UNIT - Trying Trade to live

Do you trade intraday for a living?


  • Total voters
    88
S

SCF

Guest
#23
The following recommendations are based on pattern based.


Ticker Trade Date Close
ADVANTA Buy 18-12-2009 568.2500
AIAENG Buy 18-12-2009 335.9500
ANDHRSUGAR Buy 18-12-2009 117.2500
AUTOLITIND Buy 18-12-2009 28.2000
BANKBARODA Buy 18-12-2009 501.9000
CORPBANK Buy 18-12-2009 421.3500
DWARKESH Buy 18-12-2009 106.9000
GARDENSILK Buy 18-12-2009 76.4000
GOLDBEES Buy 18-12-2009 1663.1200
GUJRATGAS Buy 18-12-2009 225.8500
HGSL Buy 18-12-2009 459.5000
IFBAGRO Buy 18-12-2009 74.9000
ITI Buy 18-12-2009 42.7000
JAYSREETEA Buy 18-12-2009 338.9000
JIKIND Buy 18-12-2009 18.1500
OIL Buy 18-12-2009 1251.8500
OMNITECH Buy 18-12-2009 139.2500
ORIENTCERA Buy 18-12-2009 47.6500
PANORAMUNI Buy 18-12-2009 278.7500
PIDILITIND Buy 18-12-2009 189.9000
PIRGLASS Buy 18-12-2009 76.5000
PTL Buy 18-12-2009 16.3500
REISIXTEN Buy 18-12-2009 110.3500
SHIVAMAUTO Buy 18-12-2009 89.7000
SOFTPRO Buy 18-12-2009 240.7500
SONASTEER Buy 18-12-2009 16.8500
STOREONE Buy 18-12-2009 27.4000
STRTECH Buy 18-12-2009 319.2000
SUPRAJIT Buy 18-12-2009 95.3000
TITAN Buy 18-12-2009 1329.3000
TNPL Buy 18-12-2009 79.9500
ZYLOG Buy 18-12-2009 351.7000

TOTAL BUY RECOMMENDATIONS = 32

ASAL Sell 18-12-2009 59.1500
TWL Sell 18-12-2009 343.4500
UCALFUEL Sell 18-12-2009 68.5000
WHEELS Sell 18-12-2009 174.0000
SUPREMETEX Sell 18-12-2009 9.1000
SWARAJMAZD Sell 18-12-2009 291.2000
TFL Sell 18-12-2009 12.8000
SIEMENS Sell 18-12-2009 553.5500
ROHLTD Sell 18-12-2009 77.6000
RSWM Sell 18-12-2009 98.0500
KIL Sell 18-12-2009 17.8500
MANGALAM Sell 18-12-2009 13.2000
NIITTECH Sell 18-12-2009 183.5500
OCL Sell 18-12-2009 115.8500
BAJAJ-AUTO Sell 18-12-2009 1704.8000
BALMLAWRIE Sell 18-12-2009 540.4500
BIL Sell 18-12-2009 67.1500
BLUEDART Sell 18-12-2009 630.0000
CREATIVEYE Sell 18-12-2009 7.5000
DEN Sell 18-12-2009 187.6500
DYNACONS Sell 18-12-2009 0.9000
ELGIEQUIP Sell 18-12-2009 86.2000
GENESYS Sell 18-12-2009 191.2500
JBFIND Sell 18-12-2009 96.5500
GRAPHITE Sell 18-12-2009 74.5500
GRINDWELL Sell 18-12-2009 143.8000
GSFC Sell 18-12-2009 171.4000
HOTELRUGBY Sell 18-12-2009 9.3000
HOVS Sell 18-12-2009 75.8500
INEABS Sell 18-12-2009 175.0000

