Omnesys Technologies Nest Plus Screener IQ
Contents
1. Price action X Ponte ren select e Candle Sticks Select SMA Crossover Select ee cree Index MACD Bollinger Bands Select 5 Month High Low Select x ChangefromOpen Select e Directional Full Gaps Year High Low Select maree retoman select William sR Select Pivot Points eet afore On Balance Volume Select Money Flow Index Select Trend Selt Buy Select Chaikin Money Flow ee Aroon Oscillator Select x Volume Select P Select X ba Sr Performance Index Pattern Higher Highs and Lower Lows Le Entries Per Page Displaying Page 1 of 68 mobi pe i Example screening for stocks that are up for 3 days in row and that are up by 1 or more during the current trading session stocksiq all stats and no fiction EOD Screener Intraday Screener Custom Screener Ranking A E scat jonenes set jancmn ee a GR Index MacD Select BollingerBands Select m Month Hish kow Select change rom open Select ge rora Directional select x Full Gaps Select w Year High Low Select x ai Performance select w Wiliam 588 Select Pivot Points select e EMank Performance Select On Balance Volume Select v Money FlowIndex Select y Trend Sell Buy Select Chaikin Money Flow Select os Select waronoscilster Select Volume Select ro channel Select mjin CrablePrice Select p L Index Pattern L Performance Higher Highs and Select El Lower Lows Applied Sign2. TOOLS OF THE TRADE Introduction Screener lQ techinical screener on nest plus is a web based program which provides pre defined screeners and technical analysis of the Indian stock market e Screener lQ provides statistical and technical analysis for all the NSE listed stocks Screener lq technical are used through the nest or now terminal and plus website Getting Started Once you have Screener IQ Technical enabled for your Nest Plus Login ID you can start using it in your Nest Trader or NOW trading application and also through the nest plus website Through the terminal NEST Trader 3 10 57 100 7 SUNILKAMATH OTPUAT 12345 Omnesys Technologies Pvt Ltd 17 06 2013 11 10 31 AM Cash Ge File Market Orders and Trades WebLinks Secure URLs Order Instruction Preferences Surveillance Masters Tools jf Registration Installation PSY RAEE eBRRE Se BELLE s Er PCA Matching S Check for Updates Window Help My Nest Plus Account gt eNews Trading Sy Indicator Bid Qty Bid Rate Ask Rate Ask Qty eh Trading Calls eh Nest Pulse Scripts eh Preference Settings 2 Market Monitor Market Movers gt eh Option Strategy eh Twitter Bar gt eb Portfolio wh ScreenerIQ Fundamental ical stocksiq all stats and no fiction EOD Screener Intraday Screener Custom Screener Ranking AS On 14 Jun 2013 As On 13 Jun 2013 AsOn 12 Jun 2013 As O
3. middle one If there is an even number of observations then there is no single middle value the median is then usually defined to be the mean of the two middle values The median can be used as a measure of location when a distribution is skewed so it s important to view the median profit per trade and profit percentage per trade as well to be in trading strategies favour For example if the average profit per trade is let s say 0 5 and median profit per trade is 0 2 avoid the system OMNESYS NEST PLUS TOOLS OF THE TRADE Largest Win Trade This is more important than the largest single losing trade Why Suppose for example your total hypothetical profit was 40 and say 20 of this is attributed to only one trade and then what you have is a distorted average trade figure It s often a good idea to remove such an exceptional single trade from the overall results and re compute the system performance in order to confirm whether the trading system is actually good enough to trade In real life trading be as realistic as possible and be prepared that you may never encounter that largest winning trade derived from the back tested results Largest Loss Trade This measure indicates how much of the drawdown the result of a single losing trade is In real life trading this helps you adjust the initial stop loss For example if the average losing trade was 1 and the largest single losing trade was 3 as you would re
