indiTraders - Forum for the Active Indian Trader  

Go Back   indiTraders - Forum for the Active Indian Trader > Markets > Futures & Options

Futures & Options Futures & Option Markets

DPonline
Reply
 
Bookmark and Share LinkBack Thread Tools Display Modes
  #101 (permalink)  
Old 03-01-2017, 02:35 AM
devdas's Avatar
devdas devdas is offline
edevaay.com
 
Join Date: Mar 2009
Location: Tactical Hell....
Posts: 5,468
Thanks: 15,905
Thanked 18,554 Times in 5,160 Posts
devdas has a reputation beyond reputedevdas has a reputation beyond reputedevdas has a reputation beyond reputedevdas has a reputation beyond repute
devdas has a reputation beyond reputedevdas has a reputation beyond reputedevdas has a reputation beyond reputedevdas has a reputation beyond reputedevdas has a reputation beyond reputedevdas has a reputation beyond reputedevdas has a reputation beyond reputedevdas has a reputation beyond reputedevdas has a reputation beyond reputedevdas has a reputation beyond reputedevdas has a reputation beyond repute
Default

On 2-Jan-2017 NF opened above +e2 level (8148) and hence new e5 set generated with final values as below

+e2 : 8318
+e1 : 8267
e0 : 8215
-e1 : 8164
-e2 : 8112


Remaining current status are as below:

Trend Proxy : Non-Trending
e5 Move: Up, from last set.
Current Positions : Primary,Short.

Exit regime of Primary ( Short ) : Trend Proxy turning Up, provided e5 had already in Up mode from last set.
Entry regime of Secondary ( short ) : reaching +e2 level with Trend Proxy in Non Trending Zone, provided e5 had already in down mode from last set.
__________________
Harvest The Moon !!
Nest The Market !!
Digg this Post!Add Post to del.icio.usBookmark Post in TechnoratiFurl this Post!
Reply With Quote
The Following 3 Users Say Thank You to devdas For This Useful Post:
  #102 (permalink)  
Old 04-01-2017, 09:24 PM
devdas's Avatar
devdas devdas is offline
edevaay.com
 
Join Date: Mar 2009
Location: Tactical Hell....
Posts: 5,468
Thanks: 15,905
Thanked 18,554 Times in 5,160 Posts
devdas has a reputation beyond reputedevdas has a reputation beyond reputedevdas has a reputation beyond reputedevdas has a reputation beyond repute
devdas has a reputation beyond reputedevdas has a reputation beyond reputedevdas has a reputation beyond reputedevdas has a reputation beyond reputedevdas has a reputation beyond reputedevdas has a reputation beyond reputedevdas has a reputation beyond reputedevdas has a reputation beyond reputedevdas has a reputation beyond reputedevdas has a reputation beyond reputedevdas has a reputation beyond repute
Default

Till today nothing has changed except more non-trending persist but this is making Trend Proxy more near to Up side than Down side. A moderate upside might make trend proxy Up and system will have to exit primary short position which it is carrying since October-2015.

System will enter Primary Long positions once Trend Proxy had been in Up trending and new e5 level generated. For example if Trend Proxy is up and NF opened above current +e2 level ( 8318 ) then with new e5 in hand, System will enter Primary Long on Proxy Open Price.
__________________
Harvest The Moon !!
Nest The Market !!
Digg this Post!Add Post to del.icio.usBookmark Post in TechnoratiFurl this Post!
Reply With Quote
The Following 3 Users Say Thank You to devdas For This Useful Post:
  #103 (permalink)  
Old 05-01-2017, 11:34 PM
devdas's Avatar
devdas devdas is offline
edevaay.com
 
Join Date: Mar 2009
Location: Tactical Hell....
Posts: 5,468
Thanks: 15,905
Thanked 18,554 Times in 5,160 Posts
devdas has a reputation beyond reputedevdas has a reputation beyond reputedevdas has a reputation beyond reputedevdas has a reputation beyond repute
devdas has a reputation beyond reputedevdas has a reputation beyond reputedevdas has a reputation beyond reputedevdas has a reputation beyond reputedevdas has a reputation beyond reputedevdas has a reputation beyond reputedevdas has a reputation beyond reputedevdas has a reputation beyond reputedevdas has a reputation beyond reputedevdas has a reputation beyond reputedevdas has a reputation beyond repute
Default

