Date

OPEN

HIGH

LOW

CLOSE

3EMA

15EMA

POSITION

26-Aug-11

4882.30

4899.00

4740.00

4748.70

4811.90

5010.66

SELL

29-Aug-11

4849.00

4969.35

4840.35

4933.15

4872.53

5000.97

SELL

30-Aug-11

5003.00

5042.50

4948.70

5003.00

4937.76

5001.23

SELL

2-Sep-11

5055.95

5085.10

5011.50

5034.10

4985.93

5005.34

SELL

5-Sep-11

5015.75

5044.35

4977.00

5010.30

4998.12

5005.96

SELL

6-Sep-11

5004.70

5093.05

4955.00

5061.10

5029.61

5012.85

BUY

7-Sep-11

5106.25

5171.20

5102.00

5117.20

5073.40

5025.89

BUY

8-Sep-11

5140.70

5194.55

5111.50

5155.00

5114.20

5042.03

BUY

9-Sep-11

5164.40

5179.20

5070.00

5052.50

5083.35

5043.34

BUY

12-Sep-11

5000.00

5004.80

4928.00

4942.45

5012.90

5030.73

SELL

13-Sep-11

4999.05

5062.85

4931.75

4941.60

4977.25

5019.59

SELL

14-Sep-11

4961.75

5056.90

4933.50

5019.15

4998.20

5019.53

SELL

15-Sep-11

5062.40

5125.00

4986.15

5081.20

5039.70

5027.24

BUY

16-Sep-11

5148.90

5178.45

5098.00

5087.60

5063.65

5034.79

BUY

19-Sep-11

5100.00

5100.00

5045.00

5037.15

5050.40

5035.08

BUY

20-Sep-11

5062.00

5194.15

5056.75

5156.70

5103.55

5050.28

BUY

21-Sep-11

5166.00

5202.50

5143.30

5141.30

5122.42

5061.66

BUY

22-Sep-11

5094.70

5095.00

4931.45

4913.90

5018.16

5043.19

SELL

23-Sep-11

4911.00

4961.00

4851.00

4870.70

4944.43

5021.63

SELL

26-Sep-11

4882.70

4897.00

4781.35

4844.30

4894.37

4999.46

SELL

27-Sep-11

4925.15

5015.00

4925.15

4977.85

4936.11

4996.76

SELL

28-Sep-11

5020.00

5020.00

4926.15

4936.65

4936.38

4989.25

SELL

29-Sep-11

4935.00

5059.65

4925.50

5019.40

4977.89

4993.02

SELL

30-Sep-11

5008.85

5044.45

4933.65

4934.30

4956.09

4985.68

SELL

3-Oct-11

4869.90

4890.00

4827.70

4857.75

4906.92

4969.69

SELL

4-Oct-11

4845.00

4897.70

4740.00

4775.00

4840.96

4945.35

SELL

5-Oct-11

4802.75

4856.00

4761.00

4769.30

4805.13

4923.34

SELL

7-Oct-11

4890.25

4951.00

4886.00

4898.60

4851.87

4920.25

SELL

10-Oct-11

4914.00

5018.00

4902.50

4993.30

4922.58

4929.38

SELL

11-Oct-11

5050.60

5068.00

4985.10

4982.45

4952.52

4936.02

BUY

12-Oct-11

5015.55

5135.00

5015.55

5112.85

5032.68

4958.12

BUY

13-Oct-11

5150.00

5154.00

5082.10

5074.05

5053.37

4972.61

BUY

14-Oct-11

5080.95

5168.95

5077.45

5143.35

5098.36

4993.95

BUY

17-Oct-11

5184.00

5184.00

5100.00

5115.85

5107.10

5009.19

BUY

18-Oct-11

5074.95

5107.00

5030.10

5044.90

5076.00

5013.65

BUY

19-Oct-11

5084.90

5172.90

5084.90

5149.40

5112.70

5030.62

BUY

20-Oct-11

5110.15

5126.90

5051.00

5102.85

5107.78

5039.65

BUY

21-Oct-11

5119.00

5149.80

5058.50

5054.00

5080.89

5041.44

BUY

24-Oct-11

5135.55

5176.40

5115.20

5105.80

5093.34

5049.49

BUY

25-Oct-11

5151.45

5249.80

5112.10

5181.95

5137.65

5066.05

BUY

26-Oct-11

5241.15

5257.20

5227.00

5232.05

5184.85

5086.80

BUY

28-Oct-11

5376.55

5402.75

5341.25

5385.50

5285.17

5124.13

BUY

31-Oct-11

5369.70

5377.90

5333.65

5347.10

5316.14

5152.01

BUY

1-Nov-11

5321.60

5335.00

5261.00

5291.40

5303.77

5169.43

BUY

2-Nov-11

5247.90

5334.90

5243.00

5280.20

5291.98

5183.28

BUY

3-Nov-11

5258.50

5315.00

5221.15

5295.85

5293.92

5197.35

BUY

4-Nov-11

5346.00

5353.95

5283.55

5316.85

5305.38

5212.29

BUY

8-Nov-11

5316.90

5333.75

5270.10

5315.55

5310.47

5225.19

BUY

9-Nov-11

5311.00

5331.00

5226.00

5237.10

5273.79

5226.68

BUY

11-Nov-11

5189.85

5216.00

5161.30

5191.75

5232.77

5222.31

BUY

14-Nov-11

5243.00

5248.95

5148.00

5155.85

