Discover and read the best of Twitter Threads about #TradingStrategy

Most recents (5)

Considering recent volatile movements in #Nifty and #banknifty due to #CoronaVirus ,did data analysis with 20+ years of historical data to find how the index moved after such gap days, how #intraday traders can develop a #TradingStrategy out of it. Here's the details.
Analysed the following scenarios.
List of gap down days, more than -1% on Nifty & Bank Nifty
List of Gap up days, more than +1% on Nifty and Bank Nifty
What is the % movement during gap down days, i.e from Open to close on such days.
What is the % movement during gap up days
There are in total only 82 times #Nifty opened gap down more than -1% in last 20+ years and this is how the Intraday movement were during such days. X axis represents percentage of gap down and Y axis represents percentage of intraday movement.
Read 21 tweets
In order to build #OptionsTrading strategy to make use of #budget volatility, we need to find out what has happened in the previous budget sessions. I did an extensive historical data analysis for the period 2008 to 2019, to find what kind of #TradingStrategy one can use
1/n
This is what happened during the intraday time frame on the #Budgetday for last 10 years of budget sessions.
2008
2009
Read 23 tweets
(1/2) #AlgorithmicTrading #AMA - We bring to you the most asked questions about #AlgoTrading. Nitesh Khandelwal (Co-founder and CEO, QuantInsti) answers them in the form of short narrative videos.

Check out the entire playlist here: bit.ly/AMAPLYT
What is High-Frequency Trading, Low-Frequency Trading and Medium-Frequency Trading?


#HFT #LFT #MFT #AlgorithmicTrading #FAQs #AMA #question #answer #algotrading
Where to get historical and real-time market data?


#Data #marketdata #AlgorithmicTrading #FAQs #AMA #question #answer #algotrading #traders #trading
Read 25 tweets
#MetaphysicsOfQuality iⁿtrade:

• Fixed #RiskManagement is Percentage #StopLoss.
• Such a StopLoss is -100% of the initial MarginLevel Percentage.
• So #netting may appear at -50% of MarginLevel Percentage.
• Any #LEVERAGE just offers #DrawDown
kind of limited LOSS.
🔻
• A #lever on #fulcrum is
better than leverage!
• My #BreadthScreener™ is
not a BLACKBOX!
• It SPOTS the FULCRUM &
NABS the SHORT LEVER:
• The #BreadthScreener™ is a #non_forecasting,
#volatility-gauging,
#trading #system
#ConstantRisk #FixedRisk #Management SURVIVES!
🔻
• Since #practice precedes #theory,
#RiskManagement precedes #trading setups;
• Since theory doesn't make difference between theory & practice,
— Setups' forecasting don't forecast fail;
• Since practice makes the difference,
#FixedRisk precedes #TradingStrategy setups
🔻
Read 15 tweets
#1
Here’s the Trade Setup for the Volatility Burst Strategy:
Volatility = ATR of the last 20 Days
High & Low Vol = Highest High & Lowest Low of Volatility in last 252 Days
Upper Band = Highest High of High over the last 50 Days
Lower Band = Lowest Low of Low over the last 50 Days
#2
Back-test reports of the Volatility Burst Strategy show that its Annual Return Percentage is 28.47%. This is what the equity curve looks like.

As you can see, it’s important to take a position at the right time. But it’s also important to know how to exit when you’re losing.
#3
The drawdown graph of the Volatility Burst Strategy shows the maximum loss incurred.
The next step? We’re going to add a trailing stop loss and see what happens next.
#backtobasics #trading #algotrading #backtesting #volatility #indicator #drawdown #volatilityburststrategy
Read 5 tweets

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