Friday, December 30, 2016

VWAP-Volume Weighted Average Price Amibroker AFL

A very important aspect in trading is the VWAP-Volume Weighted Average Price. A very nice definition is given by Wikipedia which is as follows:

In finance, volume-weighted average price (VWAP) is the ratio of the value traded to total volume traded over a particular time horizon (usually one day). It is a measure of the average price at which a stock is traded over the trading horizon. 

The VWAP can be used similar to moving averages, where prices above the VWAP reflect a bullish sentiment and prices below the VWAP reflect a bearish sentiment. Traders may initiate short positions as a stock price moves below VWAP for a given time period or initiate long position as the price moves above VWAP

Institutional buyers and algorithms will often use VWAP to plan entries and initiate larger positions without disturbing the stock price.

VWAP-Volume-Weighted Average Price Amibroker AFL
 VWAP-Volume-Weighted Average Price Amibroker AFL

DOWNLOAD  VWAP-Volume-Weighted Average Price Amibroker AFL

Thursday, December 29, 2016

Intraday Nifty Options Data Download

Intraday Options Data for Nifty December 2016 Expiry Contract.

So here comes the last month of the current year that is 2016. The last quarter of 2016 was quite volatile with major events taking place like the US Presidential elections and then in India the Demonetisation drive.
I hope the readers who deal in Options had a good time trading with these smart instruments during these uncertain times.

DOWNLOAD DATA LINK
Required US Government Disclaimer & CTFC Rule 4.41

Futures trading contains substantial risk and is not suitable for every investor. An investor could potentially lose all or more than the initial investment. Risk capital is money that can be lost without jeopardizing ones financial security or lifestyle. Only consider risk capital that should be used for trading and only those with sufficient risk capital should consider trading. Past performance is not necessarily indicative of future results. CTFC RULE 4.41 – HYPOTHETICAL OR SIMULATED PERFORMANCE RESULTS HAVE CERTAIN LIMITATIONS. UNLIKE AN ACTUAL PERFORMANCE RECORD, SIMULATED RESULTS DO NOT REPRESENT ACTUAL TRADING. ALSO, SINCE THE TRADES HAVE NOT BEEN EXECUTED, THE RESULTS MAY HAVE UNDER-OR-OVER COMPENSATED FOR THE IMPACT, IF ANY, OF CERTAIN MARKET FACTORS SUCH AS LIQUIDITY. SIMULATED TRADING PROGRAMS IN GENERAL ARE ALSO SUBJECT TO THE FACT THAT THEY ARE DESIGNED WITH THE BENEFIT OF HINDSIGHT. NO REPRESENTATION IS BEING MADE THAT ANY ACCOUNT WILL OR IS LIKELY TO ACHIEVE PROFIT OR LOSSES SIMILAR TO THOSE SHOWN. All trades, patterns, charts, systems, etc., discussed in this website or advertisement are for illustrative purposes only and not construed as specific advisory recommendations. All ideas and materials presented herein are for information and educational purposes only. No system or trading methodology has ever been developed that can guarantee profits or prevent losses. The testimonials and examples used herein are exceptional results which do not apply to average people and are not intended to represent or guarantee that anyone will achieve the same or similar results. Trades placed on the reliance of Trend Methods systems are taken at your own risk for your own account. This is not an offer to buy or sell futures interests.