TOTAL SELL = 31

The following are based MACD crossover

Ticker Trade Date Close
3IINFOTECH Sell 18-12-2009 82.6000
AARTIDRUGS Sell 18-12-2009 96.5000
ABCIL Sell 18-12-2009 80.5500
ADHUNIK Sell 18-12-2009 93.4000
AHMEDFORGE Sell 18-12-2009 66.4500
ALFALAVAL Sell 18-12-2009 1231.2000
AMBUJACEM Sell 18-12-2009 98.3000
ANSALINFRA Sell 18-12-2009 67.1500
ASAHIINDIA Sell 18-12-2009 64.7000
AVENTIS Buy 18-12-2009 1525.0000
BAGFILMS Sell 18-12-2009 18.6500
BEML Sell 18-12-2009 1003.4000
BEPL Sell 18-12-2009 20.0500
BHAGYNAGAR Sell 18-12-2009 26.6000
BINANIIND Sell 18-12-2009 91.4000
BIRLAERIC Sell 18-12-2009 13.6500
BLUEBIRD Sell 18-12-2009 28.0000
BVCL Sell 18-12-2009 27.8500
CHETTINAD Buy 18-12-2009 456.1000
CHI Sell 18-12-2009 40.9000
COSMOFILMS Sell 18-12-2009 104.7500
CRANESSOFT Sell 18-12-2009 30.7500
CUB Sell 18-12-2009 24.1000
DCMSRMCONS Sell 18-12-2009 51.8500
DECOLIGHT Sell 18-12-2009 9.8000
DLF Sell 18-12-2009 357.4000
DREDGECORP Sell 18-12-2009 481.2000
EKC Sell 18-12-2009 141.1000
EMAMILTD Sell 18-12-2009 511.2000
ENERGYDEV Sell 18-12-2009 57.0500
ESABINDIA Sell 18-12-2009 535.7500
ESSELPACK Sell 18-12-2009 42.6000
EXCELINFO Sell 18-12-2009 57.6500
FAME Sell 18-12-2009 28.1000
FIEMIND Sell 18-12-2009 107.3500
FINPIPE Sell 18-12-2009 52.3000
FTCPOF3YDV Buy 18-12-2009 11.6000
FTCSF5YGRO Sell 18-12-2009 11.4000
GANGOTRI Sell 18-12-2009 9.0000
GEMINI Sell 18-12-2009 40.9000
GEOMETRIC Sell 18-12-2009 69.4000
GLOBALVECT Sell 18-12-2009 43.3000
GLOBUSSPR Sell 18-12-2009 91.0000
GOLDENTOBC Buy 18-12-2009 106.4000
GRABALALK Sell 18-12-2009 51.6000
GRUH Sell 18-12-2009 205.0000
GTNTEX Sell 18-12-2009 13.4500
HCLTECH Buy 18-12-2009 365.3000
HILTON Buy 18-12-2009 23.1000
HIRECT Sell 18-12-2009 54.5000
ICSA Sell 18-12-2009 166.1000
INDIACEM Sell 18-12-2009 116.2000
INDLMETER Sell 18-12-2009 114.5000
INDSWFTLTD Sell 18-12-2009 31.5000
INOXLEISUR Sell 18-12-2009 59.7500
ITDCEM Sell 18-12-2009 181.0500
JAYNECOIND Sell 18-12-2009 30.4000
JENSONICOL Buy 18-12-2009 6.9500
JINDALSTEL Sell 18-12-2009 707.6500
KEC Buy 18-12-2009 579.9500
KIRIDYES Sell 18-12-2009 641.9000
KIRLOSOIL Buy 18-12-2009 162.6000
KOHINOOR Sell 18-12-2009 53.7500
KOPDRUGS Sell 18-12-2009 12.3000
KTKBANK Sell 18-12-2009 125.0000
LAOPALA Sell 18-12-2009 31.1000
LUPIN Buy 18-12-2009 1519.0000
MANAKSIA Sell 18-12-2009 82.8000
MANGCHEFER Sell 18-12-2009 20.3000
MRF Buy 18-12-2009 6626.7002
MYSOREBANK Sell 18-12-2009 706.3000
NATCOPHARM Buy 18-12-2009 117.5500
NAVNETPUBL Sell 18-12-2009 38.6000
NHPC Sell 18-12-2009 31.9500
NOCIL Sell 18-12-2009 24.0500
NRC Sell 18-12-2009 10.5500
OMAXE Sell 18-12-2009 92.3500
ONGC Sell 18-12-2009 1185.2500
ORIENTPPR Sell 18-12-2009 47.4500
PAPERPROD Sell 18-12-2009 57.8500
PATINTLOG Sell 18-12-2009 27.1500
PETRONET Sell 18-12-2009 71.3000
POCHIRAJU Sell 18-12-2009 17.7500
POLYPLEX Sell 18-12-2009 178.1500
PRETAILDVR Buy 18-12-2009 251.9500
PRITHVI Sell 18-12-2009 64.9500
RAMCOSYS Sell 18-12-2009 97.4500
RANEENGINE Sell 18-12-2009 124.9500
RCF Sell 18-12-2009 72.7000
RPGCABLES Buy 18-12-2009 26.0500
RSSOFTWARE Sell 18-12-2009 46.2000
SABTN Sell 18-12-2009 32.7000
SADBHAV Buy 18-12-2009 1098.2500
SAKUMA Sell 18-12-2009 14.1000
SALORAINTL Sell 18-12-2009 42.9000
SELAN Sell 18-12-2009 317.4500
SGFL Sell 18-12-2009 12.2000
SHANTIGEAR Sell 18-12-2009 42.6500
SHARRESLTD Buy 18-12-2009 82.5000
SIMBHSUGAR Buy 18-12-2009 74.3500
SITASHREE Sell 18-12-2009 8.6000
SRGINFOTEC Sell 18-12-2009 0.8500
SURYALAXMI Sell 18-12-2009 35.9000
TATAELXSI Sell 18-12-2009 241.7000
TCS Buy 18-12-2009 727.5000
TIL Sell 18-12-2009 334.2000
TTL Sell 18-12-2009 13.0000
TUBEINVEST Sell 18-12-2009 63.4000
UBHOLDINGS Sell 18-12-2009 316.3000
UFLEX Sell 18-12-2009 94.5500
UNIVCABLES Sell 18-12-2009 82.3500
VENUSREM Sell 18-12-2009 230.9000
VIKASHMET Sell 18-12-2009 16.8000
VISESHINFO Sell 18-12-2009 8.3000
VOLTAMP Sell 18-12-2009 851.4500
WINSOMYARN Buy 18-12-2009 13.6500
WWIL Buy 18-12-2009 19.4500
XPROINDIA Sell 18-12-2009 30.7000
 