Surprisingly even on 5-Jan-2017 Trend Proxy is in Non-Trending phase. System still holding Primary short.
__________________
Harvest The Moon !!
Nest The Market !!
Digg this Post!Add Post to del.icio.usBookmark Post in TechnoratiFurl this Post!
Reply With Quote
The Following 2 Users Say Thank You to devdas For This Useful Post:
  #104 (permalink)  
Old 08-01-2017, 07:51 PM
devdas's Avatar
devdas devdas is offline
edevaay.com
 
Join Date: Mar 2009
Location: Tactical Hell....
Posts: 5,468
Thanks: 15,905
Thanked 18,554 Times in 5,160 Posts
devdas has a reputation beyond reputedevdas has a reputation beyond reputedevdas has a reputation beyond reputedevdas has a reputation beyond repute
devdas has a reputation beyond reputedevdas has a reputation beyond reputedevdas has a reputation beyond reputedevdas has a reputation beyond reputedevdas has a reputation beyond reputedevdas has a reputation beyond reputedevdas has a reputation beyond reputedevdas has a reputation beyond reputedevdas has a reputation beyond reputedevdas has a reputation beyond reputedevdas has a reputation beyond repute
Default

No change in Trend Proxy on 6-Jan also.
System holding Primary short.
__________________
Harvest The Moon !!
Nest The Market !!
Digg this Post!Add Post to del.icio.usBookmark Post in TechnoratiFurl this Post!
Reply With Quote
The Following 2 Users Say Thank You to devdas For This Useful Post:
  #105 (permalink)  
Old 10-01-2017, 11:38 PM
devdas's Avatar
devdas devdas is offline
edevaay.com
 
Join Date: Mar 2009
Location: Tactical Hell....
Posts: 5,468
Thanks: 15,905
Thanked 18,554 Times in 5,160 Posts
devdas has a reputation beyond reputedevdas has a reputation beyond reputedevdas has a reputation beyond reputedevdas has a reputation beyond repute
devdas has a reputation beyond reputedevdas has a reputation beyond reputedevdas has a reputation beyond reputedevdas has a reputation beyond reputedevdas has a reputation beyond reputedevdas has a reputation beyond reputedevdas has a reputation beyond reputedevdas has a reputation beyond reputedevdas has a reputation beyond reputedevdas has a reputation beyond reputedevdas has a reputation beyond repute
Default

Ok, finally with the closing price of today ( 10-Jan-2017 ) Trend Proxy turned up. Now system will have two actions to follow as described below,

1) Exit primary short on proxy open price on next day ( 11-Jan ).

2) If Opening happens above +e2 level (8318) which will generate new e5 set alongwith trend proxy Up and hence enter primary long also at proxy open price.

Opening -> First tick price.( whatever our data feed provides )
Proxy Open Price -> Closing price of 1st minute candle.
__________________
Harvest The Moon !!
Nest The Market !!
Digg this Post!Add Post to del.icio.usBookmark Post in TechnoratiFurl this Post!
Reply With Quote
The Following 3 Users Say Thank You to devdas For This Useful Post:
  #106 (permalink)  
Old 12-01-2017, 12:16 AM
devdas's Avatar
devdas devdas is offline
edevaay.com
 
Join Date: Mar 2009
Location: Tactical Hell....
Posts: 5,468
Thanks: 15,905
Thanked 18,554 Times in 5,160 Posts
devdas has a reputation beyond reputedevdas has a reputation beyond reputedevdas has a reputation beyond reputedevdas has a reputation beyond repute
devdas has a reputation beyond reputedevdas has a reputation beyond reputedevdas has a reputation beyond reputedevdas has a reputation beyond reputedevdas has a reputation beyond reputedevdas has a reputation beyond reputedevdas has a reputation beyond reputedevdas has a reputation beyond reputedevdas has a reputation beyond reputedevdas has a reputation beyond reputedevdas has a reputation beyond repute
Default

Before we come to new status of system here are actions of system

Exited Primary Short at proxy open price: @ 8331
Entered Primary Long at proxy open price: @ 8331

Today ( 11-Jan-2017 ) new e5 level generated with final value as below,

+e2 : 8434
+e1 : 8385
e0 : 8335
-e1 : 8286
-e2 : 8236



Trend Proxy : Up
e5 Move: Up, from last set.
Current Positions : Primary-Long.