4. of the trade trading tools screener iq techincal OMNESYS NEST PLUS TOOLS OF THE TRADE EOD Screener Use Case Scenarios Click on any of the predefined screeners to find the NSE listed stocks meeting the pre defined screening criteria stocksiq all stats and no fiction EOD S Screener Intraday Screener Custom Screener Ranking Stocks 167 Signal 3 Day Consecutive Down B Entries Per Page KW 4 b bi Displaying Page 1 of 9 or hiis SURANAVEL 29 85 0 36 LONG 1 17 Backtest JVLAGRO 1180 189 SHORT 53 25 28 47 1 03 Backtest PANAMAPET 128 00 1 72 LONG 26 30 46 1 11 Backtest PEACOCKIND 2 55 150 LONG 27 31 47 143 Backtest ZYLOG 40 40 90 24 SHORT 100 72 58 171 Backtest LLOYDELENG 3485 15 69 SHORT 66 60 155 Backtest AEGISCHEM 138 00 9 72 SHORT 72 59 172 Backtest ADHUNIK 2470 50 86 SHORT 73 59 1 56 Backtest CHENNPETRO 92 10 23 65 SHORT 63 62 2 07 Backtest PRAKASHCON 1 15 4 91 SHORT 28 79 2 02 Backtest MICROTECH 5 70 28 64 SHORT 71 59 1 50 Backtest JINDALPHOT 9480 5 48 SHORT 70 60 114 Backtest CADNERICI y aaan 14 EE cunorT 741 en nan Darbtact e The user is presented with the list of the stocks that are down for three days in row e You will find the signal description at the bottom of the page not shown in the above screen shot e The user is presented with Preference Trades Wins Losses Wins Profit Factor and More Columns OMNESYS NEST PLUS TOOLS OF THE TRADE The description Prefer
5. risk free returns is assumed at 6 p a the beta of the stock Jensen s alpha Portfolio Return Risk Free Rate Portfolio Beta Market Return Risk Free Rate ay Ri Rf Gia Ru Rp Beta 1Year The formula for the beta of an stock is _ Cov ra Ts Ba Var rp OMNESYS NEST PLUS TOOLS OF THE TRADE Beta 1Year The formula for the beta of an stock is where ra measures the rate of return of the stock rb measures the rate of return of the nifty 50 index and cov ra rb is the covariance between the rates of return ScreenerlQ calculates the Beta by using one day change of the stock and Nifty Index over the last 250 trading days Correlation 1 Year Stocks correlation with Nifty Index over the last one year Standard Deviation 1 Year measure of volatility of the stock calculated as a standard deviation of the price change over the last one year multiplied by Sqrt 250 End of Document
6. OMNESYS nd NEST PLUS 4 TOOLS OF THE TRADE Ce Omnesys Omnesys Technologies Omnesys Technologies OMNESYS NEST PLUS TOOLS OF THE TRADE Nest Plus Screener IQ Technical User Manual June 2013 OMNESYS NEST PLUS TOOLS OF THE TRADE Document Information DOCUMENT CONTROL INFORMATION DOCUMENT Nest Plus Screener IQ Technical User Manual VERSION 1 0 0 0 VERSION NOTES This document explains the features and functionalities of the Screener IQ Technical screener in Nest Plus KEYWORDS Proprietary Notice This document contains confidential information of Omnesys Technologies Pvt Ltd which is provided for the sole purpose of permitting the recipient to evaluate the deployment document submitted herewith In consideration of receipt of this document the recipient agrees to maintain such information in confidence and to not reproduce or otherwise disclose this information to any person outside the group directly responsible for evaluation of its contents except that there is no obligation to maintain the confidentiality of any information which was known to the recipient prior to receipt of such information from Omnesys Technologies Pvt Ltd or becomes publicly known through no fault of recipient or is received without obligation of confidentiality from a third party owing no obligation of confidentiality to Omnesys Technologies Pvt Ltd OMNESYS NEST PLUS
7. S TOOLS OF THE TRADE Example backtest report for JSWISPAT Gap down with 1 from previous close assuming entry at open and exit at close stocksia all stats and no fiction EOD Screener Intraday Screener Custom Screener Ranking LookBack Period Select Any w Exit Today cose Backtest gt Depinyire tage tar Entries Per Page Symbol JSWISPAT Signal Gap Down Open 1 Entry C Chg Open LookBack Period 4 Years Exit Today Close 2009 06 15 3 96 2009 06 16 Detail Performance Summary 2009 06 23 Total Trades 118 Percent Profitable Bete TALS 2009 07 08 2009 08 12 2009 08 17 Avg Trade Avg Win Avg Loss 1 38 2009 08 31 Win Trades Loss Trades Preference Average Win Trade Average Loss Trade 2 16 2009 09 17 2009 10 05 2009 10 29 2009 11 03 Max Consec Wins Max Consec Loss 2009 11 27 Median Largest Win Trade Largest Loss Trade The Backtest report is generated assuming the exit is at the closing price of the current trading day from the entry point the trading strategy triggered usually open opent previous day s high low Pivot points etc All the points or more or less same as in the backtest report for EOD screeners except the user can only select the exit at the same day s close OMNESYS NEST PLUS TOOLS OF THE TRADE Custom Screener Use Case Scenarios sCocksiq all stats and no fictio EOD Screener Intraday Screener Custom Screener Ranking
