SH's 315 Strategy - how to use if effectively

I have added a new dimention to 315 (no offence to SH)..but i find it very intresting and bit able to predict the trend early...any seniors wanna help??? will post the excel sheet to discuss...

IMO...if 315 can give us 200 points then my sheet can enhance it by 250 at least...BTW seniors to decide after backting and verifying it...


looking forward to hear...
नेकी और पूछ पूछ ??

Bhai, this thread is meant to discuss 315. People have discussed their ideas for enhancement and have enriched the strategy. C'mon, post it, and you will find that many heads are better than one in this case, and many members will backtest it too and post their results.
 

sunilrhs

Well-Known Member
नेकी और पूछ पूछ ??

Bhai, this thread is meant to discuss 315. People have discussed their ideas for enhancement and have enriched the strategy. C'mon, post it, and you will find that many heads are better than one in this case, and many members will backtest it too and post their results.
So TP Bhai,

Here it is...

it is blended with 5 dma...now you being a senior member at TJ, you have to let us know, some rules after backtesting it...

I have kept SAR blank in 5DMA, it is actually the closing price of 5DMA and nothing else...ppl can can decide +- 10 points as SAR at closing level...

TP can u back test and let us know what points in nifty one can get after blending both the things and 315 alone...

as per 315 we should be in shorts ...but as per this sheet we will be in long with negative bias..yeah thats true...


pls post ur comments...

few beers down..so dont look at my language or spelling...pardon me..


Well just realised that i cant upload .xls file..anyways TP suggest me alternative or should i send it ur email id.??? BTW let me ur email id also..
 
The Amibroker guys will do the backtest. I am using Sharekhan's TT, so I don't have access to Nifty futures continuous. Maybe I'll try it on Nifty spot tomorrow and revert.

Meanwhile if you want to upload xls files, you can upload it on google documents and share the link. Or you can use some free file upload sites lime rapidshare.com or 4shared.com .. Chalo, g'night.
So TP Bhai,

Here it is...

it is blended with 5 dma...now you being a senior member at TJ, you have to let us know, some rules after backtesting it...

I have kept SAR blank in 5DMA, it is actually the closing price of 5DMA and nothing else...ppl can can decide +- 10 points as SAR at closing level...

TP can u back test and let us know what points in nifty one can get after blending both the things and 315 alone...

as per 315 we should be in shorts ...but as per this sheet we will be in long with negative bias..yeah thats true...


pls post ur comments...

few beers down..so dont look at my language or spelling...pardon me..


Well just realised that i cant upload .xls file..anyways TP suggest me alternative or should i send it ur email id.??? BTW let me ur email id also..
 

sunilrhs

Well-Known Member
The Amibroker guys will do the backtest. I am using Sharekhan's TT, so I don't have access to Nifty futures continuous. Maybe I'll try it on Nifty spot tomorrow and revert.

Meanwhile if you want to upload xls files, you can upload it on google documents and share the link. Or you can use some free file upload sites lime rapidshare.com or 4shared.com .. Chalo, g'night.
hmmmmm...5DMA didnt impress you..:annoyed:.....

anyways upload the file and share the link...
 

sunilrhs

Well-Known Member
The Amibroker guys will do the backtest. I am using Sharekhan's TT, so I don't have access to Nifty futures continuous. Maybe I'll try it on Nifty spot tomorrow and revert.

Meanwhile if you want to upload xls files, you can upload it on google documents and share the link. Or you can use some free file upload sites lime rapidshare.com or 4shared.com .. Chalo, g'night.
here is the link...

http://www.4shared.com/office/TGWwg0qV/315-signal_and_5DMA.html
 
hmmmmm...5DMA didnt impress you..:annoyed:.....
One of the improvements that was suggested was to close your positions when 3EMA goes against your trend for 2 continuous days. I guess that brings it close to the 5DMA concept. No one has so far suggested using it as stop and reverse. That's new.
 

sunilrhs

Well-Known Member
One of the improvements that was suggested was to close your positions when 3EMA goes against your trend for 2 continuous days. I guess that brings it close to the 5DMA concept. No one has so far suggested using it as stop and reverse. That's new.
Dear TP Bhai,

sorry for any offence here.....you are well equiped with TA than me...seen ur posts on TJ....it is just i felt that blending 315 with 5dma may cut whipsaws and increase ur overall realization of profit from nifty futures....5DMA can play within 315 strategy...

as per 5DMA one should have been long on nifty at 5323...wheras 315 still shows short positions...

well its you, seniors, to decide, what rules we can have for this blending...in the while, i may post my observations also for last one years...


looking forward to ur help..
 
hi fridens,

I have one amibroker formula. i want to modify these formula.

Buy rule is

First green color candel is show on chart and then secound green candel break first green candel high then buy arro show on chart on secound green candel.
If secound green candel is not break first green candel high so that situation no any buy call display on chart.

