Intraday Setup - Open/High/Low breakout pattern - No Charts, Just excel

[a1b1trader]

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[marimuthu13]

sir..
as i understood, you are trading this set up in EQ not in Fut..any particular reason..( i dont trade intraday in cash as it's treated as gambling, no tax benefit if we loose money)..

again coming to your excel sheet, is it contains real time quote for Fut also?

 

[Cubt]

sir..
as i understood, you are trading this set up in EQ not in Fut..any particular reason..( i dont trade intraday in cash as it's treated as gambling, no tax benefit if we loose money)..

again coming to your excel sheet, is it contains real time quote for Fut also?

Am trading in EQ because there is no limitation on lot size, I can trade 100 shares or even 10 shares, where as in futures lot size is fixed and its huge. As am trading manually slippages leads to lesser profits in FnO. I will be automating it using Symphony Algo, once algo is ready i will start with futures.

And with excel, there is no high end coding i did, all i did is, i will download yesterday's data into excel and link NEST to excel which would transmit real time data to excel and excel compares today's data with yesterday's high low price and if price breaks out, it just shows buy/sell accordingly.

excel that i use
http://goo.gl/JPcsbN

 

[debashish neogi]

Am trading in EQ because there is no limitation on lot size, I can trade 100 shares or even 10 shares, where as in futures lot size is fixed and its huge. As am trading manually slippages leads to lesser profits in FnO. I will be automating it using Symphony Algo, once algo is ready i will start with futures.

And with excel, there is no high end coding i did, all i did is, i will download yesterday's data into excel and link NEST to excel which would transmit real time data to excel and excel compares today's data with yesterday's high low price and if price breaks out, it just shows buy/sell accordingly.

excel that i use
http://goo.gl/JPcsbN

Hi Cubt thanks for the excel sheet. I have two query...
1. How to download the previeous days high low and close in this excel sheet?
2. How to connect excel sheet to nest trader?
Please guide.

Regards
Debashish

 

[chinmay555]

Respected Cubt Sir
do u know about "OPEN=HEIGH, OPEN=LOW & VOLUME" EXCEL SHEET
i think this is good for INTRADAY TRADING,
i have "OPEN=HEIGH, OPEN=LOW" excel sheet, but i want to change this excel sheet with VOLUME with TARGET & STOPLOSS is it possible

Warm Regards
Chinmay

 

[Cubt]

I use volume digger to download yesterday data n copy tat to excel manually

 

[Cubt]

Respected Cubt Sir
do u know about "OPEN=HEIGH, OPEN=LOW & VOLUME" EXCEL SHEET
i think this is good for INTRADAY TRADING,
i have "OPEN=HEIGH, OPEN=LOW" excel sheet, but i want to change this excel sheet with VOLUME with TARGET & STOPLOSS is it possible

Warm Regards
Chinmay

you can use nest or now to transfer volume to excel.

 

[shareking27]

Cubt let me know the detail strategy .I will tray to convert in amibroker .So All traderji member can be benefited .

 

[a1b1trader]

I use volume digger to download yesterday data n copy tat to excel manually

Hi Cubt

There are 5 sheets in the excel document

1. Sheet 1
2. Yesterdays data
3. Previous High Low Break
4. Filter data
5. Zlist

Now
Sheet 1 is supposed to be linked with Nest
Previous H L B sheet is also supposed to be linked with Nest. But how, do not know. But perhaps via Sheet 1.
Data in filter data sheet, as you say, is from Volume Digger and pasted manually.
In zList sheet , there are 3 lists of selected scrips.

Now what I want to know is
How you fill data (or to say select these scrips from the EOD data of filter data sheet that has about 1500 scrips) in the Yesterday Data sheet of 103 scrips.

Thanks

 

[Cubt]

Guys, here's the AFL code for this strategy.

// Written by: Abhishek Gupta

RoundLotSize = 1;
MarginDeposit = 350;
TickSize = 0;
PointValue = 500;
SetPositionSize(4,spsShares);
SetBarsRequired(50);


_SECTION_BEGIN("Price");
SetChartOptions(0,chartShowArrows|chartShowDates);
_N(Title = StrFormat("{{NAME}} - {{INTERVAL}} {{DATE}} Open %g, Hi %g, Lo %g, Close %g (%.1f%%) Vol " +WriteVal( V, 1.0 ) +" {{VALUES}}", O, H, L, C, SelectedValue( ROC( C, 1 )) ));
Plot( C, "Close", ParamColor("Color", colorDefault ), styleNoTitle | ParamStyle("Style") | GetPriceStyle() ); 
_SECTION_END();

