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3x5 maco method |
sushrut
White Belt
Joined: 27 Apr 2012
Posts: 32
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Post: #181  Posted: Sat Jan 19, 2013 10:12 am Post subject: |
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| i congrat 3/5 macro users.have10 wma in addition and observe whether it is breached or not so have 1 st target as 10wma reduce some positions to take care of so called whipsaws utilise this to better sucess god bless all
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rakpeds
White Belt
Joined: 24 Jun 2012
Posts: 481
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| Post: #182 Posted: Sun Jan 20, 2013 3:03 pm Post subject: |
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| sharad2656 wrote: | | i congrat 3/5 macro users.have10 wma in addition and observe whether it is breached or not so have 1 st target as 10wma reduce some positions to take care of so called whipsaws utilise this to better sucess god bless all |
can u explain in a bit detail?
also shiva sir... can u upload the latest updated sheet for BNF... i have again missed hell lot of trades ... 
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honesttrader
White Belt
Joined: 01 Jan 2012
Posts: 44
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| Post: #183 Posted: Mon Jan 21, 2013 1:17 pm Post subject: |
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| sharad2656 wrote: | | i congrat 3/5 macro users.have10 wma in addition and observe whether it is breached or not so have 1 st target as 10wma reduce some positions to take care of so called whipsaws utilise this to better sucess god bless all |
Dear Sharad2656,
Please illustrate how you use WMA 10 in this forum's existing excel sheet and post.
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sushrut
White Belt
Joined: 27 Apr 2012
Posts: 32
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| Post: #184 Posted: Mon Jan 21, 2013 6:00 pm Post subject: |
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just click 7 th window 2 nd line you will get wma with default 10 further can use 21 ema as final confirmation as script is to be weak breaching 21 ema just wait for final siganal no spread sheet required
god bless all
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satishkadam
Yellow Belt
Joined: 01 Apr 2010
Posts: 805
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| Post: #185 Posted: Tue Jan 22, 2013 3:21 pm Post subject: Re: Updated backtest till 30.11.2012 |
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Today BN has given... Intraday Whipsaw of almost 159 points.... it turned in buy.. and @ 3:15 it remains in SELL...
Thanks
Satish Kadam
| galrani wrote: | Intraday whipsaws are part of the game.
You cannot avoid losses in any trading strategy. You can only minimize the impact.
I agree the whipsaws are hurting in the past few months but waiting for this to give way to a good trend that will make up for these losses.
I am ok to trade my system as it is as I have enough conviction in it/
For others I have few suggestions to explore
Try using a filter like ADX or some Trend determining indicator that will help you in determining when a trend is existing and when the market is rangebound
Try using additional filter of 5 day high / low to widen your stops and thus your exits.
Remember these measures will make you avoid the whips but also will result in getting entries into giant trend later by one or two days. (in giant trends the first two days in Bank nifty will give nearly 500 points )
Its your call
Cheers
Shiva
| satishkadam wrote: | | galrani wrote: | The updated backtest is attached till 30.11.2012 for both Bank nifty and Nifty futures.
The system has given 74K Rs per bank nifty lot for 2012 till November.
For Nifty the returns is 31K for 2012
Cheers
Shiva |
Galrani,
Is there a way to avoid Intraday Whips loss. which is eating up 1/2 the profit made....
Thanks
Satish Kadam |
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chandrujimrc
Brown Belt
Joined: 21 Apr 2009
Posts: 1683
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| Post: #186 Posted: Wed Jan 23, 2013 10:44 am Post subject: |
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Dear sharad,
If you dont mind can you post the link of 3*5 maco method excel sheet with 10wma & 21 ema.
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satishkadam
Yellow Belt
Joined: 01 Apr 2010
Posts: 805
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| Post: #187 Posted: Thu Jan 24, 2013 6:57 pm Post subject: Re: Updated backtest till 30.11.2012 |
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| satishkadam wrote: | Today BN has given... Intraday Whipsaw of almost 159 points.... it turned in buy.. and @ 3:15 it remains in SELL...
Thanks
Satish Kadam
| galrani wrote: | Intraday whipsaws are part of the game.
You cannot avoid losses in any trading strategy. You can only minimize the impact.
I agree the whipsaws are hurting in the past few months but waiting for this to give way to a good trend that will make up for these losses.
I am ok to trade my system as it is as I have enough conviction in it/
For others I have few suggestions to explore
Try using a filter like ADX or some Trend determining indicator that will help you in determining when a trend is existing and when the market is rangebound
Try using additional filter of 5 day high / low to widen your stops and thus your exits.
