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  #81 (permalink)  
Old 21-11-2016, 10:28 AM
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Nothing is changed yet, e5 set is applicable from 17-Nov.
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  #82 (permalink)  
Old 23-11-2016, 12:15 PM
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Nothing changed so far. System is carrying forward both primary and secondary position to Dec contract. At current prices , expiry shift value of 46 point premium will be reflected in trade sheet for transferring both short position to next month.
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  #83 (permalink)  
Old 27-11-2016, 02:00 AM
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Ok, here noticed a change by system, with closing price of 25-Nov, system encounter non trending zone and hence secondary short will be exited at proxy open price of next trading session.

No change in e5 set yet, values from 17-Nov still holding.
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  #84 (permalink)  
Old 29-11-2016, 02:08 AM
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Today ( 28- Nov-16 ) secondary short is exited at proxy open price ( 1st minute candle close ) of 8100. System still evaluates trend proxy as non trending ,if maintaining this price reaches +e2 level ( 8232 ) of this e5 set then secondary short will be re-entered at that level.

Now, system is carrying only primary position as short and e5 set from 17-Nov still valid.
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  #85 (permalink)  
Old 01-12-2016, 12:38 AM
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Today ( 30-Nov-16 ) , System re-entered Secondary short at 8232 level.
Trend Proxy still in non trending zone. New e5 level will generate with opening above +e2 level ( 8232 ) and -e2 of new e5 level will be exit level for secondary short provided trend proxy remain in non trending zone.
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  #86 (permalink)  
Old 01-12-2016, 11:31 AM
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New e5 level set generated with provisional values as below,

+e2 : 8431
+e1 : 8345
e0 : 8259
-e1 : 8173
-e2 : 8087


Trend Proxy : Non Trending
Exit level for Secondary Short : -e2 ( 8087 Provisional)
Current Positions : Primary and Secondary , both Short.
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  #87 (permalink)  
Old 01-12-2016, 10:56 PM
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Final settled e5 level are as below,

+e2 : 8430
+e1 : 8345
e0 : 8259
-e1 : 8174
-e2 : 8088


Trend Proxy : Non Trending
e5 Move: Up, from last set.
Exit level for Secondary Short : -e2 (8088 ) , provided Non-Trending persist.
Current Positions : Primary and Secondary , both Short.
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  #88 (permalink)  
Old 05-12-2016, 12:28 PM
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Hi,

As system had to exit secondary short at -e2 level ( 8088 ) and currently NF is trading in that vicinity. Interesting point to note is that, with NF at 8088 Trend proxy is again turning down. But this is due to intraday movements and near closing it can be anywhere that might again make it non-trending.
In nut shell, it is hard to reverse engineer this intraday fluctuation for gauging trend proxy at particular intraday price and system had to place pre order for its trade hence this secondary short will be exited at 8088.

It is possible to close below -e2 level and open next day below this and hence making trend proxy firmly down with new e5 generated set. In that event system assumes its normal down move but it can not re-enter secondary short at proxy open price. This is so because in that way that position would be just duplicating primary position. Regime of secondary short is pullback in trend not breakout in trend.

I think i have explain it correctly as per system dictated rules and secondary short is exited at -e2 (8088 ) level.
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  #89 (permalink)  
Old 07-12-2016, 09:05 AM
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e5 Set is valid form 1-Dec-2016

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.
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  #90 (permalink)  
Old 09-12-2016, 01:14 AM
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With today's ( 8-Dec-2016 ) closing, yet no change in Trend Proxy, Positions or e5 Set. System continues as usual.
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