Karthiks Options Trading Strategy

[pakatil]

 

[poortrader]

@Pakatil

I am using Yusi Utility to extract from ZT. I guess you are also using the same tools. Yet we have so much difference in data. I deleted the data and again backfilled still same result for the 6100PE Nov

 

[pakatil]

12.00 Bar.......6100 PE....Entry 42.20, SL 36.95, Tgt...48.00

 

[pakatil]

12.00 Bar.......6100 PE....Entry 42.20, SL 36.95, Tgt...48.00

Trade negated

 

[pakatil]

@Pakatil

I am using Yusi Utility to extract from ZT. I guess you are also using the same tools. Yet we have so much difference in data. I deleted the data and again backfilled still same result for the 6100PE Nov

Other day vjay too complained the same thing.

Same data source, so much descrepancy........

I am surprised....

 

[poortrader]

12.00 Bar.......6100 PE....Entry 42.20, SL 36.95, Tgt...48.00

Even in this bar my close is 40.9 while wma high is 41, so not a trigger bar in my chart.

Yes, with same data source and extracting tool we getting very different figures. Maybe once u can check by opting for backfill+delete quotes for 22days

 

[karthik_sri]

hi karthik
6000 CE 15min
as per my data there was first set up was @ 11.15 candle (end time)
It was not triggered till 11.45 and 11.45 end candle gave a fresh set up with trigger below 11.15 set up
i.e. 11.45 Hi was lower than 11.15 Hi

So in this scenario we should proceed as per which candle Hi ?

Hi XUV,
Just check your data of 22nd Nov'13 as in my chart @ 11.15 though the price closed above WMA High (5) CCI condition was not met and secondly the candle or the price of 11.45 Low didn't went below or touch the low of 11.15 am candle. The buy trigger was at 11.45am candle which had met all the conditions.

http://s23.postimg.org/iyp3zhfiz/NIFTY6000_CE.png

 

[pakatil]

There can be data diff between Systems. We shld not create an issue of that. After all we trade what we see in our charts.......isn't it.........

 

[yusi]

There can be data diff between Systems. We shld not create an issue of that. After all we trade what we see in our charts.......isn't it.........

pakatil: this is in response to your email. Will look at the differences in more detail later, but a quick reply -- if in doubt, compare Ami's Quote Editor data.

There can be three causes of variations.

1. Whether you have used internal or Plus backfill of ZT. You know that I cannot see this as I do not have NSE/NFO on ZT, so leave it to you to compare. Typically, the data should not mismatch (but in NOW it does). As usual, use Plus data as reference.

2. Nest2Ami settings. Here, in particular, I can see that poortrader has 'Timestamp M1 bar as xx:yy:59' enabled, while pakatil has it disabled. This affects the chart. While it is your choice, I am currently preferring the former and that is the default setting in Nest2Ami.

3. AmiBroker settings such as show Timestamp as start of bar, etc. An unfinished discussion is here.

But again, the bottomline should be comparison of what Ami's Quote Editor shows, as the difference could simply not be the data but it's representation.

 

[yusi]

Just for comparison, posting data for 5100PE from NOW's Hourly Statistics window and Plus Data Table. For the 12:00 bar, the Close and Low differ by a tick, and the volume differs by 11 lots.