Comment on Code your Technical Analysis strategy

Sid commented on 23 May 2013, 09:38 AM

Hi Zerodha,

My requirement are simple.

1) For EOD trades, Buy Nifty Calls when 3 EMA > 15 EMA on Nifty Spot. Buy Nifty Puts when 3 EMA < 15 EMA on Nifty Spot.

Additionally as a confirming indicator, I also want to make certain that MACD (5,20,4) has given a buy / sell signal as well as RSI-EMA 21,9 (9 EMA of 21 RSI) has also given the same buy / sell signal.

Please help me code the same and back test it.

2) For Intraday Trades, I want to buy Call / Puts if the Nifty Spot crosses a certain value, say 6000, upwards (then Calls) or downwards (then Puts) respectively. How can I put in this sort of a conditional order?

for example: if Nifty Spot < 6000, initiate Buy Nifty Puts (In The Money / At The Money).

OR

if Nifty Spot > 6000, initiate Buy Nifty Calls (In The Money / At The Money).

Thanks for your help in advance and eagerly awaiting your help / reply.

Regards,
Sid

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