Exit regime of Primary ( Long ) : Trend Proxy turning Down, provided e5 had already in Down mode from last set.
Entry regime of Secondary ( Long ) : reaching -e2 level with Trend Proxy in Non Trending Zone, provided e5 had already in Up mode from last set.
__________________
Harvest The Moon !!
Nest The Market !!
Digg this Post!Add Post to del.icio.usBookmark Post in TechnoratiFurl this Post!
Reply With Quote
The Following 3 Users Say Thank You to devdas For This Useful Post:
  #107 (permalink)  
Old 16-01-2017, 12:18 AM
devdas's Avatar
devdas devdas is offline
edevaay.com
 
Join Date: Mar 2009
Location: Tactical Hell....
Posts: 5,468
Thanks: 15,905
Thanked 18,554 Times in 5,160 Posts
devdas has a reputation beyond reputedevdas has a reputation beyond reputedevdas has a reputation beyond reputedevdas has a reputation beyond repute
devdas has a reputation beyond reputedevdas has a reputation beyond reputedevdas has a reputation beyond reputedevdas has a reputation beyond reputedevdas has a reputation beyond reputedevdas has a reputation beyond reputedevdas has a reputation beyond reputedevdas has a reputation beyond reputedevdas has a reputation beyond reputedevdas has a reputation beyond reputedevdas has a reputation beyond repute
Default

On 13-Jan-2017 , new e5 set generated as below

+e2 : 8548
+e1 : 8502
e0 : 8455
-e1 : 8409
-e2 : 8362


Trend Proxy : Up
e5 Move: Up, from last set.
Current Positions : Primary-Long.

Exit regime of Primary ( Long ) : Trend Proxy turning Down, provided e5 had already in Down mode from last set.
Entry regime of Secondary ( Long ) : reaching -e2 level with Trend Proxy in Non Trending Zone, provided e5 had already in Up mode from last set.
__________________
Harvest The Moon !!
Nest The Market !!
Digg this Post!Add Post to del.icio.usBookmark Post in TechnoratiFurl this Post!
Reply With Quote
The Following 3 Users Say Thank You to devdas For This Useful Post:
  #108 (permalink)  
Old 22-01-2017, 10:54 AM
devdas's Avatar
devdas devdas is offline
edevaay.com
 
Join Date: Mar 2009
Location: Tactical Hell....
Posts: 5,468
Thanks: 15,905
Thanked 18,554 Times in 5,160 Posts
devdas has a reputation beyond reputedevdas has a reputation beyond reputedevdas has a reputation beyond reputedevdas has a reputation beyond repute
devdas has a reputation beyond reputedevdas has a reputation beyond reputedevdas has a reputation beyond reputedevdas has a reputation beyond reputedevdas has a reputation beyond reputedevdas has a reputation beyond reputedevdas has a reputation beyond reputedevdas has a reputation beyond reputedevdas has a reputation beyond reputedevdas has a reputation beyond reputedevdas has a reputation beyond repute
Default

At closing value of 20-Jan-2017, Trend Proxy turned non-trending. As it is very near to -e2 level (8363 ) so secondary long regime will be valid only if next e5 set is "not" down from current one. Indirectly secondary long will be taken only in this e5 set itself.

Current Status are as below,

Trend Proxy : Non-Trending
e5 Move: Up, from last set.
Current Positions : Primary-Long.

