Nifty / Banknifty Using Super Trend
- Thread starter Kuldeep.panda
- Start date
Hello Mr. Jatinder Dhawan
Besides last day of expiry, NF & BNF were showing slightly opposing trends, as BNF was showing early bearishness, so maybe this can also be one of the reasons.
Besides this exit the OP also takes some entries or scale-ins at his discretion where SL is smallish etc . . .
So the basic system is there but it not trade mechanically, some improvements as per our experience can be used.
Hope that helps . . .
Happy
Besides last day of expiry, NF & BNF were showing slightly opposing trends, as BNF was showing early bearishness, so maybe this can also be one of the reasons.
Besides this exit the OP also takes some entries or scale-ins at his discretion where SL is smallish etc . . .
So the basic system is there but it not trade mechanically, some improvements as per our experience can be used.
Hope that helps . . .
Happy
When i saw yesterday june contract for NIfty it was showing different ST values..From now what i would as you suggested get it switch over to next contract 2 days before..thanks ..
and banknifty future was showing buy and spot was showing sell..
so exited BNF... current short triggered @ for nifty 6091 and BNF 12695...
and banknifty future was showing buy and spot was showing sell..
so exited BNF... current short triggered @ for nifty 6091 and BNF 12695...
Hello
Seems that there is not much of a difference even if we use, different data sets spot/future/forward month/continues contracts etc. . .
Just being consistent and following one practice should be sufficient.
As the original system is robust we should be able to trade it with slight variations in data.
Happy
Hello
Seems that there is not much of a difference even if we use, different data sets spot/future/forward month/continues contracts etc. . .
Just being consistent and following one practice should be sufficient.
As the original system is robust we should be able to trade it with slight variations in data.
Happy
Seems that there is not much of a difference even if we use, different data sets spot/future/forward month/continues contracts etc. . .
Just being consistent and following one practice should be sufficient.
As the original system is robust we should be able to trade it with slight variations in data.
Happy
What i feel is being mechanical for most the time is more important...
that gives us discipline... at points like this we can use our knowledge...
Just wat I feel..
Happy paji!!
What i feel is being mechanical for most the time is more important...
that gives us discipline... at points like this we can use our knowledge...
Just wat I feel..
What i feel is being mechanical for most the time is more important...
that gives us discipline... at points like this we can use our knowledge...
Just wat I feel..
Sir ji same thing different words
Anyway, the use of the inherent lag in the moving average to avoid whipsaws from the fast ATR based system is just awesome :thumb:
I tend to hold on to the position till it turns, now learning to book partial gains . . .
Today because of the fast move could take off 100 points on BNF and 25 on NF
Happy
Sir ji same thing different words
Anyway, the use of the inherent lag in the moving average to avoid whipsaws from the fast ATR based system is just awesome :thumb:
I tend to hold on to the position till it turns, now learning to book partial gains . . .
Today because of the fast move could take off 100 points on BNF and 25 on NF
Happy
Anyway, the use of the inherent lag in the moving average to avoid whipsaws from the fast ATR based system is just awesome :thumb:
I tend to hold on to the position till it turns, now learning to book partial gains . . .
Today because of the fast move could take off 100 points on BNF and 25 on NF
Happy
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