8. adily guess a good portion of the average losing trade is borne by the largest losing trade If you had a better way of managing the largest loser your overall system performance would be considerably better In real life trading be prepared to encounter an even higher largest loss than thrown up by back tested results and brace yourself to handle such situation Max Consec Wins The maximum number of consecutive winning trades generated by the trading strategy Max Consec Loss The maximum number of consecutive winning trades generated by the trading strategy Profit Factor Profit factor is the system s gross profit in rupee terms divided by gross loss in rupee terms Look for systems that have a profit factor of 2 5 or higher Outlier Adj Prof Factor With any trading system you are going to have one or two exceptional wins The chances of these trades recurring in the future are very slim and shouldn t be considered in the overall performance summary It is often a good idea to remove the largest single winning trade while calculating the outlier adjusted profit factor OMNESYS NEST PLUS TOOLS OF THE TRADE Intraday Screener Use Case Scenarios stocksiq all stats and no fiction EOD Screener Intraday Screener Custom Screener Ranking Entry Entry Open Entry Previous High Entry Previous Low Full Gap Up Entry Open Full Gap Up Open Entry Open Full Gap Up Open Yesterday Close Up Entry Open Ful
9. als 3 Day Consecutive Up Today 1 OMNESYS NEST PLUS TOOLS OF THE TRADE User can select any combinations of various trading strategies and upon clicking the show results button are presented with the stocks meeting the user selected criteria Upon clicking the Backtest link user is presented with the detailed backtest report and the explanation of the parameters presented are same as in detailed back test report Rankings Use Case Scenarios stocksia all stats and no fiction EOD Screener Intraday Screener Custom Screener Ranking Performance Relative Performance High Low Moving Average Distance Pro Metrics NSE listed companies ranked by 1 Day Change Rankings Click on any field name to sort by it No of companies 1333 UP 603 DOWN 730 20 iw Entries Per Page Kd DW Displaying Page 1 of 67 1387 JUNIORBEES 79 83 123 52 9242 1386 MALWACOTT Malwa Cotton Spg Mills Limited 53 24 8 65 200 1385 SAMBHAAV Sambhaav Media Limited 46 34 1 10 2500 1384 JUMBO 42 53 5 00 495 1383 NATHSEED Nath Seeds Limited 41 27 3 70 348 1382 GANGOTRI Gangotri Textiles Limited 40 91 1 95 2000 1378 GTNIND GTN Industries Limited 33 65 6 90 14 1377 BECREL 33 33 4 00 1100 On the Ranking page user can select the following options to see how the NSE listed stocks are ranked for the selected item 1 Day Change One trading day change of the Stock 1 Week Change One trading week change of the Stock 1 Month Chan
10. d in the historical backtesting period The change and change details for the particular symbol and the next 1 2 3 4 5 10 20 depending on the user selected values default is 1 day days for that particular trading strategy The detailed backtest report will have the following fields and the description below Symbol Stock Symbol on NSE Signal This is the Trading Strategy the user has selected LookBack Period can be set to either 1 2 3 4 years the default value is 4 years if the user doesn t select any value OMNESYS NEST PLUS TOOLS OF THE TRADE Exit After can be set to either 1 2 3 4 5 10 20 days the default value is 1 day if the user doesn t select any value If the user selects 2 years as look back period and 5 days as the exit after values the back test report will be performed over the last 2 years on the stock for the selected predefined screener assuming the exit period is after 5 trading days at close Total Trades Number of trades generated by the trading strategy on a stock over the last four years or if the user selects any other look back period like 1 2 3 4 years Preference Long or short based on the Historical Backtesting Report Arrived at summing all the change values and if negative usually going short was profitable if positive going long was profitable Percent Profitable Number of winning trades expressed as percentage Win Trades Number of winning trades generated by the trading strate
