Before I tell you about the basis of my strategies, let me introduce the terminologies introduced in the supporting excel

sheet 1. Signal Indicates the signal generated by the indicators / calculations based on EOD data of the previous day. BUY buy signal, SELL Sell Signal, WAIT no signal generated. 2. Entry Indicates the entry point 3. Target The target at which the position will be squared off / exited 4. Stop Indicates the stop loss 5. Exit Indicates the actual point at which the position is squared off. It can be the Target or the Stop Loss point 6. Contracts Indicates the number of contracts (Lots) to be traded. It can be a constant quantity or a variable quantity with an upper limit. The upper limit taken in all the strategies is 100 contracts. Each contract lot size is 50 for CNX Nifty on NSE. 7. Pips Indicates number of points gained / lost per lot. Now in the strategy, you will see number indicators with headings like Exit, Pips etc. This is basically the most optimistic as well as the pessimistic figure. The limitation of Intraday EOD data is that there is a discrepancy in determining whether the target is hit first or the stop loss (if both are within the range in a single day). So the pessimistic case (Case numbered 1) suggests the points where the stop loss is Hit. Whereas, optimistic case(Case numbered 2) suggests the points where the Target is achieved. On the days where both the Stop loss and Targets are within the range, A Tag ofCHECK has been put along with the Pips column. The charts drawn in the excel sheet suggests the maximum and minimum P&L figures that will be achieved. Actual figue should lie between the two depending upon the CHECK points whether its a Target or a Stop Loss. All the other information is given in the tables along with the Charts. The Charts are numbered with respect to the strategy numbers i.e. Chart 1 belongs to strategy 1 and so on. Maximum P&L is the optimistic extreme figures where as Minimum P&L is the pessimistic extreme figure. The value under Column TOTAL indicates the cumulative ledger balance on daily basis after the settlement. Carry When both the Target and Stop loss are not hit, then the position is carried to the next day and no new fresh positions are taken on that day. The Target and Stop loss remains the same as the previous day for carried over positions. This phenomenon is used only in strategy 1. An initial fund deployment figure is indicated for each strategy. This figure is a notional figure based on the maximum number of contracts for that strategy. Transaction costs are not included in any of the strategy as the major portion of the same depends upon the brokerage negotiated. This can be waived off if the company plans to be a member on exchange itself. Then only the STT (Security Transaction Tax ) and Stamp Duty needs to be taken care of All the strategies are perfectly risk managed with proper Targets and stop losses defined. All the strategies are initially tested / used on NIFTY Futures (Traded on NSE) but can be extended to other derivatives as well. STRATEGY 1 This strategy is based on the signals generated by %D oscillator. STRATEGY 2 This strategy is based on crossovers of Daily Moving averages STRATEGY 3 This strategy is based on Channel breakout