_SECTION_BEGIN("Trading signals");
NewDay = IIf(Day() != Ref(Day(), -1) OR BarIndex() == LastValue(BarIndex()), 1, 0);
Plot(NewDay, "", 47, 2 + 32768 + 4096, Minvalue = 0, Maxvalue = 1);
StartTime	= ParamTime("Start time", "09:25");
CloseTime	= ParamTime("Closing Time", "15:20");
Lev			= Param("Max diff O-HL", 0.01, 0, 1, 0.01);
Lev1		= Lev/100;
GapFix		= Param("Minimum stop loss", 0.05, 0, 1, 0.05);
GapFix1	= GapFix/100;

HighY	= TimeFrameGetPrice("High", inDaily, -1);
LowY	= TimeFrameGetPrice("Low", inDaily, -1);

OpenD	= TimeFrameGetPrice("Open", inDaily);
LowD	= LowestSince(NewDay, Low);
HighD	= HighestSince(NewDay, High);


Plot(HighY, "Y's H ", ParamColor("Y's High Color", colorYellow), ParamStyle("Y's High Style", styleDashed));
Plot(LowY, "Y's L ", ParamColor("Y's Low Color", colorYellow), ParamStyle("Y's Low Style", styleDashed));
Plot(OpenD, "Day's O ", ParamColor("Day's Open Color", colorRed), ParamStyle("Day's Open Style", styleDashed));
Plot(LowD, "Day's L ", ParamColor("Day's Low Color", colorGreen), ParamStyle("Day's Low Style", styleDashed));
Plot(HighD, "Day's H ", ParamColor("Day's High Color", colorGreen), ParamStyle("Day's High Style", styleDashed));
Plot((OpenD*(1-Lev1)), "Open variant", colorPink, styleDashed);
Plot((OpenD*(1+Lev1)), "Open variant", colorPink, styleDashed);

// Filter time, low and high conditions
Conds		= TimeNum()>StartTime AND TimeNum()<CloseTime AND (OpenD*(1+GapFix1))<HighY AND (OpenD*(1-GapFix1))>LowY;

Buy		= Conds AND (OpenD*(1-Lev1))<=LowD AND Cross(High, HighY);
Sell	= TimeNum()>CloseTime OR Cross(OpenD, Close);
Short	= Conds AND (OpenD*(1+Lev1))>=HighD AND Cross(LowY, Low);
Cover	= TimeNum()>CloseTime OR Cross(Close, OpenD);

Buy		= ExRem(Buy, Sell);
Sell	= ExRem(Sell, Buy);
Short	= ExRem(Short, Cover);
Cover	= ExRem(Cover, Short);

BuyPrice		= ValueWhen(Buy, HighY); 
ShortPrice		= ValueWhen(Short, LowY);
CoverPrice		= ValueWhen(Cover, IIf(Cross(High, OpenD), openD, Close));
SellPrice		= ValueWhen(Sell, IIf(Cross(OpenD, Low), OpenD, Close) );


dist	= 1.5*ATR(10);
for (i=0; i<BarCount; i++) {
	if (Cover[i]) {
		PlotText( "\nCover short: " + CoverPrice[i], i+1.5, L[ i ]-dist[i]-3, colorLime);
		PlotText( "\n\nProfit: " + (ShortPrice[i]-CoverPrice[i]), i+1.5, L[ i ]-dist[i]-3, colorLime);
	} else if (Sell[i]) {
		PlotText( "\nSell bought: " + SellPrice[i], i+1.5, H[ i ]+dist[i]+5, colorOrange);
		PlotText( "\n\nProfit: " + (SellPrice[i]-BuyPrice[i]), i+1.5, H[ i ]+dist[i]+5, colorOrange);
	}
	if(Buy[i]) {
		PlotText( "Buy: " + BuyPrice[i], i+1.5, L[ i ]-dist[i]-3, colorLime);
	} else if( Short[i]) {
		PlotText( "Short: " + ShortPrice[i], i+1.5, H[ i ]+dist[i]+5, colorOrange);
 	}
}

PlotShapes(Buy*shapeUpArrow, colorGreen, 0, Low, -28);
PlotShapes(Short*shapeDownArrow, colorRed, 0, High, -28);
PlotShapes(Cover*shapeHollowUpArrow, colorGreen, 0, Low, -45);
PlotShapes(Sell*shapeHollowDownArrow, colorRed, 0, High, -45);

printf("\nSignal came " + IIf(BarsSince(Short)>BarsSince(Buy), BarsSince(Buy), BarsSince(Short)) + " bars ago");
WriteIf(BarsSince(Short)>BarsSince(Buy), "\nBuy@ " + BuyPrice, "\nShort@ " + ShortPrice);

printf("\nPossiblities ");
printf("\nMax Profit: " + IIf(BarsSince(Short)>BarsSince(Buy), (HighD-BuyPrice), (ShortPrice-LowD)));
printf("\nMin Profit: " + IIf(BarsSince(Short)>BarsSince(Buy), (OpenD-BuyPrice), (ShortPrice-OpenD)));


// Write Messages
printf("\n\nLet the profit run.");
printf("\nClose a call only when trailing SL hits");
_SECTION_END();