11. ence This column will have either of the two entries i e long or short If it is long it means going long would have been profitable conversely if it is short going short would have been profitable Long Short are arrived at historical backtesting report over 4 years based on the most profitable action by summing the change details Entry Price Price at which the trading strategy triggered For BTST STBT Buy Today Sell Tomorrow Sell Today Buy Tomorrow it is usually the price around 3 15 p m the idea is for the users to front the all the screeners before the market is closed and take action accordingly ScreenerlQ refreshes the value after the market is closed around 5 p m For Intraday Trade Ideas the entry price usually a referenceable price point like Previous day s high low Current Open Current Open certain percentage various pivot points to name a few Trades Number of trades generated by the trading strategy on a stock over the last four years Look for a sample of a minimum of 16 trades in last four years in order to support the statistical significance of back testing results Wins Number of winning trades generated by the trading strategy Losses Number of losing trades generated by the trading strategy Wins Number of winning trades expressed as percentage Profit Factor Profit factor is the system s gross profit in rupee terms divided by gross loss in rupee terms Look for trading s
12. ge One trading month 20 trading days change of the Stock Quarter Change One trading quarter 62 trading days change of the Stock Half Year Change Change of the stock of over the last six months 125 trading days Year Change Change of the stock of over the last one year 250 trading days 1 Day Relative Performance measures how a stock is performing relative to a Nifty 50 index over one 1 day 1 Week Relative Performance measures how a stock is performing relative to a Nifty 50 index over one trading week 5 trading days OMNESYS NEST PLUS TOOLS OF THE TRADE 1 Month Relative Performance measures how a stock is performing relative to a Nifty 50 index over one trading month 20 trading days Quarter Relative Performance measures how a stock is performing relative to a Nifty 50 index over one trading quarter 62 trading days Year Relative Performance measures how a stock is performing relative to a Nifty 50 index over one trading year 250 trading days 20 Day High Change from 20 day High 20 Day Low Change from 20 day Low Year High Change from 52 Week High Year Low Change from 52 Week Low SMA 20 Change from 20 day Moving Average SMA 50 Change From 50 day Moving Average SMA 200 Change From 200 day Moving Average Alpha alpha is calculated as the stock return over last one year the market Nifty Index return over the last year the risk free rate of return and
13. gy Loss Trades Number of losing trades generated by the trading strategy Avg Trade The average profit per trade in percentage for all the trades has been in the last four years minus commission and slippage Avg Win Avg Loss Also referred as Payoff Ratio Payoff Ratio is the system s average profit in percentage terms per winning trade divided by the average loss in percentage terms per losing trade Unless the trading system has a particularly high win loss ratio look for payoff ratios of more than 2 StocksiQ filters the trades with payoff ratio of minimum of 2 Average Win Trade The average profit per winning trades for all the winning trades has been in the last four years minus commission and slippage The average Win Trade is sum of the percentage profits for all the winning trades divided by number of winning trades Average Loss Trade The average profit per losing trades for all the losing trades has been in the last four years minus commission and slippage The average loss trade is sum of the percentage profits for all the losing trades divided by number of losing trades Median in probability theory and statistics median is described as the numerical value separating the higher half of a sample a population or a probability distribution from the lower half The median of a finite list of numbers can be found by arranging all the observations from lowest value to highest value and picking the
