Hi Dillip,
Please explain, How to calculate CPR(Vol): Percent change in Call/Put Vol ratio from previous day.
Anyone who knows , how to calculate CPR . Please respond.
Please explain, How to calculate CPR(Vol): Percent change in Call/Put Vol ratio from previous day.
Anyone who knows , how to calculate CPR . Please respond.
Folks, this is the next version of this system.
This time google spreadsheet is used to extract data. Data is fetched from moneycontrol and updated every 5 min.
Current version contains scrips for all banking stocks.
You can check the live data published here LINK
https://docs.google.com/spreadsheet...jnNMQ8Uz2mvWD2B1iArmb65A4h3nrKF5LGrb9/pubhtml
Let me brief you about the columns.
1. Future OI: This is percentage change in open interest compared to previous day close.
2. Future Vol: Percentage change in futures volume.
3. PCR(OI) : Percent change in Put/Call OI ratio from previous day.
4. CPR(Vol): Percent change in Call/Put Vol ratio from previous day.
5. Call Vol: Percent change in Call option volume.
6.Put Vol: Percent change in Put option volume.
Below is example of 27-Oct-2017.
Rules for buy sell I want to discuss. Please feel free to discuss your thoughts/ideas to define the rules. I am posting here for this purpuse. There are several room for improvement to be done in next versions based on your input.
My idea for finding trend is below (based on reading from different discussions).
Future data gives the hint of stock strength and option data gives direction.
Buy Rule: 1. PCR(OI) is positive. Sell Rule: 1. PCR(OI) is negative.
2. CPR(Vol) is positive. 2. CPR(Vol) is negative.
3. Call Volume is positive. 3. Put Volume is positive.
The next version I am planning to add the change in all above values every 15 min break.
There will be separate page for each individual stock which will have a link from above page.
You can see in below image how these values are progressed every 15 min gap.
This development is not complete, just for your reference how it will look.
Please let me know your thoughts on developing strategies. For example we will sort the sheet based on last 15 min PCR change.
If the stocks with highest PCR change is accompanied by change in Future also that mean lots of hedging is going on that stock.
This is just one example. I am not sure exactly how it will work. New ideas from different people can make a boost.
This time google spreadsheet is used to extract data. Data is fetched from moneycontrol and updated every 5 min.
Current version contains scrips for all banking stocks.
You can check the live data published here LINK
https://docs.google.com/spreadsheet...jnNMQ8Uz2mvWD2B1iArmb65A4h3nrKF5LGrb9/pubhtml
Let me brief you about the columns.
1. Future OI: This is percentage change in open interest compared to previous day close.
2. Future Vol: Percentage change in futures volume.
3. PCR(OI) : Percent change in Put/Call OI ratio from previous day.
4. CPR(Vol): Percent change in Call/Put Vol ratio from previous day.
5. Call Vol: Percent change in Call option volume.
6.Put Vol: Percent change in Put option volume.
Below is example of 27-Oct-2017.
Rules for buy sell I want to discuss. Please feel free to discuss your thoughts/ideas to define the rules. I am posting here for this purpuse. There are several room for improvement to be done in next versions based on your input.
My idea for finding trend is below (based on reading from different discussions).
Future data gives the hint of stock strength and option data gives direction.
Buy Rule: 1. PCR(OI) is positive. Sell Rule: 1. PCR(OI) is negative.
2. CPR(Vol) is positive. 2. CPR(Vol) is negative.
3. Call Volume is positive. 3. Put Volume is positive.
The next version I am planning to add the change in all above values every 15 min break.
There will be separate page for each individual stock which will have a link from above page.
You can see in below image how these values are progressed every 15 min gap.
This development is not complete, just for your reference how it will look.
Please let me know your thoughts on developing strategies. For example we will sort the sheet based on last 15 min PCR change.
If the stocks with highest PCR change is accompanied by change in Future also that mean lots of hedging is going on that stock.
This is just one example. I am not sure exactly how it will work. New ideas from different people can make a boost.