Last edited by a moderator:
#24
The following recommendations are based on pattern based.


Ticker Trade Date Close
ADVANTA Buy 18-12-2009 568.2500
AIAENG Buy 18-12-2009 335.9500
ANDHRSUGAR Buy 18-12-2009 117.2500
AUTOLITIND Buy 18-12-2009 28.2000
BANKBARODA Buy 18-12-2009 501.9000
CORPBANK Buy 18-12-2009 421.3500
DWARKESH Buy 18-12-2009 106.9000
GARDENSILK Buy 18-12-2009 76.4000
GOLDBEES Buy 18-12-2009 1663.1200
GUJRATGAS Buy 18-12-2009 225.8500
HGSL Buy 18-12-2009 459.5000
IFBAGRO Buy 18-12-2009 74.9000
ITI Buy 18-12-2009 42.7000
JAYSREETEA Buy 18-12-2009 338.9000
JIKIND Buy 18-12-2009 18.1500
OIL Buy 18-12-2009 1251.8500
OMNITECH Buy 18-12-2009 139.2500
ORIENTCERA Buy 18-12-2009 47.6500
PANORAMUNI Buy 18-12-2009 278.7500
PIDILITIND Buy 18-12-2009 189.9000
PIRGLASS Buy 18-12-2009 76.5000
PTL Buy 18-12-2009 16.3500
REISIXTEN Buy 18-12-2009 110.3500
SHIVAMAUTO Buy 18-12-2009 89.7000
SOFTPRO Buy 18-12-2009 240.7500
SONASTEER Buy 18-12-2009 16.8500
STOREONE Buy 18-12-2009 27.4000
STRTECH Buy 18-12-2009 319.2000
SUPRAJIT Buy 18-12-2009 95.3000
TITAN Buy 18-12-2009 1329.3000
TNPL Buy 18-12-2009 79.9500
ZYLOG Buy 18-12-2009 351.7000