5194.31

5214.00

SELL

15-Nov-11

5133.00

5175.65

5063.75

5078.20

5136.25

5197.03

SELL

16-Nov-11

5047.00

5080.00

4997.50

5044.90

5090.58

5178.01

SELL

17-Nov-11

5052.00

5052.00

4915.00

4932.95

5011.76

5147.38

SELL

18-Nov-11

4908.90

4924.90

4845.25

4914.60

4963.18

5118.28

SELL

21-Nov-11

4874.75

4879.00

4768.60

4783.30

4873.24

5076.41

SELL

22-Nov-11

4795.00

4860.00

4780.95

4805.30

4839.27

5042.52

SELL

23-Nov-11

4773.00

4774.50

4632.25

4703.90

4771.59

5000.19

SELL

24-Nov-11

4691.00

4750.00

4714.75

4755.00

4763.29

4969.54

SELL

25-Nov-11

4750.00

4778.40

4688.55

4710.95

4737.12

4937.22

SELL

28-Nov-11

4750.00

4874.80

4750.00

4870.30

4803.71

4928.85

SELL

REVERSAL
5275.67
5172.22

Hold Short

5085.86
5031.22
5016.41
4990.50
4962.54
4945.80
4989.99
5054.50
5076.04
5047.97
5010.63
4996.31
5014.65
4979.25
4980.65
5076.56
5124.56
5139.58
5077.63

Go Long
Hold Long
Hold Long
Hold Long
Go Short
Hold Short
Hold Short
Go Long
Hold Long
Hold Long
Hold Long
Hold Long
Go Short
Hold Short
Hold Short
Hold Short

5059.74
5013.19
5025.13
5053.38
5084.54
5080.95
5011.42

Hold Short
Hold Short
Hold Short
Hold Short
Hold Short

4938.45
4914.02
4858.71
4864.93
4854.74
4878.64
4930.52
4921.18
4948.81
4988.84
4991.02
4970.58
4956.07
4909.41
4933.17
4990.31
5038.35
5068.59
5088.17
5111.48
5163.87

Go Long
Hold Long
Hold Long
Hold Long
Hold Long
Hold Long
Hold Long
Hold Long
Exit Long
Hold Long
Hold Long
Hold Long
Hold Long
Hold Long
Hold Long
Exit Long
Hold Long
Hold Long
Hold Long
Hold Long

5208.37
5240.27
5278.06
5294.59
5328.20
5325.08
5347.30
5313.52
5305.00
5244.55
5204.02
5095.71

Exit Long
Go Short
Hold Short
Hold Short
Hold Short
Hold Short
Hold Short
Hold Short
Hold Short
Hold Short
Hold Short
Hold Short

SOLD AT 5160
HOLD
BOUGHT AT 5040
BOUGHT AT 5036

SOLD AT 5080
PREVIOUS SHORTS CARRIED OV

PREVIOUS SHORTS CARRIED OVER

26-Aug-11
29-Aug-11
30-Aug-11
2-Sep-11
5-Sep-11
6-Sep-11
7-Sep-11
8-Sep-11
9-Sep-11
12-Sep-11
13-Sep-11
14-Sep-11
15-Sep-11
16-Sep-11
19-Sep-11
20-Sep-11
21-Sep-11
22-Sep-11
23-Sep-11
26-Sep-11
27-Sep-11
28-Sep-11
29-Sep-11
30-Sep-11
3-Oct-11
4-Oct-11
5-Oct-11
7-Oct-11
10-Oct-11
11-Oct-11
12-Oct-11
13-Oct-11
14-Oct-11
17-Oct-11
18-Oct-11
19-Oct-11
20-Oct-11
21-Oct-11
24-Oct-11
25-Oct-11
26-Oct-11
28-Oct-11
31-Oct-11
1-Nov-11
2-Nov-11
3-Nov-11
4-Nov-11
8-Nov-11
9-Nov-11
11-Nov-11
14-Nov-11
15-Nov-11
16-Nov-11
17-Nov-11
18-Nov-11
21-Nov-11
22-Nov-11
23-Nov-11
24-Nov-11
25-Nov-11
28-Nov-11

5500.00
5500.00

5400.00

5300.00
5300.00

5200.00

5100.00
5100.00
OPEN

5000.00
HIGH

LOW

4900.00
4900.00

4800.00

4700.00
4700.00

4600.00

4500.00
4500.00

CLOSE

3EMA

15EMA

RULES - SHORT
ENTRY (AT 3.20 PM)
EXIT SCENARIO 1 (AT 9.15 AM)

EXIT SCENARIO 2 (AT 3.20 PM)

RE-ENTRY 1 SCENARIO 1 (AT 3.20 PM)
RE-ENTRY SCENARIO 2 (AT MARKET HOURS)

Check if 3EMA crossing 15 EMA from TOP. If YES, GO SHORT

What is the 3 EMA value at start of Day(Based on Y'day's close)
What is the Opening Price
If (3EMA Value) - (Opening Price) > (30~40), then COVER SHORTS
Check if 3EMA crossing 15 EMA from BOTTOM. If YES, COVER SHORTS & GO LONG
If after EXIT 1, Market Rises and touches (or almost) the 3EMA value at start of Day, Go SHORTS
If after EXIT 1, Market Continues to Decline, Go SHORTS when 3EMA touches the Day HIGH Price

4737.12
4700
37.12

4840
4850
4860
4870
4880
4890
4900
4910
4920
4930
4940
4950
4960
4970
4980
4990
5000
5010
5020
5030
5040
5050
5060
5070
5080
5090

4925
4930
4935
4940
4945
4950
4955
4960
4965
4970
4975
4980
4985
4990
4995
5000
5005
5010
5015
5020
5025
5030
5035
5040
5045
5050