NIFTY Futures Mechanical Trading

[sadax]

Hi Vinst,

what are current position of NF and BNF ?

Thanks

 

[vinst]

Hi Vinst,

what are current position of NF and BNF ?

Thanks

both NF and BNF are long as of end-of-day 30-May

regards,
vin

 

[rh6996]

Vinst,
CCMB system: for NF
Long > 5370 plus Filter on 26th May (Initiated position in June futures when May futures crossed 5385)

Short at 5466 on 30th May

Today, short continued, revert to long > 5520+
Also did contra trades intraday on lower TF on all days!!

 

[vinst]

Mech system returns for calendar year 2011 till now.

year 2011

Month, NF , BNF
Jan: +70 , +240
Feb: +258 , +790
Mar: -370 , -835
Apr: +293, +645
May: -12, -263
June: +70, +38
July: -479, +286
Aug: +553, +1710

Total: +373, +2678

Performance has certainly worsened compared to 2010.
Though still in profit.

regards
vin

 

[vinst]

Mech system returns for calendar year 2011 completed.

year 2011

Month, NF , BNF
Jan: +70 , +240
Feb: +258 , +790
Mar: -370 , -835
Apr: +293, +645
May: -12, -263
June: +70, +38
July: -479, +286
Aug: +553, +1710
Sep: +29, +205
Oct: -174, +238
Nov: +499, +935
Dec: -65, +305

Total: +672, +4294

Mech system did far better on BNF.
Overall did worse than 2010.

regards,
vin

 

[vinst]

Mech system returns for Jan-Feb 2012.

year 2012

Month, NF, / BNF
Jan: -93, / +631
Feb: +594, / +282
-------------------------
Total: +501, / +913
-------------------------

regards,
vin

 

[nadodav]

Traderji / Moderator,

Please close this thread.

Vinod