TOTAL BUY RECOMMENDATIONS = 32

ASAL Sell 18-12-2009 59.1500
TWL Sell 18-12-2009 343.4500
UCALFUEL Sell 18-12-2009 68.5000
WHEELS Sell 18-12-2009 174.0000
SUPREMETEX Sell 18-12-2009 9.1000
SWARAJMAZD Sell 18-12-2009 291.2000
TFL Sell 18-12-2009 12.8000
SIEMENS Sell 18-12-2009 553.5500
ROHLTD Sell 18-12-2009 77.6000
RSWM Sell 18-12-2009 98.0500
KIL Sell 18-12-2009 17.8500
MANGALAM Sell 18-12-2009 13.2000
NIITTECH Sell 18-12-2009 183.5500
OCL Sell 18-12-2009 115.8500
BAJAJ-AUTO Sell 18-12-2009 1704.8000
BALMLAWRIE Sell 18-12-2009 540.4500
BIL Sell 18-12-2009 67.1500
BLUEDART Sell 18-12-2009 630.0000
CREATIVEYE Sell 18-12-2009 7.5000
DEN Sell 18-12-2009 187.6500
DYNACONS Sell 18-12-2009 0.9000
ELGIEQUIP Sell 18-12-2009 86.2000
GENESYS Sell 18-12-2009 191.2500
JBFIND Sell 18-12-2009 96.5500
GRAPHITE Sell 18-12-2009 74.5500
GRINDWELL Sell 18-12-2009 143.8000
GSFC Sell 18-12-2009 171.4000
HOTELRUGBY Sell 18-12-2009 9.3000
HOVS Sell 18-12-2009 75.8500
INEABS Sell 18-12-2009 175.0000