Sell rules is

First Red color candel is show on chart and then secound Red candel break first Red candel Low then sell arro show on chart on secound red candel.
If secound Red candel is not break first Red candel Low so that situation no any Sell call display on chart.

HERE I GIVE FORMULA. IF ANY ONE CAN DO THESE PLS TRY.


_SECTION_BEGIN("NICK MA Swing");
SetBarsRequired(200,0);

GraphXSpace = 5;
SetChartOptions(0,chartShowArrows|chartShowDates);
k = Optimize("K",Param("K",2,0.25,5,0.25),0.25,5,0.25);
Per= Optimize("atr",Param("atr",20,3,20,1),3,20,1);
HACLOSE=(O+H+L+C)/4;
HaOpen = AMA( Ref( HaClose, -1 ), 0.5 );
HaHigh = Max( H, Max( HaClose, HaOpen ) );
HaLow = Min( L, Min( HaClose, HaOpen ) );
PlotOHLC( HaOpen, HaHigh, HaLow, HaClose, "" + Name(), colorBlack, styleCandle | styleNoLabel );
j=Haclose;

//=======================================================================================================================
//=========================Indicator==============================================================================================
f=ATR(15);

rfsctor = WMA(H-L, Per);

revers = k * rfsctor;

Trend = 1;
NW[0] = 0;


for(i = 1; i < BarCount; i++)
{
if(Trend[i-1] == 1)
{
if(j < NW[i-1])
{
Trend = -1;
NW = j + Revers;
}
else
{
Trend = 1;
if((j - Revers) > NW[i-1])
{
NW = j - Revers;
}
else
{
NW = NW[i-1];
}
}
}
if(Trend[i-1] == -1)
{
if(j > NW[i-1])
{
Trend = 1;
NW = j - Revers;
}
else
{
Trend = -1;
if((j + Revers) < NW[i-1])
{
NW = j + Revers;
}
else
{
NW = NW[i-1];
}
}
}
}

//===============system================

Plot(NW, "", IIf(Trend == 1, 27, 4), 4);
Buy=Cover=Cross(j,nw);
Sell=Short=Cross(nw,j);
SellPrice=ValueWhen(Sell,C,1);
BuyPrice=ValueWhen(Buy,C,1);
Long=Flip(Buy,Sell);
Shrt=Flip(Sell,Buy );
NMAB= NW<HACLOSE;
NMAS= NW>HACLOSE;

NMA_status= WriteIf(NMAB, "BUY MODE", WriteIf(NMAS, "SELL MODE", "NEUTRAL"));
NMAS_Col=IIf(NMAB, colorGreen, IIf(NMAS, colorRed, colorLightGrey));
Filter=1;
AddColumn( NW[BarCount-1], "SAR", 1.2 );
AddColumn( HACLOSE, "HA Close", 1.2 );
AddColumn( C, "Close", 1.2 );
AddTextColumn(NMA_status, "MODE", 1, colorWhite, NMAS_Col);
AddColumn( DateTime(), "Date / Time", formatDateTime );
_SECTION_END();
//=================TITLE================================================================================================


Hi kbhandge

Request you to please initiate a new thread for getting help on AFL and keep discussion in this thread only to discuss about 315 setup.
 

vinst

Well-Known Member
Dear TP Bhai,

sorry for any offence here.....you are well equiped with TA than me...seen ur posts on TJ....it is just i felt that blending 315 with 5dma may cut whipsaws and increase ur overall realization of profit from nifty futures....5DMA can play within 315 strategy...

as per 5DMA one should have been long on nifty at 5323...wheras 315 still shows short positions...

well its you, seniors, to decide, what rules we can have for this blending...in the while, i may post my observations also for last one years...


looking forward to ur help..

Hello Sunilrhs,

Thanks for your worksheet. However, I noticed that the 5dma column formatting is based on col. 'I' which is C-C1. I guess this may not be correct. Due to this, 5dma column is always red and not showing any change of colour.
Did you want to change colour of 5dma column by comparing it with closing price? Kindly have a re-look at worksheet.

regards,
 

sunilrhs

Well-Known Member
Hello Sunilrhs,

Thanks for your worksheet. However, I noticed that the 5dma column formatting is based on col. 'I' which is C-C1. I guess this may not be correct. Due to this, 5dma column is always red and not showing any change of colour.
Did you want to change colour of 5dma column by comparing it with closing price? Kindly have a re-look at worksheet.

regards,
Dear Vinst,

5 DMA color formatting is based on the col. 'J' (not on col 'I', which is the diff. in closing price only). Col. 'J' is the closing price of the day, so whenever the closing price goes up the 5DMA it becomes green and if it goes below 5DMA then its Red.

Or you have copy and pasted the 5DMA part to other excel sheet??? As it may take wrong refernce for cell.

Regards

Sunil
 

Similar threads