Backtesting and trading camarilla pivots

[radha55]

Nifty Futures Profit for 6th october 2009.

Nifty Futures opened at 5030.40.

This is between H4 - H3.

So we buy above H4 and sell below H3.

Sell below H3(5025) triggered at 10:05 am.

Our targets are H2, H1,......

Our targets till L4(4976) are achieved.

Now we keep target of 0.5% with trailing stoploss at L4(4976).

0.5% Target = 4951.12 (achieved)

Now we keep next 0.5% target with trailing stoploss at 4952.

0.5% Target = 4926.245 (achieved).

now we keep next 0.5% target with trailing stoploss at 4927.

trailing stoploss hit.

So profit = 5025 - 4926 = 99 points

Now price again came in range L3-L4 at 2:00pm.

We buy at L3 and sell at L4.

Buy at L3(4992) triggered at 2:15 pm.

Our targets are L2, L1,....

Our targets till H4(5041) are achieved.

so profit = 5041 - 4992 = 49 points.

Total profit = 99 + 49 = 148 points.

Profit of 7000+ with one lot of Nifty

 

[balmal2511]

Nifty Futures Profit for 6th october 2009.

Nifty Futures opened at 5030.40.

This is between H4 - H3.

So we buy above H4 and sell below H3.

Sell below H3(5025) triggered at 10:05 am.

Our targets are H2, H1,......

Our targets till L4(4976) are achieved.

Now we keep target of 0.5% with trailing stoploss at L4(4976).

0.5% Target = 4951.12 (achieved)

Now we keep next 0.5% target with trailing stoploss at 4952.

0.5% Target = 4926.245 (achieved).

now we keep next 0.5% target with trailing stoploss at 4927.

trailing stoploss hit.

So profit = 5025 - 4926 = 99 points

Now price again came in range L3-L4 at 2:00pm.

We buy at L3 and sell at L4.

Buy at L3(4992) triggered at 2:15 pm.

Our targets are L2, L1,....

Our targets till H4(5041) are achieved.

so profit = 5041 - 4992 = 49 points.

Total profit = 99 + 49 = 148 points.

Profit of 7000+ with one lot of Nifty

Hi RADHA,

Can you explain how to you place your stop while entering the trade.
Likewise how do you proceed the stoploss movement towards towards the target.

As for I know, after enter the trade at H3, i keep at SL at H4. Then how to proceed the when the trade is in our line ie H2......L4. or L2......H4.

Please explain.
Regards,
BALMAL

 

[radha55]

Nifty Futures profit for 8th october 2009.

Nifty Futures opened at 4999.00.

This is between H3 - H2.

http://camarillatrading.110mb.com

We wait for the price to come in range.

Soon, price came in range H3 - H4.

Sell triggered at H3(5008).

Our targets are H2, H1,....

Targets till H1(4987) are achieved.

Then price reversed from 4975.

So our profit = 5008 - 4987 = 21 points.

Now again the price came in range H3 - H4 at 11:35 am.

Buy triggered at H4(5040).

But this time stoploss hit at H3(5008) and fresh short entered at H3(5008).

So loss = 5008 - 5040 = -32 points.

Now our targets are H2, H1....

Again our targets till H1(4987) are achieved and market closed.

So profit = 5008 - 4987 = 21 points.

So total profit = 21 - 32 - 21 = 10 points.

Profit of 500+ with one lot of Nifty.

 

[radha55]

Hi RADHA,

Can you explain how to you place your stop while entering the trade.
Likewise how do you proceed the stoploss movement towards towards the target.

As for I know, after enter the trade at H3, i keep at SL at H4. Then how to proceed the when the trade is in our line ie H2......L4. or L2......H4.

Please explain.
Regards,
BALMAL

Lets say price is between H2 - H3 at open.

After half hour price comes in range H3 - H4.

At this point of time, you will place two orders, both are stoploss order.
Order 1. Stoploss sell order at H3
Order 2. Stoploss buy order at H4.

Lets say Order 1 is triggered.

So we short at H3.
keep second order as it is.

Now if market moves down, your targets H2 will be achieved at some point of time.

When price touches H2, change your initial stoploss buy order at H4 to now H3.

Now when price move little below H2, change your stoploss buy at H3 to H2.

When H1 is achieved and price goes little below H1, change stoploss at H2 to H1.

Hope you understand .......
If not i cannot explain in mroe detail.

 

[Mangafreakz]

Can u please post the levels for tomorrow Radha55 , so that i can check with mine ?

 

[prasadam]

Radha's site.

http://camarillatrading.110mb.com/camarilla.html

Can u please post the levels for tomorrow Radha55 , so that i can check with mine ?

 

[cbosein]

Hi Radha,

Thanks for your daily postings regarding backtesting & camarillpivot points without fail. I am able to get EOD datas (OHLC) for stocks for calculating Pivot points & Camarilla pivot points. Last few days I am trying to get EOD datas for Nitfy(cash) & Nifty Futures from net /web site but could not succeed.

Kindly tell me the link or web site to download daily EOD of Nifty Future & Nifty cash.


Thanks & regards,
Keerthi

 

[Mangafreakz]

Hi Radha,

Thanks for your daily postings regarding backtesting & camarillpivot points without fail. I am able to get EOD datas (OHLC) for stocks for calculating Pivot points & Camarilla pivot points. Last few days I am trying to get EOD datas for Nitfy(cash) & Nifty Futures from net /web site but could not succeed.

Kindly tell me the link or web site to download daily EOD of Nifty Future & Nifty cash.


Thanks & regards,
Keerthi

http://hemenkapadia.somee.com/ Use GetBhavcopy and you will get the EOD datas.
Also there is a software NSE Data downloader , developed by Prestonmyers of traderji forum , you can use that too.

 

[arnavk]

It is true that NF opened at 5000. However,



At many points during the day, the NF traded between L3 (5043) and L4 (5056) without ever breaking out of L4. So at the break of L3 (5043), one should have taken a SHORT position at 5042 or so. NF touched a low of 4999. Therefore, this yielded profit of upto 40+ NF points (i.e., almost 0.75+% profit)

Is there any error with my understanding of this trade ?

I didn't have values with me for this date but seems L3= 5056 and L4=5043 and in such case one should go long above L3 and short below L4. In that sense you are right to go short below 5043.

Cheers

 

[radha55]

Hi Radha,

Thanks for your daily postings regarding backtesting & camarillpivot points without fail. I am able to get EOD datas (OHLC) for stocks for calculating Pivot points & Camarilla pivot points. Last few days I am trying to get EOD datas for Nitfy(cash) & Nifty Futures from net /web site but could not succeed.

Kindly tell me the link or web site to download daily EOD of Nifty Future & Nifty cash.


Thanks & regards,
Keerthi

I think your query is already answered. I take values from nse website for futures.

And Cash values can be taken from Yahoo Finance or rediff or economictimes or money control