TOTAL SELL = 31

The following are based MACD crossover

Ticker Trade Date Close
3IINFOTECH Sell 18-12-2009 82.6000
AARTIDRUGS Sell 18-12-2009 96.5000
ABCIL Sell 18-12-2009 80.5500
ADHUNIK Sell 18-12-2009 93.4000
AHMEDFORGE Sell 18-12-2009 66.4500
ALFALAVAL Sell 18-12-2009 1231.2000
AMBUJACEM Sell 18-12-2009 98.3000
ANSALINFRA Sell 18-12-2009 67.1500
ASAHIINDIA Sell 18-12-2009 64.7000
AVENTIS Buy 18-12-2009 1525.0000
BAGFILMS Sell 18-12-2009 18.6500
BEML Sell 18-12-2009 1003.4000
BEPL Sell 18-12-2009 20.0500
BHAGYNAGAR Sell 18-12-2009 26.6000
BINANIIND Sell 18-12-2009 91.4000
BIRLAERIC Sell 18-12-2009 13.6500
BLUEBIRD Sell 18-12-2009 28.0000
BVCL Sell 18-12-2009 27.8500
CHETTINAD Buy 18-12-2009 456.1000
CHI Sell 18-12-2009 40.9000
COSMOFILMS Sell 18-12-2009 104.7500
CRANESSOFT Sell 18-12-2009 30.7500
CUB Sell 18-12-2009 24.1000
DCMSRMCONS Sell 18-12-2009 51.8500
DECOLIGHT Sell 18-12-2009 9.8000
DLF Sell 18-12-2009 357.4000
DREDGECORP Sell 18-12-2009 481.2000
EKC Sell 18-12-2009 141.1000
EMAMILTD Sell 18-12-2009 511.2000
ENERGYDEV Sell 18-12-2009 57.0500
ESABINDIA Sell 18-12-2009 535.7500
ESSELPACK Sell 18-12-2009 42.6000
EXCELINFO Sell 18-12-2009 57.6500
FAME Sell 18-12-2009 28.1000
FIEMIND Sell 18-12-2009 107.3500
FINPIPE Sell 18-12-2009 52.3000
FTCPOF3YDV Buy 18-12-2009 11.6000
FTCSF5YGRO Sell 18-12-2009 11.4000
GANGOTRI Sell 18-12-2009 9.0000
GEMINI Sell 18-12-2009 40.9000
GEOMETRIC Sell 18-12-2009 69.4000
GLOBALVECT Sell 18-12-2009 43.3000
GLOBUSSPR Sell 18-12-2009 91.0000
GOLDENTOBC Buy 18-12-2009 106.4000
GRABALALK Sell 18-12-2009 51.6000
GRUH Sell 18-12-2009 205.0000
GTNTEX Sell 18-12-2009 13.4500
HCLTECH Buy 18-12-2009 365.3000
HILTON Buy 18-12-2009 23.1000
HIRECT Sell 18-12-2009 54.5000
ICSA Sell 18-12-2009 166.1000
INDIACEM Sell 18-12-2009 116.2000
INDLMETER Sell 18-12-2009 114.5000
INDSWFTLTD Sell 18-12-2009 31.5000
INOXLEISUR Sell 18-12-2009 59.7500
ITDCEM Sell 18-12-2009 181.0500
JAYNECOIND Sell 18-12-2009 30.4000
JENSONICOL Buy 18-12-2009 6.9500
JINDALSTEL Sell 18-12-2009 707.6500
KEC Buy 18-12-2009 579.9500
KIRIDYES Sell 18-12-2009 641.9000
KIRLOSOIL Buy 18-12-2009 162.6000
KOHINOOR Sell 18-12-2009 53.7500
KOPDRUGS Sell 18-12-2009 12.3000
KTKBANK Sell 18-12-2009 125.0000
LAOPALA Sell 18-12-2009 31.1000
LUPIN Buy 18-12-2009 1519.0000
MANAKSIA Sell 18-12-2009 82.8000
MANGCHEFER Sell 18-12-2009 20.3000
MRF Buy 18-12-2009 6626.7002
MYSOREBANK Sell 18-12-2009 706.3000
NATCOPHARM Buy 18-12-2009 117.5500
NAVNETPUBL Sell 18-12-2009 38.6000
NHPC Sell 18-12-2009 31.9500
NOCIL Sell 18-12-2009 24.0500
NRC Sell 18-12-2009 10.5500
OMAXE Sell 18-12-2009 92.3500
ONGC Sell 18-12-2009 1185.2500
ORIENTPPR Sell 18-12-2009 47.4500
PAPERPROD Sell 18-12-2009 57.8500
PATINTLOG Sell 18-12-2009 27.1500
PETRONET Sell 18-12-2009 71.3000
POCHIRAJU Sell 18-12-2009 17.7500
POLYPLEX Sell 18-12-2009 178.1500
PRETAILDVR Buy 18-12-2009 251.9500
PRITHVI Sell 18-12-2009 64.9500
RAMCOSYS Sell 18-12-2009 97.4500
RANEENGINE Sell 18-12-2009 124.9500
RCF Sell 18-12-2009 72.7000
RPGCABLES Buy 18-12-2009 26.0500
RSSOFTWARE Sell 18-12-2009 46.2000
SABTN Sell 18-12-2009 32.7000
SADBHAV Buy 18-12-2009 1098.2500
SAKUMA Sell 18-12-2009 14.1000
SALORAINTL Sell 18-12-2009 42.9000
SELAN Sell 18-12-2009 317.4500
SGFL Sell 18-12-2009 12.2000
SHANTIGEAR Sell 18-12-2009 42.6500
SHARRESLTD Buy 18-12-2009 82.5000
SIMBHSUGAR Buy 18-12-2009 74.3500
SITASHREE Sell 18-12-2009 8.6000
SRGINFOTEC Sell 18-12-2009 0.8500
SURYALAXMI Sell 18-12-2009 35.9000
TATAELXSI Sell 18-12-2009 241.7000
TCS Buy 18-12-2009 727.5000
TIL Sell 18-12-2009 334.2000
TTL Sell 18-12-2009 13.0000
TUBEINVEST Sell 18-12-2009 63.4000
UBHOLDINGS Sell 18-12-2009 316.3000
UFLEX Sell 18-12-2009 94.5500
UNIVCABLES Sell 18-12-2009 82.3500
VENUSREM Sell 18-12-2009 230.9000
VIKASHMET Sell 18-12-2009 16.8000
VISESHINFO Sell 18-12-2009 8.3000
VOLTAMP Sell 18-12-2009 851.4500
WINSOMYARN Buy 18-12-2009 13.6500
WWIL Buy 18-12-2009 19.4500
XPROINDIA Sell 18-12-2009 30.7000
Hi SCF,
How u get this data. using any afl for this?

do we have any afl to find out which indicator is best for a particular script.

thanks
Nishant
 
S

SCF

Guest
#25
Here is what I have been trading. I have an AFL for exploration. Just by watching the following many of you would easily guess what I have been doing.