Exit regime of Primary ( Long ) : Trend Proxy turning Down, provided e5 had already in Down mode from last set.
Entry regime of Secondary ( Long ) : reaching -e2 level with Trend Proxy in Non Trending Zone, provided e5 had already in Up mode from last set.
__________________
Harvest The Moon !!
Nest The Market !!
Digg this Post!Add Post to del.icio.usBookmark Post in TechnoratiFurl this Post!
Reply With Quote
The Following 3 Users Say Thank You to devdas For This Useful Post:
  #109 (permalink)  
Old 24-01-2017, 09:17 AM
devdas's Avatar
devdas devdas is offline
edevaay.com
 
Join Date: Mar 2009
Location: Tactical Hell....
Posts: 5,468
Thanks: 15,905
Thanked 18,554 Times in 5,160 Posts
devdas has a reputation beyond reputedevdas has a reputation beyond reputedevdas has a reputation beyond reputedevdas has a reputation beyond repute
devdas has a reputation beyond reputedevdas has a reputation beyond reputedevdas has a reputation beyond reputedevdas has a reputation beyond reputedevdas has a reputation beyond reputedevdas has a reputation beyond reputedevdas has a reputation beyond reputedevdas has a reputation beyond reputedevdas has a reputation beyond reputedevdas has a reputation beyond reputedevdas has a reputation beyond repute
Default

On 23-Jan, new e5 set generated with following values

+e2 : 8435
+e1 : 8389
e0 : 8344
-e1 : 8298
-e2 : 8252



Current Status are as below,

Trend Proxy : Non-Trending
e5 Move: Down, from last set.
Current Positions : Primary-Long.

Exit regime of Primary ( Long ) : Trend Proxy turning Down, provided e5 had already in Down mode from last set.
Entry regime of Secondary ( Long ) : reaching -e2 level with Trend Proxy in Non Trending Zone, provided e5 had already in Up mode from last set.
__________________
Harvest The Moon !!
Nest The Market !!
Digg this Post!Add Post to del.icio.usBookmark Post in TechnoratiFurl this Post!
Reply With Quote
The Following 2 Users Say Thank You to devdas For This Useful Post:
  #110 (permalink)  
Old 25-01-2017, 01:40 AM
devdas's Avatar
devdas devdas is offline
edevaay.com
 
Join Date: Mar 2009
Location: Tactical Hell....
Posts: 5,468
Thanks: 15,905
Thanked 18,554 Times in 5,160 Posts
devdas has a reputation beyond reputedevdas has a reputation beyond reputedevdas has a reputation beyond reputedevdas has a reputation beyond repute
devdas has a reputation beyond reputedevdas has a reputation beyond reputedevdas has a reputation beyond reputedevdas has a reputation beyond reputedevdas has a reputation beyond reputedevdas has a reputation beyond reputedevdas has a reputation beyond reputedevdas has a reputation beyond reputedevdas has a reputation beyond reputedevdas has a reputation beyond reputedevdas has a reputation beyond repute
Default

Current Status on closing of 24-Jan,

Trend Proxy : Up
e5 Move: Down, from last set.
Current Positions : Primary-Long.

Exit regime of Primary ( Long ) : Trend Proxy turning Down, provided e5 had already in Down mode from last set.
Entry regime of Secondary ( Long ) : reaching -e2 level with Trend Proxy in Non Trending Zone, provided e5 had already in Up mode from last set.
__________________
Harvest The Moon !!
Nest The Market !!
Digg this Post!Add Post to del.icio.usBookmark Post in TechnoratiFurl this Post!
Reply With Quote
The Following 3 Users Say Thank You to devdas For This Useful Post:
Reply

indiTraders - Forum for the Active Indian Trader > Markets > Futures & Options


Thread Tools
Display Modes

Posting Rules
You may not post new threads
You may not post replies
You may not post attachments
You may not edit your posts

BB code is On
Smilies are On
[IMG] code is On
HTML code is Off
Trackbacks are Off
Pingbacks are On
Refbacks are On


DPonline

All times are GMT +5.5. The time now is 04:12 AM.


vBulletin Copyright by vBulletin

Content Relevant URLs by vBSEO 3.3.2