Quadra Safe Trading Strategy - I

[adityasaraf007]

Intraday Strategy mein kaam joor-shor se chal raha hai....

You must be referring to EMA50 instead of EMA21 in BNF's EOD Chart.... It should read as:

"We shall wait for a Shoulder to form and the price to go up close to 50-EMA and review all the MAs at that point of time...!!!"

 

[nmds]

Hi Nmds,

Yes, it is a valid entry from the markings on chart you will notice thick dotted red line as being Initial S/L because of Bar Split, instead of Swing Low which has been also marked on the chart with thick red line.

Few other things annotated on the chart is Position Sizing.
Where the Total Fund size is considered at 50,000 and 10 percent (5000) is considered as allocation for a single equity resulting in 56 number of shares to be bought.

SG

Thanks SG for confirmation and correcting the SL

 

[Satyen]

I have done back testing of Nifty Futures from end of Dec 2010 to 2012 mar beginning as after that upto may beginning no trade due to flatness of 50 EMA.
The reults and summary are given in an excel file posted in this link.
http://www.4shared.com/office/3IAiRlPL/BTNFEODSGQuadra.html

Plus Trades
Total Plus Trade Profits 287240.00
Total Plus trades Nos 16.00
Plus Trades Avreage profit 17952.50
No Of Cont. Plus trades 2.00
Max continuos Profits 64890.00

Minus Trades
Total Minus Trade Profits -267865.00
Total Minus trades Nos 30.00
Minus Trades Avreage profit -8928.83
No Of Cont. Minus trades 7.00
Max cont drawdown -56570.00

Total
Total Trade Profits 19375.00
Total trades Nos 46.00
Trades Avreage profit 421.20
No of trades Initial SL triggered is 14 out of total trades 46.

Rules followed
For entry
1) 50 EMA is trend deciding up for long, down for short and flat as seen with cross heir for no trade.
2) For long WWMA5>WWMA8>WWMA13 and Short WWMA5<WWMA8<WWMA13

For exit
1)Either Initial SL or Trailing SL with 3bar pivot low or high as explained by SG
2) In case of Gap up or down, if Opening value is greater than SL in Short or Less than SL in Long, the Open is considered as exit
3) In case of Bearish or bullish engulfing bar entry, exit is considered in same bar.
No split/splice bars considered.

Doubts:
1) I have considered only nf19 chart posted by SG for example. Some trades vaild as per above rules are not marked by SG in his chart as shown in data sheet of excel file.
2) Though above entry conditions are not met, 2/3/10 entry is marked.

Some trade and calculation points
I have taken 1 point filter as trigger point for SL with limit and limit point is another 1 point. ie if trigger candle high is 5000 for long, 5001 will be trigger point for stop loss with limit and price is 5002.
While calculating Rs profit and loss, I have deducted 3.1 point from points P/L to account for trade expenses like brokerage and statutory charges.

It will be nice if SG checks these trades at his free time and gives his comments so that many including me will be benefited by clarity.

Hi LVG,



Anyways, will go through the Trades in detail with only Swing High & Swing Low consideration next week, am not here from tomorrow evening will return late on Sunday night....!!!

SG

SG Sir is the System has same kind of performance if one trade only using swing high/low ....?

 

[Satyen]

Is anybody thinking of trading Quadra in Hourly timeframe with 5 bar pivots ?? .....

I think if we can have little bit tweak when to have notrade zone , it can be successfully traded in Hourly also

Regards

 

[SavantGarde]

NF EOD 28-05-2012

BNF EOD 28-05-2012

SG

 

[SavantGarde]

SG Sir is the System has same kind of performance if one trade only using swing high/low ....?

Performance should be same as posted in the first post where basically only Swing High & Low has been utilised....!!!

There is one Backtest in progress....which is being done as Bar Replay.... that means from wherever I start the backtest each EOD candle appears... after a pause....though extremely time consuming....but result should be very robust...without any subjectivity....!!!

SG

 

[dineshN]

SG

ApolloTyre Long call was activated today! Is it still a valid entry @ 89.05?

 

[psvaja]

SG,

When should we expect documentation to be completed ? If it is going to take more time, than if possible, you can explain Bar-Split & Bar-Splice so that we can starts looking & have some experience on EOD Chats.

Thanks & Regards,

Pravin

 

[SavantGarde]

SG

ApolloTyre Long call was activated today! Is it still a valid entry @ 89.05?

Yes...Dinesh, but one would need to buy 5 paise above todays High...!!!

There are others, FAGBEARING, GRUH, BALMLAWRIE, SCHNEIDER, AMRUTANJAN, TRENT, TATACOFFEE, SHREEASTHA, TALWALKARS, BASF & HAVELLS ...for those among these which have had a huge jump ....one will need to wait for pullback or reversal to mean...for an Entry....!!!

SG

 

[SavantGarde]

SG,

When should we expect documentation to be completed ? If it is going to take more time, than if possible, you can explain Bar-Split & Bar-Splice so that we can starts looking & have some experience on EOD Chats.

Thanks & Regards,

Pravin

Hi Pravin,

During this week I should be able to post most of the documents....and that will include Bar Splice and Bar Split....!!!

SG