Ticker Date/Time RANGE BUY BUYTGT STOPLOSS SELL SELLTGT STOPLOSS
UNITECH 03-11-2009 8.12 76.22 77.73 73.18 73.18 71.67 76.22
UNITECH 04-11-2009 7.64 83.92 85.49 80.78 80.78 79.21 83.92
UNITECH 05-11-2009 7.33 86.76 88.32 83.64 83.64 82.08 86.76
UNITECH 06-11-2009 6.91 88.66 90.16 85.64 85.64 84.14 88.66
UNITECH 09-11-2009 6.79 90.00 91.50 87.00 87.00 85.50 90.00
UNITECH 10-11-2009 6.86 87.73 89.21 84.77 84.77 83.29 87.73
UNITECH 11-11-2009 6.60 90.32 91.78 87.38 87.38 85.92 90.32
UNITECH 12-11-2009 6.96 85.82 87.29 82.88 82.88 81.41 85.82
UNITECH 13-11-2009 6.76 85.27 86.68 82.43 82.43 81.02 85.27
UNITECH 16-11-2009 6.36 87.62 88.99 84.88 84.88 83.51 87.62
UNITECH 17-11-2009 6.27 86.64 87.97 83.96 83.96 82.63 86.64
UNITECH 18-11-2009 6.03 87.55 88.85 84.95 84.95 83.65 87.55
UNITECH 19-11-2009 6.41 82.96 84.27 80.34 80.34 79.03 82.96
UNITECH 20-11-2009 6.35 82.54 83.83 79.96 79.96 78.67 82.54
UNITECH 23-11-2009 6.16 81.89 83.13 79.41 79.41 78.17 81.89
UNITECH 24-11-2009 6.06 81.01 82.22 78.59 78.59 77.38 81.01
UNITECH 25-11-2009 6.13 79.65 80.85 77.25 77.25 76.05 79.65
UNITECH 26-11-2009 6.19 78.39 79.59 76.01 76.01 74.81 78.39
UNITECH 27-11-2009 6.38 80.57 81.83 78.03 78.03 76.77 80.57
UNITECH 30-11-2009 6.27 80.54 81.79 78.06 78.06 76.81 80.54
UNITECH 01-12-2009 6.04 90.14 91.48 87.46 87.46 86.12 90.14
UNITECH 02-12-2009 5.90 90.21 91.52 87.59 87.59 86.28 90.21
UNITECH 03-12-2009 5.65 91.32 92.59 88.78 88.78 87.51 91.32
UNITECH 04-12-2009 5.62 89.44 90.68 86.96 86.96 85.72 89.44
UNITECH 07-12-2009 5.56 88.06 89.26 85.64 85.64 84.44 88.06
UNITECH 08-12-2009 5.40 92.28 93.51 89.82 89.82 88.59 92.28
UNITECH 09-12-2009 5.36 90.70 91.90 88.30 88.30 87.10 90.70
UNITECH 10-12-2009 5.21 89.50 90.65 87.20 87.20 86.05 89.50
UNITECH 11-12-2009 5.32 87.80 88.96 85.50 85.50 84.34 87.80
UNITECH 14-12-2009 5.16 87.57 88.68 85.33 85.33 84.22 87.57
UNITECH 15-12-2009 5.16 86.55 87.65 84.35 84.35 83.25 86.55
UNITECH 16-12-2009 5.04 85.41 86.48 83.29 83.29 82.22 85.41
UNITECH 17-12-2009 5.05 83.59 84.63 81.51 81.51 80.47 83.59
UNITECH 18-12-2009 5.09 81.22 82.24 79.18 79.18 78.16 81.22
UNITECH 21-12-2009 5.14 79.15 80.16 77.15 77.15 76.14 79.15


OK. friends no more guessing.

The strategy is based on Average True Range as percentage to the close price. This is not mechanical but discretionary. They triggers and targets are just my guiding principles.

My AFL generates the above data. I would enter into long when the price crawls upwards from below at Buy Price. Then I place SL at SL for Buy. When the position becomes profitable by 50 paise roughly I would move my trailing stop to entry price. If the price moves another 25 ps favourably I will lift the trailing stop to 50 ps profit level. Then I use my discretion to book profit or wait for the price to hit my trailing SL.

When the SL is hit and the price further slips down, then I will open a Short position at Sell price. And the remaining story need no explanation. Generally I double by position size in the next trade after SL hit.

When there are two SL hits consequitively then I would pack up for the day.

Thatz it friends.
 
