Day Trading Futures

manishchan · Feb 13, 2014

Change of view in 6 min..

XRAY27 · Feb 13, 2014

hi.
today trades 6094 short 6062 covered and 6100 PE 74.6 Buy and sell 94.

PTS 6089 ....(positional trade sell )of yesterday

a1b1trader · Feb 13, 2014

NF seems, took support at 6050
Now if crosses 6080 will reach 6110 and then further high
Will update at 6110.
LTP 6058

SL 6030
Use TSL

pratapvb · Feb 13, 2014

NF

pratapvb · Feb 13, 2014

BNF 10240 is vwap series....so booked out for now.....

worldastro · Feb 13, 2014

PRATAP SIR I HAVE THIS AFL , but i want only yellow line vwap afl code seperatly , so can u
do it for me ??

*******
_SECTION_BEGIN("VWAP 3Days");

SetChartOptions(0,chartShowArrows|chartShowDates);
_N(Title = StrFormat("{{NAME}} - {{INTERVAL}} {{DATE}} Open %g, Hi %g, Lo %g, Close %g (%.1f%%) {{VALUES}}", O, H, L, C, SelectedValue( ROC( C, 1 ) ) ));
Plot( C, "Close", ParamColor("Color", colorBlack ), styleNoTitle | ParamStyle("Style") | GetPriceStyle() );

nb = Param("ToDay+Number of Bars",151,1,1500,75);
ND = Day() != Ref(Day(), -1);

///// VWAP and SDs /////

P = (H + L) / 2;
VWP = P * V;
BI = BarIndex();
BeginBI = ValueWhen(Ref(ND,-1+nb), BI);
BeginBI = BeginBI[BarCount -1];
GfxTextOut("BI"+BI,5,150);
if(BeginBI < BarCount - 1)
{
InRange = BI >= BeginBI;
CumV = Cum(V * InRange);
CumVWP = Cum(VWP * InRange);
VWAP = CumVWP / CumV;
S = Cum(Ref(CumV, -1) * V * (P - Ref(VWAP, -1))^2 / CumV);
Variance = S / CumV;
SD = sqrt(Variance);
VWAP = IIf(InRange, VWAP, Null);
//PPC = ValueWhen( nd == True, Ref(VWAP, -1), 1);
//Plot ( PPC, "PPC", colorBlue, styleDots|styleNoLine|styleNoRescale );

Plot(VWAP, "VWAP", colorYellow, styleNoTitle + styleNoRescale);
Plot(VWAP + SD, "+1SD", colorGreen, styleDashed + styleNoTitle + styleNoRescale);
Plot(VWAP - SD, "-1SD", colorRed, styleDashed + styleNoTitle + styleNoRescale);
Plot(VWAP + 2*SD, "+2SD", colorSeaGreen, styleDashed + styleNoTitle + styleNoRescale);
Plot(VWAP - 2*SD, "-2SD", colorOrange, styleDashed + styleNoTitle + styleNoRescale);
//Plot(VWAP + 3*SD, "+3SD", colorPaleGreen, styleDashed + styleNoTitle + styleNoRescale);
//Plot(VWAP - 3*SD, "-3SD", colorLightOrange, styleDashed + styleNoTitle + styleNoRescale);
}
GraphXSpace=10;
_SECTION_END();

_SECTION_BEGIN("VWAP IT");

SetChartOptions(0,chartShowArrows|chartShowDates);
_N(Title = StrFormat("{{NAME}} - {{INTERVAL}} {{DATE}} Open %g, Hi %g, Lo %g, Close %g (%.1f%%) {{VALUES}}", O, H, L, C, SelectedValue( ROC( C, 1 ) ) ));
Plot( C, "Close", ParamColor("Color", colorBlack ), styleNoTitle | ParamStyle("Style") | GetPriceStyle() );

ND = Day() != Ref(Day(), -1);

///// VWAP and SDs /////

P = (H + L) / 2;
VWP = P * V;
BI = BarIndex();
BeginBI = ValueWhen(ND, BI);
BeginBI = BeginBI[BarCount -1];
if(BeginBI < BarCount - 1)
{
InRange = BI >= BeginBI;
CumV = Cum(V * InRange);
CumVWP = Cum(VWP * InRange);
VWAP = CumVWP / CumV;
S = Cum(Ref(CumV, -1) * V * (P - Ref(VWAP, -1))^2 / CumV);
Variance = S / CumV;
SD = sqrt(Variance);
VWAP = IIf(InRange, VWAP, Null);
Plot(VWAP, "VWAP", colorBlack, styleNoTitle + styleNoRescale);
Plot(VWAP + SD, "+1SD", colorGreen, styleDashed + styleNoTitle + styleNoRescale);
Plot(VWAP - SD, "-1SD", colorRed, styleDashed + styleNoTitle + styleNoRescale);
Plot(VWAP + 2*SD, "+2SD", colorSeaGreen, styleDashed + styleNoTitle + styleNoRescale);
Plot(VWAP - 2*SD, "-2SD", colorOrange, styleDashed + styleNoTitle + styleNoRescale);
Plot(VWAP + 3*SD, "+3SD", colorPaleGreen, styleDashed + styleNoTitle + styleNoRescale);
Plot(VWAP - 3*SD, "-3SD", colorLightOrange, styleDashed + styleNoTitle + styleNoRescale);
}
_SECTION_END();

_SECTION_BEGIN("BACK COLR");
SetChartBkGradientFill( ParamColor("BgTop", ColorRGB( 172,172,172 )),

ParamColor("BgBottom", ColorRGB( 172,172,172 )),ParamColor("titleblock",ColorRGB( 172,172,172 )));
_SECTION_END();

pratapvb · Feb 13, 2014

worldastro said:

PRATAP SIR I HAVE THIS AFL , but i want only yellow line vwap afl code seperatly , so can u
do it for me ??

