NSE Daily Data: FII, Nifty Future, FII Stock Future, Market Put Call Ratio.

tomjerry

Well-Known Member
#92
@vikrit,

Big problem is that we don't have FII OI data before Jan-2012, so that it is difficult to judge easily. FII seems using many tactics to gain more money. e.g. FII keeps Nifty Long OI around 2 lakh and Nifty Short OI around 2 lakh (this short OI may increase but long OI may not change) while Put Long OI more than Call Long OI, so that when they decide to end the down trend, they can make a sell off in Nifty Future by their Long OI to create panic thus gaining more % profit in Put longs and loosing little % loss in NF longs. Without enough data of Complete Up Trend, Complete Down Trend, It looks difficult to analyze that data at this stage for me! But I will keep checking and you can also keep eye on that.

Instead of that, simply following this method gives quick idea: Fresh Short in series = strong down trend going on!

 

vikrit

Well-Known Member
#93
@tomjerry

yeah it is not easy to reach any conclusion or frame tactics with that short data.

do you want FII stats old data? if yes, let me know, will try to find, maybe any friend of mine have historical FII stats report.
 
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tomjerry

Well-Known Member
#94
@tomjerry

yeah it is not easy to reach any conclusion or frame tactics with that short data.

do you want FII stats old data? if yes, let me know, will try to find, maybe some friend of mine have historical FII stats report.
If data is available from 01-06-2011(June-2011) then I can run my excel calculator with multiple equations which will definitely give clear idea. Try to find when you are free.
 

vikrit

Well-Known Member
#95
@tomjerry


IMO, EOD FII data should be use for Positional Trades not for Intra-day.
Having a intra-day bias based on this data can be dangerous.

but my main concern related to this data that if you are trying to get the trend of FII, How take decision in live market which going against you but you don't know which direction it will go.

for ex- for 3 days (any) we get FRESH SHORT, now on 4th day market start going up, as per last day FII added short. now you have two options take decided SL or wait for EOD FII data, now EOD conclusion FII added long. If we exited then happy, if not then we will try to exit in morning. but in noon session market again start going down, and at EOD we come to know FII added shorts, this can go on specially when market whipsaw/consolidate. If include other/many factors/filters to decide trend then half of trend you already missed, and even sometime it would not be that long.

And if we are using this data as a support of other analysis then which analysis will have priority when having contradictory views.
 

vikrit

Well-Known Member
#96
If data is available from 01-06-2011(June-2011) then I can run my excel calculator with multiple equations which will definitely give clear idea. Try to find when you are free.
one having data from jan-2011, he will mail it tomorrow. pm your mail id. will directly forward it.
 

mangup

Well-Known Member
#97
@vikrit,

Big problem is that we don't have FII OI data before Jan-2012, so that it is difficult to judge easily. FII seems using many tactics to gain more money. e.g. FII keeps Nifty Long OI around 2 lakh and Nifty Short OI around 2 lakh (this short OI may increase but long OI may not change) while Put Long OI more than Call Long OI, so that when they decide to end the down trend, they can make a sell off in Nifty Future by their Long OI to create panic thus gaining more % profit in Put longs and loosing little % loss in NF longs. Without enough data of Complete Up Trend, Complete Down Trend, It looks difficult to analyze that data at this stage for me! But I will keep checking and you can also keep eye on that.

Instead of that, simply following this method gives quick idea: Fresh Short in series = strong down trend going on!
Dear TJ & Vikrit,

I have found that nice discussions are going on this thread to co-relate the FII/DII IN/OUT Flows w.r.t Nifty movements. I was in the process of making a short/medium term positional strategy for Nifty futures, thereby i am expecting 2-3 trades per month definitely on some strategy. I am thinking of taking Nifty PE as one of the parameters to decide because i suppose PE valuation attracts FII to INflows. But i want to add volume also into picture.

Can u pl give me some inputs on how this data of in/out flows of FII/DII be merged? Which volume should i take? Cash in/out flows, Nifty Futures long/short, Nifty Options Data, etc.
 

tomjerry

Well-Known Member
#98
EOD FII data is to find the FII trend. Till now I have not thought to sell high and buy low in every trend.

Since the trend gives benefit to the person who joins trend for more days, we can only enter with positional nifty option trade with 10% of our money or Rs.10,000 (whichever is less).

This FII trend must be kept in mind during Intraday trading. If it is UP then buy low and sell high but avoid short. If it is Down then sell high and buy low but avoid long. This way we can expect new high in Up trend and new low in down trend as well as we can avoid risky intraday trade against the major trend.

During FII trend consolidation periods, check PCR OI data and strictly follow 10min., 1hour, 4hour charts with TA for intraday trading.

Candle type & trend of Yearly, half yearly, quarterly, monthly, weekly, daily helps to take the positional trade. Professional trader do not enter in a intermediate levels, they enter either at supply/resistance to sell or at demand/support to buy or wait for opportunity.

If you are thinking that you missed to enter the trend, then it is also important to think that you missed to trade this type of biggest opportunities in last 3 months: Infy fall of 13%, TCS rise of 13%, ITC rise, 23 Feb Nifty put rs.2 to 39 intraday, etc.

According to FII data, we should not re-enter in a trade according to our mood but we should catch the price action level for re-entry, probably after some consolidation or correction in a down trend. At this time, put prices are already high compare to call, so entering a positional trade requires some more thinking.

What are you considering to trade? Nifty Future or Nifty Options? If you want to trade Nifty Future then this is my major trend forecast just for you: Sell Nifty Future at 5090, stop loss 5690, target 3350 before April-2013, no need to check anything till than.

Weekly EMA5 Nifty trend, PCR OI, Nifty Future Hourly Volume according to Red/Green candle size, etc. to be given high priority with FII data.

Will explain some more points as it comes to me.
 

vikrit

Well-Known Member
#99
Dear TJ & Vikrit,

I have found that nice discussions are going on this thread to co-relate the FII/DII IN/OUT Flows w.r.t Nifty movements. I was in the process of making a short/medium term positional strategy for Nifty futures, thereby i am expecting 2-3 trades per month definitely on some strategy. I am thinking of taking Nifty PE as one of the parameters to decide because i suppose PE valuation attracts FII to INflows. But i want to add volume also into picture.

Can u pl give me some inputs on how this data of in/out flows of FII/DII be merged? Which volume should i take? Cash in/out flows, Nifty Futures long/short, Nifty Options Data, etc.
i am also learning about these data concepts. TJ is in better position to guide you. :)
 

vikrit

Well-Known Member
........

What are you considering to trade? Nifty Future or Nifty Options? If you want to trade Nifty Future then this is my major trend forecast just for you: Sell Nifty Future at 5090, stop loss 5690, target 3350 before April-2013, no need to check anything till than.

Weekly EMA5 Nifty trend, PCR OI, Nifty Future Hourly Volume according to Red/Green candle size, etc. to be given high priority with FII data.

Will explain some more points as it comes to me.
will keep in mind your forecast. thanks :clap::thumb:
 

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