Last edited by a moderator:
S

SCF

Guest
#26
Statistics
All trades Long trades Short trades
Initial capital 100000.00 100000.00 100000.00
Ending capital 493999161.59 315630195.44 178468966.14
Net Profit 493899161.59 315530195.44 178368966.14
Net Profit % 493899.16 % 315530.20 % 178368.97 %
Exposure % 73.40 % 38.71 % 34.69 %
Net Risk Adjusted Return % 672874.22 % 815046.02 % 514205.96 %
Annual Return % 6928.51 % 5518.10 % 4124.56 %
Risk Adjusted Return % 9439.20 % 14253.80 % 11890.37 %

--------------------------------------------------------------------------------

All trades 457 242 (52.95 %) 215 (47.05 %)
Avg. Profit/Loss 1080742.15 1303843.78 829623.10
Avg. Profit/Loss % 2.25 % 2.48 % 1.98 %
Avg. Bars Held 1.96 1.96 1.97

--------------------------------------------------------------------------------

Winners 369 (80.74 %) 199 (43.54 %) 170 (37.20 %)
Total Profit 547192419.73 335130627.27 212061792.47
Avg. Profit 1482906.29 1684073.50 1247422.31
Avg. Profit % 3.04 % 3.20 % 2.86 %
Avg. Bars Held 1.96 1.95 1.96
Max. Consecutive 25 21 16
Largest win 49272709.89 49272709.89 15190232.86
# bars in largest win 2 2 1

--------------------------------------------------------------------------------

Losers 88 (19.26 %) 43 (9.41 %) 45 (9.85 %)
Total Loss -53293258.15 -19600431.82 -33692826.33
Avg. Loss -605605.21 -455824.00 -748729.47
Avg. Loss % -1.08 % -0.82 % -1.32 %
Avg. Bars Held 2.00 2.00 2.00
Max. Consecutive 4 3 3
Largest loss -9231745.12 -9231745.12 -7650951.17
# bars in largest loss 2 2 2

--------------------------------------------------------------------------------

Max. trade drawdown -9231745.12 -9231745.12 -7650951.17
Max. trade % drawdown -9.02 % -2.48 % -9.02 %
Max. system drawdown -24689388.44 -15716026.55 -13808201.84
Max. system % drawdown -5.18 % -6.00 % -13.29 %
Recovery Factor 20.00 20.08 12.92
CAR/MaxDD 1336.33 919.22 310.28
RAR/MaxDD 1820.57 2374.45 894.49
Profit Factor 10.27 17.10 6.29
Payoff Ratio 2.45 3.69 1.67
Standard Error 75092165.41 53003768.89 25500489.19
Risk-Reward Ratio 3.07 2.66 3.49
Ulcer Index 0.94 1.22 2.01
Ulcer Performance Index 7397.17 4507.30 2050.74
Sharpe Ratio of trades 11.31 11.55 11.19
K-Ratio 0.0801 0.0696 0.0913

Here is the Amibroker AFL.

/*Copy Rights Reserved - SCF - 01/01/2009*/
RANGE = High-Low;
REQRANGE = RANGE/5;
RANGE1= High - REQRANGE;
RANGE2= High-Open;
RANGE3 =Low +REQRANGE;
RANGE4=Close-Low;
RANGE5=Open>RANGE1;
RANGE6=Close<RANGE3;
RANGE7= High-Close;
RANGE8= Open-Low;
RANGE9=Open<RANGE3;
RANGE10=Close>RANGE1;
CON=Ref(HHV (RANGE,20),-1 ) < RANGE*2;
Buy=RANGE5 AND RANGE6 AND CON;
Sell=RANGE9 AND RANGE10 AND CON;
Short=Sell;
Cover=Buy;
Filter = Buy OR Sell;
AddColumn( Low, "BUY " );
AddColumn (High, "SELL");
 
Last edited by a moderator:

alroyraj

Well-Known Member
#28
Here is what I have been trading. I have an AFL for exploration. Just by watching the following many of you would easily guess what I have been doing.