14. is current trading days open OMNESYS NEST PLUS TOOLS OF THE TRADE Example screening for stocks opening with minus 1 gap down stocksia all stats and no fiction EOD Screener Intraday Screener Custom Screener Ranking Stocks 20 Signal Gap Down Open 1 Entry Open 20 y Entries Per Page K4bhM Displaying Page 1 of 2 Rs gi de JSWISPAT 9 95 10 00 LONG 1 71 Backtest RENUKA 2160 2175 0 00 LONG 86 51 35 1 80 59 Backtest JPPOWER 23 25 2350 0 00 LONG 68 48 2 39 59 Backtest UNITECH 23 50 2385 0 00 LONG 80 54 2 05 60 Backtest PTC 56 85 57 00 0 00 LONG 60 26 4 95 70 Backtest INDIACEM 65 15 67 50 0 00 LONG 72 37 3 10 66 Backtest IBREALEST 74 60 73 00 0 00 SHORT 59 72 1 03 45 Backtest CROMPGREAV 90 45 90 30 0 00 LONG 45 26 2 61 63 Backtest NMDC 116 05 114 10 0 00 LONG 43 29 2 25 60 Backtest EXIDEIND 139 05 139 70 0 00 LONG 61 21 7 70 74 Backtest Signal Description Stocks Opening with a Gap Down 1 i e when the opening price is less than yesterday s clsoing price by 1 and entry is assumed at opening price e The user is presented with the list of the stocks that are opening with 1 gap down from the previous closing price e You will find the signal description at the bottom of the page not shown in the above screen shot e The user is presented with Preference Entry Trades Wins Losses Wins Profit Factor and More Columns The description Preference This column will have either of the two e
15. l Gap Up Open Yesterday Close Down Entry Open Full Gap Up Open 1 Entry Open Full Gap Up Open 2 Entry Open Full Gap Down Entry Open Full Gap Down Open Entry Open Gap Up Entry Open Gap Up Open 1 Entry Open Gap Up Open 2 Entry Open Gap Up Open 3 Entry Open Gap Up Open 4 Entry Open Gap Up Open 5 Entry Open Full Gap Up Entry Prev High Full Gap Up Open Entry Prev High 5 Full Gap Up Open Yesterday Close Up Entry Prev High Full Gap Up Open Yesterday Close Down Entry Prev High Full Gap Up Open 1 Entry Prev High Full Gap Up Open 2 Entry Prev High Eal Aan Mara L Camas a Gap Down Entry Open Gap Down Open 1 Entry Open Gap Down Open 2 Entry Open Gap Down Open 3 Entry Open Gap Down Open 4 Entry Open Gap Down Open 5 Entry Open Full Gap Up Entry Prev Low Full Gap Up Open Entry Prev Low Full Gap Up Open Yesterday Close Up Entry Prev Low Full Gap Up Open Yesterday Close Down Entry Prev Low Full Gap Up Open 1 Entry Prev Low Full Gap Up Open 2 Entry Prev Low Eal Aan Manun L Dee Mews Lh Do note that ScreenerlQ screens for only stocks in the Nifty Junior Nifty Midcap Nifty and few highly traded as measured by the average 3 month volume for the intraday screeners and is run is 15 minutes delayed data feed All the entry points are assumed on the previous day s daily OHLC bar other than the Open which
16. n 11 Jun 2013 As On 10 Jun 2013 Price action 3 Day Consecutive Up 4 Day Consecutive Up 5 Day Consecutive Up 6 Day Consecutive Up 7 Day Consecutive Up Relative Strength Index RSI crossed above 70 RSI crossed below 70 RSI above 70 RSI crossed above 80 RSI crossed below 80 6 Candle Sticks Hammer Hanging Man Piercing Line Dark Cloud Cover inverted Hammer SMA Crossover Above SMA 20 Crossed above SMA 20 Above SMA 50 Crossed above SMA 50 Above SMA 200 1Day Performance Today 1 Today 2 Today 3 Today 4 Today 5 NestPlus Message Heckyl News Update gt Nest Plus menu tools screener Iq technical OMNESYS NEST PLUS TOOLS OF THE TRADE Through the website EN gt Nest Plus x gt C Bhitys plus omnesysindia com NestPlus Plus StocksIqScanner jsp prd ScreenerlQ_technical OMNESYS NEST PLUS TOOLS OF THE TRADE p 0 Items in your cart HOME ABOUT NEST PLUS TOOLS OF THE TRADE PARTNERS COMMUNITY HELP new Trading Calls Trading Tools Tools For Dealers Fundamental Analysis tools Percentage Playnew Heckyl FIND Nest Premium Dealer Technical Screener Swing Trades newt Option Strategy New Nest Pulse Dealer Fundamental_data Indian Volatility newe Nest Pulse Plus Trading Plugin Dealersew Mutual Funds newt Vantagetrade Gold Nest Premium Compass newt Web Charts new Blaze newt Nest Starter Pack Pointer newt Plus Trading Plugin new IndexMatters new Mund
