In Search of a system that need no chart no TA/FA

This type of system In This world


  • Total voters
    77
  • Poll closed .

rangarajan

Well-Known Member
This cumbersome calculation for each bar is not required. As you need previous day's ATP, you can get the previous day's Total traded quantity(no. of shares for cash, no. of contracts for F&O) and total turnover from NSE Bhavcopy. Now divide the total turnover by total traded quantity. You get average price per share(for cash) or average price per contract (for F&O). In case of F&O further divide the ATP per contract by lot size. This gives you the ATP for F&O.

-Anant
But Anant,
ATP is just available in NSE site .Why do the calculation.Todays ATP is 5418.29.Screen shot attached

This is such a simple Strategy!
 

augubhai

Well-Known Member
This cumbersome calculation for each bar is not required. As you need previous day's ATP, you can get the previous day's Total traded quantity(no. of shares for cash, no. of contracts for F&O) and total turnover from NSE Bhavcopy. Now divide the total turnover by total traded quantity. You get average price per share(for cash) or average price per contract (for F&O). In case of F&O further divide the ATP per contract by lot size. This gives you the ATP for F&O.

-Anant
Oops, Sorry!! I thought they needed the intraday ATP.
 

asnavale

Well-Known Member
But Anant,
ATP is just available in NSE site .Why do the calculation.Todays ATP is 5418.29.Screen shot attached

This is such a simple Strategy!
Hi Rangarajan,

The value is available only for the day. The method I gave is for any day in the past. This would be required for those who want to do a back test. The Bhavcopy does not give ATP for F&O. So, it has to be calculated.

-Anant
 

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