Ticker Date/Time RANGE BUY BUYTGT STOPLOSS SELL SELLTGT STOPLOSS
UNITECH 03-11-2009 8.12 76.22 77.73 73.18 73.18 71.67 76.22
UNITECH 04-11-2009 7.64 83.92 85.49 80.78 80.78 79.21 83.92
UNITECH 05-11-2009 7.33 86.76 88.32 83.64 83.64 82.08 86.76
UNITECH 06-11-2009 6.91 88.66 90.16 85.64 85.64 84.14 88.66
UNITECH 09-11-2009 6.79 90.00 91.50 87.00 87.00 85.50 90.00
UNITECH 10-11-2009 6.86 87.73 89.21 84.77 84.77 83.29 87.73
UNITECH 11-11-2009 6.60 90.32 91.78 87.38 87.38 85.92 90.32
UNITECH 12-11-2009 6.96 85.82 87.29 82.88 82.88 81.41 85.82
UNITECH 13-11-2009 6.76 85.27 86.68 82.43 82.43 81.02 85.27
UNITECH 16-11-2009 6.36 87.62 88.99 84.88 84.88 83.51 87.62
UNITECH 17-11-2009 6.27 86.64 87.97 83.96 83.96 82.63 86.64
UNITECH 18-11-2009 6.03 87.55 88.85 84.95 84.95 83.65 87.55
UNITECH 19-11-2009 6.41 82.96 84.27 80.34 80.34 79.03 82.96
UNITECH 20-11-2009 6.35 82.54 83.83 79.96 79.96 78.67 82.54
UNITECH 23-11-2009 6.16 81.89 83.13 79.41 79.41 78.17 81.89
UNITECH 24-11-2009 6.06 81.01 82.22 78.59 78.59 77.38 81.01
UNITECH 25-11-2009 6.13 79.65 80.85 77.25 77.25 76.05 79.65
UNITECH 26-11-2009 6.19 78.39 79.59 76.01 76.01 74.81 78.39
UNITECH 27-11-2009 6.38 80.57 81.83 78.03 78.03 76.77 80.57
UNITECH 30-11-2009 6.27 80.54 81.79 78.06 78.06 76.81 80.54
UNITECH 01-12-2009 6.04 90.14 91.48 87.46 87.46 86.12 90.14
UNITECH 02-12-2009 5.90 90.21 91.52 87.59 87.59 86.28 90.21
UNITECH 03-12-2009 5.65 91.32 92.59 88.78 88.78 87.51 91.32
UNITECH 04-12-2009 5.62 89.44 90.68 86.96 86.96 85.72 89.44
UNITECH 07-12-2009 5.56 88.06 89.26 85.64 85.64 84.44 88.06
UNITECH 08-12-2009 5.40 92.28 93.51 89.82 89.82 88.59 92.28
UNITECH 09-12-2009 5.36 90.70 91.90 88.30 88.30 87.10 90.70
UNITECH 10-12-2009 5.21 89.50 90.65 87.20 87.20 86.05 89.50
UNITECH 11-12-2009 5.32 87.80 88.96 85.50 85.50 84.34 87.80
UNITECH 14-12-2009 5.16 87.57 88.68 85.33 85.33 84.22 87.57
UNITECH 15-12-2009 5.16 86.55 87.65 84.35 84.35 83.25 86.55
UNITECH 16-12-2009 5.04 85.41 86.48 83.29 83.29 82.22 85.41
UNITECH 17-12-2009 5.05 83.59 84.63 81.51 81.51 80.47 83.59
UNITECH 18-12-2009 5.09 81.22 82.24 79.18 79.18 78.16 81.22
UNITECH 21-12-2009 5.14 79.15 80.16 77.15 77.15 76.14 79.15


OK. friends no more guessing.

The strategy is based on Average True Range as percentage to the close price. This is not mechanical but discretionary. They triggers and targets are just my guiding principles.

My AFL generates the above data. I would enter into long when the price crawls upwards from below at Buy Price. Then I place SL at SL for Buy. When the position becomes profitable by 50 paise roughly I would move my trailing stop to entry price. If the price moves another 25 ps favourably I will lift the trailing stop to 50 ps profit level. Then I use my discretion to book profit or wait for the price to hit my trailing SL.

When the SL is hit and the price further slips down, then I will open a Short position at Sell price. And the remaining story need no explanation. Generally I double by position size in the next trade after SL hit.

When there are two SL hits consequitively then I would pack up for the day.

Thatz it friends.
So the AFL just calculates the ratio of ATR by closing price?
That simple?....
 

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