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  #51 (permalink)  
Old 08-07-2016, 10:33 PM
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Today NF traded through -e1 level ( 8326 ) , so system triggered secondary long at -e1 level.

With this currently system is carrying Base long and Secondary long position.

Exit levels for this secondary long will be either new e0 level or +e1 level ( 8443 ) of same set.
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  #52 (permalink)  
Old 12-07-2016, 12:51 AM
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Today ( 11-07-2016 ) NF traded through +e1 level ( 8443 ) and secondary long is exited at that level.

System is again carrying base long position only.
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  #53 (permalink)  
Old 13-07-2016, 12:56 AM
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Today NF opened above prior +e2 level ( 8502 ) and hence new values of e5 levels come in effect, final settled values are as below


+e2 : 8623
+e1 : 8568
e0 : 8512
-e1 : 8456
-e2 : 8401
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  #54 (permalink)  
Old 21-07-2016, 02:06 AM
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System is still under e5 set from 12-July, and there is yet no dictation on change of actions on +-e1 and +-e2 levels.

System is carrying Base long position since 26-May-2016, and it simply means current trend on higher scale is bullish.
Secondary trades often triggered Short position during this, which simply means they tried to catch smaller swings or tried to safeguard from higher scale trend being reversed.
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  #55 (permalink)  
Old 22-07-2016, 01:55 AM
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Today ( 21-07-2016 ) Nifty made flash open 8888.00 , much away from prevailing market price. If we go by mathematics then we will have new e5 levels but filtering out outlier flash open tick, system will continue to hold previous e5 levels. So no change in that regard is made.

With today's trading system has dictated small change in actions on secondary levels, hence -e1 level ( 8456 ) will no longer be used for secondary long trigger now in this e5 level set. In contrast +e1 level (8568 ) still need confirmation to trigger secondary short in this e5 level set.

So staying with base long position.
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  #56 (permalink)  
Old 26-07-2016, 12:29 PM
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Today NF still opened below +e2 level ( 8623 ) and so same set of e5 level are continue to be valid. With yday trading +e1 level ( 8568 ) is now dictated as secondary short trigger level, hence from now if NF trades through +e1 level system will trigger secondary short.

Till that system is carrying only base long position.
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  #57 (permalink)  
Old 27-07-2016, 11:44 AM
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Today again NF could not open above +e2 level ( 8623 ) and rather it traded through +e1 level ( 8568 ) , hence system triggered secondary short at that level.

With this effective net position of system is neutral, if it goes through with this over expiry then there will be no Rollover cost in PnL sheet.

This secondary short can be exited either on new e0 level or -e1 level ( 8326 ) of same set.
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  #58 (permalink)  
Old 29-07-2016, 12:36 AM
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Finally, today ( 28-Jul-16) NF opened above +e2 level ( 8623 ) and a new set of e5 level came in play. Finally settled values for these are as below,

+e2 : 8714
+e1 : 8670
e0 : 8625
-e1 : 8581
-e2 : 8537


Secondary short needed to exit at new e0 level ( 8625 -> July Future ) and hence system to re-gain its Long position in form of base long position. Because we already need to roll any nett position hence , rather exiting secondary short with July contract, we simply exit this with Aug Contract, making rollover automatically included with loss.
Proxy open price of Aug Future is 8672, hence system's secondary short position exit at 8672.

With this system is again carrying base long position.
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  #59 (permalink)  
Old 04-08-2016, 09:22 AM
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For time being i am unable to update this due to many other works.
Will update trade sheet till 31-July-2016.

Will continue perhaps from Sep first week.
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  #60 (permalink)  
Old 14-10-2016, 01:14 AM
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Hello guys,

I will now continue to post from fresh start from current level. I have been busy with obvious reasons of structuring my website. System has been in buy mode with primary position so far where we have left in July end, from that time there have been couple of losing-winning secondary trades and primary position being continue to be long till date. In summary i am taking that reasonably offset-ted.

In mean time i have tried reducing trades further, i observed secondary trades were not optimized at their location. Rather eliminating them , i am still considering them with changed location and objective. Changes that are made still hover around e5 level set and i will describe them in weekend.

I have selected this day for continuation because today's candle close is way beyond the -e2 level( 8676 ) of ongoing e5 set and most probably tomorrow's opening will be below this level and hence generating new e5 set. And most interesting part is that, with this happening, system will go in primary short mode first time after 10-Mar-2016 taking effect of new changes made.

So with 99% chances , system will go with primary short position on tomorrow's proxy open price.
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Last edited by devdas; 14-10-2016 at 01:17 AM.
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