Remember these measures will make you avoid the whips but also will result in getting entries into giant trend later by one or two days. (in giant trends the first two days in Bank nifty will give nearly 500 points )
Its your call
Cheers
Shiva
| satishkadam wrote: | | galrani wrote: | The updated backtest is attached till 30.11.2012 for both Bank nifty and Nifty futures.
The system has given 74K Rs per bank nifty lot for 2012 till November.
For Nifty the returns is 31K for 2012
Cheers
Shiva |
Galrani,
Is there a way to avoid Intraday Whips loss. which is eating up 1/2 the profit made....
Thanks
Satish Kadam |
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BN continues in SELL with Reversal @ 12,721.33
NF turned from BUY to Sell with Reversal @ 6,059.51 .
So now.. NF is with BN in SELL... lets see.. how this short continues.. gives profit... as it has given lot of Intraday Whipsaw...
thanks
Satish
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satishkadam
Yellow Belt
Joined: 01 Apr 2010
Posts: 805
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| Post: #188 Posted: Fri Jan 25, 2013 2:37 pm Post subject: Re: Updated backtest till 30.11.2012 |
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| satishkadam wrote: | | satishkadam wrote: | Today BN has given... Intraday Whipsaw of almost 159 points.... it turned in buy.. and @ 3:15 it remains in SELL...
Thanks
Satish Kadam
| galrani wrote: | Intraday whipsaws are part of the game.
You cannot avoid losses in any trading strategy. You can only minimize the impact.
I agree the whipsaws are hurting in the past few months but waiting for this to give way to a good trend that will make up for these losses.
I am ok to trade my system as it is as I have enough conviction in it/
For others I have few suggestions to explore
Try using a filter like ADX or some Trend determining indicator that will help you in determining when a trend is existing and when the market is rangebound
Try using additional filter of 5 day high / low to widen your stops and thus your exits.
Remember these measures will make you avoid the whips but also will result in getting entries into giant trend later by one or two days. (in giant trends the first two days in Bank nifty will give nearly 500 points )
Its your call
Cheers
Shiva
| satishkadam wrote: | | galrani wrote: | The updated backtest is attached till 30.11.2012 for both Bank nifty and Nifty futures.
The system has given 74K Rs per bank nifty lot for 2012 till November.
For Nifty the returns is 31K for 2012
Cheers
Shiva |
Galrani,
Is there a way to avoid Intraday Whips loss. which is eating up 1/2 the profit made....
Thanks
Satish Kadam |
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BN continues in SELL with Reversal @ 12,721.33
NF turned from BUY to Sell with Reversal @ 6,059.51 .
So now.. NF is with BN in SELL... lets see.. how this short continues.. gives profit... as it has given lot of Intraday Whipsaw...
thanks
Satish
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BN Sell Reversal Hit. has to remain above 12721.33 for buy
NF Sell Reversal Hit...has to remain above 6059.51, for buy,
@ 3:15,,,
or else it goes in SELL again.
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satishkadam
Yellow Belt
Joined: 01 Apr 2010
Posts: 805
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| Post: #189 Posted: Fri Jan 25, 2013 3:31 pm Post subject: Re: Updated backtest till 30.11.2012 |
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| satishkadam wrote: | | satishkadam wrote: | | satishkadam wrote: | Today BN has given... Intraday Whipsaw of almost 159 points.... it turned in buy.. and @ 3:15 it remains in SELL...
Thanks
Satish Kadam
| galrani wrote: | Intraday whipsaws are part of the game.
You cannot avoid losses in any trading strategy. You can only minimize the impact.
I agree the whipsaws are hurting in the past few months but waiting for this to give way to a good trend that will make up for these losses.
I am ok to trade my system as it is as I have enough conviction in it/
For others I have few suggestions to explore
Try using a filter like ADX or some Trend determining indicator that will help you in determining when a trend is existing and when the market is rangebound
Try using additional filter of 5 day high / low to widen your stops and thus your exits.
Remember these measures will make you avoid the whips but also will result in getting entries into giant trend later by one or two days. (in giant trends the first two days in Bank nifty will give nearly 500 points )
Its your call
Cheers
Shiva
| satishkadam wrote: | | galrani wrote: | The updated backtest is attached till 30.11.2012 for both Bank nifty and Nifty futures.
The system has given 74K Rs per bank nifty lot for 2012 till November.
For Nifty the returns is 31K for 2012
Cheers
Shiva |
Galrani,
Is there a way to avoid Intraday Whips loss. which is eating up 1/2 the profit made....