17. ntries i e long or short If it is long it means going long would have been profitable conversely if it is short going short would have been profitable Long Short are arrived at historical backtesting report over 4 years based on the most profitable action by summing the change details Entry Price Price at which the trading strategy triggered For Intraday Trade ldeas the entry price usually a reference able price point like Previous day s high low Current Open Current Open certain percentage various pivot points to name a few OMNESYS NEST PLUS TOOLS OF THE TRADE Trades Number of trades generated by the trading strategy on a stock over the last four years Look for a sample of a minimum of 16 trades in last four years in order to support the statistical significance of back testing results Wins Number of winning trades generated by the trading strategy Losses Number of losing trades generated by the trading strategy Wins Number of winning trades expressed as percentage Profit Factor Profit factor is the system s gross profit in rupee terms divided by gross loss in rupee terms Look for trading systems that have a profit factor of 2 5 or higher The above fields are generated via historical backtesting assuming the trade is exited at the next day close and the default test period is 4 years More will take the user to a detailed backtest report page OMNESYS NEST PLU
18. u TV Stocks IQ new ScreenerlQ Technical new Your Broker s Strategy new Simulated Trading Portfolio SIM Trade EOD Screener Intraday Screener Custom Screener Ranking AsOn 141un2013 AsOn 13 Jun 2013 AsOn 12 Jun 2013 AsOn 11 Jun 2013 As On 10 Jun 2013 Price action Relative Strength Candle Sticks SMA Crossover 1Day Performance 3 Day Consecutive Up 58 Index Hammer 56 Above SMA 20 364 Today 1 672 4 Day Consecutive Up 19 RSI crossed above 70 6 Hanging Man 16 Crossed aboveSMA 20 94 Today 2 422 10 RSI crossed below 70 Piercing Line 6 Above SMA 50 420 Today 3 267 5 RSI above 70 Dark Cloud Cover 0 Crossed above SMA 50 68 Today 4 166 RSI crossed above 80 Inverted Hammer 48 Above SMA 200 336 Today 5 88 RSI crossed below 80 8 Crossed above SMA 200 37 Today 10 19 RSI above 80 2 bullish SMA 20 50 6 Today 15 7 RSI crossed above 90 8 bullish SMA 20 200 3 Today 20 3 Bullish Engulfing 48 bullish SMA 50 200 1 Today 1 8 Below SMA 20 1080 Today 2 154 Long Green Candle 274 Crossed below SMA 20 32 Today 3 5 Day Consecutive Up 6 Day Consecutive Up 7 Day Consecutive Up 3 3 Day Consecutive Down 131 Shooting Star 4 Day Consecutive Down 96 Bearish Harami 5 Day Consecutive Down 55 Bullish Harami RSI crossed below 90 RSI above 90 RSI crossed above 10 34 a a creenet1Q_technicalPozu Closing Green 22 Below SMA 50 1023 6 Day Consecutive Down 7 Day Consecutive Down Bearish Engulfing gt Login to the nest plus website Tools
19. ystems that have a profit factor of 2 5 or higher The above fields are generated via historical backtesting assuming the trade is exited at the next day close and the default test period is 4 years More will take the user to a detailed backtest report page OMNESYS NEST PLUS TOOLS OF THE TRADE Example detailed backtest for TITAN when the Stock is down for 3 days down in row stocksia all stats and no fiction EOD Screener Intraday Screener Custom Screener Ranking LookBack Period Select Any x Jexit After Select Any e Back test 15 Displaying Page 1 of 8 Entries Per Page Symbol TITAN Signal 3 Day Consecutive Down C Che LookBack Period 4Years Exit After 1Day 2009 06 15 Detail Performance Summary 2009 06 16 2009 06 17 2009 06 18 2009 06 24 Preference 2009 06 25 Avg Trade 27 Avg Win Avg Loss 3 2003 07 03 2009 07 10 2009 07 13 2009 07 30 Largest Win Trade Largest Loss Trade 2009 08 07 Total Trades 111 Percent Profitable Win Trades 56 Loss Trades Average Win Trade Average Loss Trade Median e User can change the lookback period by selecting the lookback period dropdown menu can select over last 1 2 3 4 years User can change the exit period by selecting the exit after drop down menu can select 1 2 3 4 5 10 20 days User is presented on the right hand side with all the previous instances dates when the trading signal triggere
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