#Quants Algo view on #banknifty for 17th of July'2020

16 Jul 2020

Note:- Algo is meant to work on 3 mins timeframe and I am not allowed to post 3 min TF data here.

#banknifty #algo #quants #algotrade

In house quants algo system test this week from 12th July till 16th July.

[b]Banknifty last Buy Signal was generated 11:21 AM @ 21,288, BN closed at 21597:- 309 points positive

5 closed trade :- 4 win & 1 lose, total point captured 1430+309 :- 1739 points

On #banknifty analysis, I will post my view as usual.

16 Jul 2020

Trade aktif

Summary of trades:-

Net Profit 1430.75 154.15 1276.6
1.43 % 0.15 % 1.28 %
Gross Profit 1681 404.4 1276.6
1.68 % 0.4 % 1.28 %
Gross Loss 250.25 250.25 0
0.25 % 0.25 % 0 %

1 Entry Short 2020-07-13 10:15 22410.85 1 342.45 342.45 429.2 68.45
Exit Short 2020-07-13 14:33 22068.4 1.53 % 0.34 % 1.92 % 0.31 %
2 Entry Long 2020-07-13 14:33 22068.4 1 250.25 92.2 101.2 287.35
Exit Long 2020-07-14 09:18 21818.15 1.13 % 0.25 % 0.46 % 1.3 %
3 Entry Short 2020-07-14 09:18 21818.15 1 479.05 571.25 595.7 5.45
Exit Short 2020-07-14 13:39 21339.1 2.2 % 0.48 % 2.73 % 0.02 %
4 Entry Long 2020-07-14 13:39 21339.1 1 404.4 975.65 595.65 37.3
Exit Long 2020-07-15 12:03 21743.5 1.9 % 0.4 % 2.79 % 0.17 %
5 Entry Short 2020-07-15 12:03 21743.5 1 455.1 1430.75 715.5 109.3
Exit Short 2020-07-16 11:21 21288.4 2.09 % 0.45 % 3.29 % 0.5 %
6 Entry Long 2020-07-16 11:21 21288.4
Exit Long open