuthu for starting this thread
after reading recent msgs here, i also felt like testing orb and its saturday too so nothing important to do

 

[sridhga]

Let's say even 60% of the day we have H-L, in first 90 Min., than also it is more than decent edge for Swing .

This is just a confirmation of a hypothesis. With just this information in hand, we cannot trade, since we do not know if the high is recorded or low is recorded or both are recorded for the day when we are in the 90th minute real time. We still need the complete framework like Al Brooks developed in his books and courses, or, we would be shooting in the dark.

 

[checkmate7]

Looks like I did some mistake in exploration...Please find the data for some stocks based on bar number...Its for 5min TF..It would give fair idea..

https://filebin.net/dhyf8742wiw328ej/Hi_Low_Data_for_Stocks.xlsx?t=xcexvamz

Summary from the above data....