Thanks
Satish Kadam |
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|
BN continues in SELL with Reversal @ 12,721.33
NF turned from BUY to Sell with Reversal @ 6,059.51 .
So now.. NF is with BN in SELL... lets see.. how this short continues.. gives profit... as it has given lot of Intraday Whipsaw...
thanks
Satish
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BN Sell Reversal Hit. has to remain above 12721.33 for buy
NF Sell Reversal Hit...has to remain above 6059.51, for buy,
@ 3:15,,,
or else it goes in SELL again. |
@ 3:15 BN goes back in SELL..
and NF remains in BUY.................
Who is going to win.. difficult to guess....
Looks like... RBI... may not give anything...
thanks
Satish
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piyush_mp04
White Belt
Joined: 14 Aug 2007
Posts: 1
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| Post: #190 Posted: Sun Feb 03, 2013 9:46 am Post subject: |
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| SIR , I SAW YOUR BACKTEST RESULT . IT WAS EXCELLENT .BUT I GOT ONE QUERY .YOU GAVE INTRADAY TRADES AND INTRADAY LOSSES,I DIDNT GOT IT.IT CONCLUDES IF WE TRADE ON CLOSING BASIS AFTER BUY OR SELL SIGNAL ,INTRADAY LOSSES WOULD HAVE SAVED.
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kingkrunal
White Belt
Joined: 22 Jun 2012
Posts: 498
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aptcap
White Belt
Joined: 16 Jul 2011
Posts: 39
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| Post: #192 Posted: Sat Apr 20, 2013 1:24 pm Post subject: Bank Nifty |
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Just an observation - this strategy has delivered almost 1000 pts in the bank nifty in the last week. I dont trade this strategy but do track on a periodic basis.
As with any trend following system - one may not make money on a regular basis - weekly or monthly - by using this strategy. But when it makes money it more than makes up for the days gone by.
Like any strategy it requires belief and discipline to trade all signals.
regards
apt
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galrani
White Belt
Joined: 23 Oct 2011
Posts: 93
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| Post: #193 Posted: Sat Apr 20, 2013 4:20 pm Post subject: Re: Bank Nifty |
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Like any other strategy, it helps in understanding what the strategy hope to achieve.
This one for example wants to put you in correct side of the trade when markets make a strong move and give you a exit when the trend is weakening
So this will make a loss during times when markets are not trending
From November the markets were doing nothing, so had quite a few costly whipsaws. But last two moves of 600 in late march and 1000 points now haev made up for all those small moves.
Conviction in your system and discipline in your trade is the key ingredient for success in markets (not for this system, any system in general)
| aptcap wrote: | Just an observation - this strategy has delivered almost 1000 pts in the bank nifty in the last week. I dont trade this strategy but do track on a periodic basis.
As with any trend following system - one may not make money on a regular basis - weekly or monthly - by using this strategy. But when it makes money it more than makes up for the days gone by.
Like any strategy it requires belief and discipline to trade all signals.
regards
apt |
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pkholla
Black Belt
Joined: 04 Nov 2010
Posts: 2890
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| Post: #194 Posted: Sun Apr 21, 2013 8:54 am Post subject: |
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Galrani: In addition to your basic 3ema & 5ema crossovers, why not consider the following?
Welles Wilder's: PARSAR (period is your choice) and ADX/DM (10,10)
When Parsar is pointed upwards AND DM+ is above, trend is confirmed as bullish
Conversely, When parsar is pointed downwards AND DM- is above, trend is confirmed as bearish
When mixed signals generated, whipsaws are likely, exit and wait to re-enter
Prakash Holla
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anup82
White Belt
Joined: 20 Mar 2012
Posts: 1
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| Post: #195 Posted: Sun Apr 21, 2013 6:43 pm Post subject: |
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| Rahulsharmaat wrote: | There are 2 methods as per me
1 } after cross over happens-- see value of 5 ema-- next day if u get Nifty 5 EMA plus 25 points filter-- buy it-- with stop loss 70 points
book at 200 point gain-- after booking-- daily see the value of 5 EMA-- when ever it comes in that range -- buy n book at 200 points
this may give almost 2500 points |
thanks sir but also this rule in sell side -25 in 5ema and +70 make sl m i right this value add only nifty fut also bank NF any other stock pl z explain i m new thanks and also say how can understand a revers point in excel sit only touch or closing below the rev. price i see back test same time touch tha rever. price and traed continua how can i understand perfect sl
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