*******
_SECTION_BEGIN("VWAP 3Days");

SetChartOptions(0,chartShowArrows|chartShowDates);
_N(Title = StrFormat("{{NAME}} - {{INTERVAL}} {{DATE}} Open %g, Hi %g, Lo %g, Close %g (%.1f%%) {{VALUES}}", O, H, L, C, SelectedValue( ROC( C, 1 ) ) ));
Plot( C, "Close", ParamColor("Color", colorBlack ), styleNoTitle | ParamStyle("Style") | GetPriceStyle() );

nb = Param("ToDay+Number of Bars",151,1,1500,75);
ND = Day() != Ref(Day(), -1);

///// VWAP and SDs /////

P = (H + L) / 2;
VWP = P * V;
BI = BarIndex();
BeginBI = ValueWhen(Ref(ND,-1+nb), BI);
BeginBI = BeginBI[BarCount -1];
GfxTextOut("BI"+BI,5,150);
if(BeginBI < BarCount - 1)
{
InRange = BI >= BeginBI;
CumV = Cum(V * InRange);
CumVWP = Cum(VWP * InRange);
VWAP = CumVWP / CumV;
S = Cum(Ref(CumV, -1) * V * (P - Ref(VWAP, -1))^2 / CumV);
Variance = S / CumV;
SD = sqrt(Variance);
VWAP = IIf(InRange, VWAP, Null);
//PPC = ValueWhen( nd == True, Ref(VWAP, -1), 1);
//Plot ( PPC, "PPC", colorBlue, styleDots|styleNoLine|styleNoRescale );

Plot(VWAP, "VWAP", colorYellow, styleNoTitle + styleNoRescale);
Plot(VWAP + SD, "+1SD", colorGreen, styleDashed + styleNoTitle + styleNoRescale);
Plot(VWAP - SD, "-1SD", colorRed, styleDashed + styleNoTitle + styleNoRescale);
Plot(VWAP + 2*SD, "+2SD", colorSeaGreen, styleDashed + styleNoTitle + styleNoRescale);
Plot(VWAP - 2*SD, "-2SD", colorOrange, styleDashed + styleNoTitle + styleNoRescale);
//Plot(VWAP + 3*SD, "+3SD", colorPaleGreen, styleDashed + styleNoTitle + styleNoRescale);
//Plot(VWAP - 3*SD, "-3SD", colorLightOrange, styleDashed + styleNoTitle + styleNoRescale);
}
GraphXSpace=10;
_SECTION_END();

_SECTION_BEGIN("VWAP IT");

SetChartOptions(0,chartShowArrows|chartShowDates);
_N(Title = StrFormat("{{NAME}} - {{INTERVAL}} {{DATE}} Open %g, Hi %g, Lo %g, Close %g (%.1f%%) {{VALUES}}", O, H, L, C, SelectedValue( ROC( C, 1 ) ) ));
Plot( C, "Close", ParamColor("Color", colorBlack ), styleNoTitle | ParamStyle("Style") | GetPriceStyle() );

ND = Day() != Ref(Day(), -1);

///// VWAP and SDs /////

P = (H + L) / 2;
VWP = P * V;
BI = BarIndex();
BeginBI = ValueWhen(ND, BI);
BeginBI = BeginBI[BarCount -1];
if(BeginBI < BarCount - 1)
{
InRange = BI >= BeginBI;
CumV = Cum(V * InRange);
CumVWP = Cum(VWP * InRange);
VWAP = CumVWP / CumV;
S = Cum(Ref(CumV, -1) * V * (P - Ref(VWAP, -1))^2 / CumV);
Variance = S / CumV;
SD = sqrt(Variance);
VWAP = IIf(InRange, VWAP, Null);
Plot(VWAP, "VWAP", colorBlack, styleNoTitle + styleNoRescale);
Plot(VWAP + SD, "+1SD", colorGreen, styleDashed + styleNoTitle + styleNoRescale);
Plot(VWAP - SD, "-1SD", colorRed, styleDashed + styleNoTitle + styleNoRescale);
Plot(VWAP + 2*SD, "+2SD", colorSeaGreen, styleDashed + styleNoTitle + styleNoRescale);
Plot(VWAP - 2*SD, "-2SD", colorOrange, styleDashed + styleNoTitle + styleNoRescale);
Plot(VWAP + 3*SD, "+3SD", colorPaleGreen, styleDashed + styleNoTitle + styleNoRescale);
Plot(VWAP - 3*SD, "-3SD", colorLightOrange, styleDashed + styleNoTitle + styleNoRescale);
}
_SECTION_END();

_SECTION_BEGIN("BACK COLR");
SetChartBkGradientFill( ParamColor("BgTop", ColorRGB( 172,172,172 )),

ParamColor("BgBottom", ColorRGB( 172,172,172 )),ParamColor("titleblock",ColorRGB( 172,172,172 )));
_SECTION_END();

Option 1 :

just comment out the Plot lines other than the 1st that draws the VWAP

Option 2:
use my vwap 2day rolling AFL set NDays = 3 and set out params that you don't want to NO

Pradeep Narayan · Feb 13, 2014

Looks like now one can buy the Nifty next series. Downside is limited (70 points) and upside at least 200 points.

XUV-500 · Feb 13, 2014

+ ww on NF 5min...somebody pls cross chk.Dont have fut charts and vol

Gandhar. · Feb 13, 2014

XUV-500 said:

yeah tgt is close to 6065 possibly sbin results
not much vol confirmation

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Day Trading Futures

manishchan

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XRAY27

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a1b1trader

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pratapvb

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pratapvb

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worldastro

Active Member

pratapvb

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Pradeep Narayan

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XUV-500

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Gandhar.

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