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  #1 (permalink)  
Old 14-06-2016, 03:15 PM
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Default eSuperTrend Strategy

Coming Soon !
System under construction.
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Old 14-06-2016, 06:53 PM
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Why not ddCoherent method?

--no1lives4ever
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Old 22-12-2016, 11:09 AM
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Hello No1,

Please change the thread title to "eSuperTrend Strategy" if possible.

I have been tracking an idea around SuperTrend and will be posting trades based on that. Actually it is transformed version of said old title, so do not want to create yet another thread.

As this is WIP and trades are based on intraday data so i will be posting trades only after EOD ( funny ) due to other work. I expect it to test till April-2017 and will look and revise then. Though based on intraday data, but do not expect 10 trades a day, rather it is opposite, we can expect one trade in 10 day and hence this in not day trading strategy but for execution it need full day observation when trade hits.

Idea is very ancient based on SuperTrend, and expect whipsaw. As a starter i am posting last running trade ( but will not be included in PnL ) which got generated as below:

Short @ 8200
Date-Time : 12-Dec-2016 , 13:53 PM

It is running till date without getting stopped out.
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Old 22-12-2016, 02:30 PM
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Originally Posted by devdas View Post
Hello No1,

Please change the thread title to "eSuperTrend Strategy" if possible.

Done..

For these kinda changes, you can also report any post in the thread and ask moderators to do the required change.

-- no1lives4ever
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Old 24-12-2016, 11:46 AM
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No change. Short position still continued.
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Old 25-12-2016, 01:50 PM
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Is this based on hourly supertrend?
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Old 25-12-2016, 03:27 PM
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Originally Posted by kkseal View Post
Is this based on hourly supertrend?

1 Minute bar SuperTrend. But obviously with larger parameter and tweaks.
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Old 27-12-2016, 07:23 PM
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No change in short signal today?
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Old 29-12-2016, 10:15 AM
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Originally Posted by kkseal View Post
No change in short signal today?

Yes, on 27-12-2016 it reversed as below

Exit Short @7970
Date Time: 27 Dec 2016, 13:46

Long @7970
Date Time: 27 Dec 2016, 13:46

With this 1st Trade is counted as Long.
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Old 30-12-2016, 08:53 AM
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On 29-Dec-2016, nothing changed in Long position except it is carry forward to Jan series with expiry shift value of approx 26 points taken near 12 PM trading. This premium will be subtracted from PnL of this long trade.

I understand that being SuperTrend Type trades we need to see it till market close whether it still valid near close, but as it was already beyond flipping zone through out day hence theoretically i have taken shift value near 12 PM. Though this does not make any difference even if it would have flipped after 12 PM we would have been switching trades from long to short in new series.
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Last edited by devdas; 30-12-2016 at 08:57 AM.
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