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riteshska
27 de Nov de 2020 14:46

Bank Nifty VWAP 

Nifty Bank IndexNSE

Descrição

BANK NIFTY INDICES IS WIEGHTAGE OF 12 STOCKS AS DECIDED BY EXCHANGE.

BANK NIFTY VWAP CALCULATES COMBINED VWAP OF THESE 12 STOCKS AND GENERATES VWAP FOR BANK NIFTY

Notas de Lançamento

weight age of 12 stocks is updated as per nseindia

Notas de Lançamento

UPDATED INDEX VALUE

AXISBANK=14.47
BANDHANBNK=2.75
BANKBARODA=0.68
FEDERALBNK=1.39
HDFCBANK=28.04
ICICIBANK=18.63
IDFCFIRSTB=0.86
INDUSINDBK=5.4
KOTAKBANK=15.94
PNB=0.49
RBLBANK=0.95
SBIN=10.4

Notas de Lançamento

updated index values

Notas de Lançamento

HDFCBANK=28.29
ICICIBANK=21.37
KOTAKBANK=12.36
AXISBANK=12.15
SBIN=12.21
INDUSINDBK=5.05
BANDHANBNK=1.84
FEDERALBNK=1.54
RBLBANK=0.85
AUBANK=0.68
IDFCFIRSTB=1.38
PNB=1.11

Notas de Lançamento

AUBANK=2.35
AXISBANK=11.49
BANDHANBNK=1.73
FEDERALBNK=1.53
HDFCBANK=27.56
ICICIBANK=22.91
IDFCFIRSTB=1.22
INDUSINDBK=5.2
KOTAKBANK=11.77
PNB=1.03
RBLBANK=0.79
SBIN=12.42

Notas de Lançamento

VWMA

Notas de Lançamento

added vwma fast & slow

Notas de Lançamento

Multiple Time Frames

Notas de Lançamento

added standard deviation up to 5 strings.

Notas de Lançamento

AUBANK=2.01
AXISBANK=11.44
BANDHANBNK=1.49
FEDERALBNK=1.47
HDFCBANK=26.61
ICICIBANK=22.91
IDFCFIRSTB=1.16
INDUSINDBK=5.2
KOTAKBANK=12.28
PNB=0.94
RBLBANK=0.68
SBIN=13.82

Notas de Lançamento

UPDATED RESOLUTION FOR DAILY VWAP, WEEKLY VWAP, MONTHLY VWAP AND YEARLY VWAP

HISTORICAL DATA CAN BE SWITCHED OFF.

ADDED SUPPORT UPTO 10 LEVELS.

ZONES CAN BE SET UP IF DESIRED - 0.95 & 1.05 = INSTEAD OF 1

Notas de Lançamento

Added support of previous day close, previous day high, previous day low and today open.

Notas de Lançamento

updates percentage values of bank nifty inclusion.

Notas de Lançamento

updated - no decision zone

Notas de Lançamento

AUBANK=2.65
AXISBANK=12.35
BANDHANBNK=2.08
FEDERALBNK=1.94
HDFCBANK=26.27
ICICIBANK=22.25
IDFCFIRSTB=1.31
INDUSINDBK=6
KOTAKBANK=11.67
PNB=1.04
RBLBANK=0.67
SBIN=11.78

Notas de Lançamento

dynamic levels of WD Gann, with Historical.

Notas de Lançamento

updated constituent
updated WDG

Notas de Lançamento

WDG levels is corrected.
Comentários
comprehensiveP86279
can u plz give the code .i want to make my own strategy for scalping.
suhail369
Did you get?
comprehensiveP86279
@suhail369, no.he is not giving
saipanda89
@comprehensiveP86279, even if he gives, it is useless considering that the logic is flawed. I was developing something on the same lines but it far from actual figures.
riteshska
@saipanda89,
concept of coding VWAP on Index spot is inspired from a big hedge fund, operating on DOW and other similar markets.
Standard Deviation on VWAP is universal concept.

now u can adjust DAILY / WEEKLY / MONTHLY VWAP.
chetanbajaj7
@riteshska, Just want to ask whether weightage is already upto date ?
riteshska
@chetanbajaj7, yes BRO... latest updates i made on 15 Dec... it is up to date.
SAMCURRY
@riteshska, Where can i read more about this concept big hedge fund using spot vwap operating on DOW , Just curious
riteshska
@SAMCURRY, you need to check several interviews, podcasts with chatwithtraders or similar channels. I had heard this concept in one of these interviews, which made me inquisitive about it.
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