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Showing posts from May, 2022

NIFTY Strategy Name: BBEMA (Simple)

Disclaimer: The strategy can be found openly or anywhere else in social Media. I have modified it as per my way. One can do own modification as per their own setup.  Shared by  @Pritamsc I have been trading this for a long time now. Indicators: Bollinger Band (21,2) Bollinger Band (21,0.5) EMA 5 VWAP TF: 5 min Use of Bollinger Band (21,0.5) Its for Directional Bias.. The change in direction can be gauged by it once the direction changes.. BUY SETUP: BUY on HIGH of Candle Close above Upper BB(21,2) Price shld also b above VWAP Initial SL: Latest Swing Low Target: Book 50% on 0.5% or 80 pnts(NF).Rest 50% wth Trailing SL of close blw EMA5 SELL SETUP: SELL on LOW of Candle Close below Lower BB(21,2) Price should also b below VWAP Initial SL: Latest Swing High Target: Book 50% on 0.5% move or 80 pnts (Nifty). Rest 50% wth Trailing SL of close above EMA5 NOTE: Price Breakout need to happen after a Bollinger Squeeze Note: Breakout or Breakdown  Candle's Price Open should be in...

Algorithmic Trading By Meru Capitals Saurav Kedia

  In my algorithmic trading company, Meru Capitals, the 4 of us manage captive funds, and work hard to generate consistent returns while simultaneously operating at scale. All our trades are automated i.e. generated and executed using algorithms generated in-house. A thread.. by Saurav Kedia We create trading algorithms (algos) which are computer programs that monitor market quotes and generate trading signals using embedded logic. These signals are then traded automatically by second layer called execution engine. All of this is done without any human intervention. Our current capital base is ~ 40 crs and largely deployed in index options and mostly on short (selling) side. We look the generate 25%+ annual profit. In trading, Drawdowns (DD) loosely means losses made from from Peak profits level. We try to keep DD within 5%. We are very focused on keeping the DD low. We want to minimize volatility and increase reliability in performance and in the process, ended up trading only in...