Nifty-Bank Nifty options trading strategies

  Entry time : 1120 Exit time    : 1515 Day                : Sensex expiry day only (Tuesdays) Instrument:  Sensex Strike : Sell ATM CE & PE based on SPOT price Stop Loss:  65% for both ATM legs with adjust to cost i.e. if SL is hit for 1 leg then SL for other leg will be adjusted to its entry price MTM SL: 3000 per lot Slippage : 0.5% Capital:  2.84 Lakhs per lot Back testing (Updated as of 7-Feb-25) Actual trade based profit/loss (Started trading on 16-Aug-24 ) Note: I am not a SEBI registered advisor and sharing strategies for learning purpose only

Entry time : 0930 Exit time    : 1455 Day                : Sensex expiry day only (Tuesdays) Instrument:  Sensex Strike : Sell ATM CE & PE based on SPOT price Stop Loss: 50% for both ATM legs with adjust to cost i.e. if SL is hit for 1 leg then SL for other leg will be adjusted to its entry price Slippage : 0.5% Capital:  2.84 Lakhs per lot Back testing (Updated as of 7-Feb-25) Actual trade based profit/loss (Started trading on 24-May-24 ) Note: I am not a SEBI registered advisor and sharing strategies for learning purpose only

Entry time : 0919 Exit time    : 1455 Day                : Nifty expiry day only (Thursdays) Instrument: Nifty Strike : Sell ATM CE & PE based on SPOT price Stop Loss:  40% for both ATM legs with adjust to cost i.e. if SL is hit for 1 leg then SL for other leg will be adjusted to its entry price Slippage : 0.5% Capital:  3.25 Lakhs per lot Back testing (Updated as of 17-Jan-25) Actual trade based profit/loss (Started trading on 26-Sep-24 ) Note: I am not a SEBI registered advisor and sharing strategies for learning purpose only

This strategy is taken out of one of the video shared by Algo Test Instrument:  Nifty CE and PE weekly option based on SPOT which is trading near to premium of 50 point at 1045 Entry:  Enter into CE and PE when their premium becomes 20% more than that at 1045  E.g. say at 1045, 23300 PE is trading at 41 (closest to 100 point) and 23900 CE is trading at 52. So we will buy 23300 PE once it price reaches 1.2* 41 ~ 49.2. 23900 CE will be entered once it reaches 52 * 1.2 ~ 62.4 Stop Loss -  25% of entry price  Trailing Stop Loss - Trail stop loss by 0.75% for every 1% increase in profit Exit -  Exit at 1515 Capital Needed:  Assuming we will be buying option at average price of 60 and both CE and PE option can be traded at a given point of time so overall money need to buy the positions for 1 Lot of CE + 1 Lot of PE will be 60 * 2 * 25 = 3000. Now the maximum drawdown for this strategy is 8.2k so thrice of that will be kept as buffer so trading capital for ...

Sensex Journey strategy on Thu as detailed out by Stock Mock @   Stock Mock Sensex Journey This strategy is running in Algo Test Logic of the strategy is also described as below: On 1 day to Sensex expiry , at 0922 sell Sensex ATM CE/PE weekly options based on spot with SL of 60% on both legs In case SL is hit for CE option Sell ATM PE weekly option based on spot with SL of 25% If SL is hit for ATM PE sold in above step then buy an ATM put weekly option with Target as 40% and Stop loss as 25% In case SL is hit for PE option Sell ATM CE weekly option based on spot with SL of 25% If SL is hit for option sold in above step then buy an ATM put weekly option with target as 40% and stop loss as 25% Exit at 15:15 Keep a MTM SL of 5k per lot Back Testing Details (Updated as of 6-Dec-24) Actuals (Started trading from 4-Jul-24) Date wise trade details for Nov 2024: Reason for high difference between actual trades and backtesting 14-Nov & 22-Nov: Didn't trade because of Sensex expiry fall...

In this blog post, I will be talking about the various trading platforms I have used in past 3 years of Algo trading.  Tradetron Tradetron was the first platform which I started using in Jun' 21 which was the start of my algo trading journey. Coming to the advantages of the platform, it is a no code platform which means you have lot of flexibility in setting up the strategies in the way you want. Even without knowing coding you can set up the Tradetron to execute your trading logic.  This platform can be used to set up simple time based straddles, strangles as well as complex strategies e.g. legs with varying SL, varying entry/exit times etc. During my start of trading journey there were lot of strategies floating on YT which were using Super trend. Was able to automate them using this platform but found that their returns were not as good as advertised.  It even provides the logic for stock options trading which is not usually available on other trading platforms. Along ...

Entry time : 0930 Exit time    : 1455 Day                : Sensex expiry day only Instrument:  Sensex Strike : Sell ATM CE & PE based on SPOT price and Buy OTM10 CE/PE as hedge Stop Loss: 50% for both ATM legs with adjust to cost i.e. if SL is hit for 1 leg then SL for other leg will be adjusted to its entry price. No SL for hedges (OTM10 CE/PE) Slippage : 0.5% Capital:  43k per lot Note (8-Jun-24): I am running this strategy from past month (May '24) without OTM10 hedges and results are more or less in line with back test.  May be this is more so as there were not many spikes in Sensex on expiry day in past 1 month. However in past there used to be spikes in Sensex index and there is a chance that because of that strategy wouldn't have given returns similar to what back test shows.  The absolute returns of this strategy are same in both hedged version and non hedged version. This is because on few days hedge...

Nov 2024 This was the month when weekly expiries for Bank Nifty, Bankex and Fin Nifty were coming to end. For me Bankex and Fin Nifty strategies were not giving that good profit but Bank Nifty strategies were profitable. If I would have just traded Bank Nifty strategies till this month in this financial year, it would have given me the same profit which I got by trading all indexes and that too with less expense.  However now time was to shift to few Nifty and Sensex intraday strategies and I started trading in Nifty straddle and Sensex 150 Pt strategies with less lot sizes. In this month they didn't give that much profit.  Also started covered call with 1 lot in Nifty with Nifty futures as underlying asset and sold the ATM call at month beginning. Overall it gave the profit of 1k at the time of carryover on Nifty monthly expiry day to Dec options.  Performance of various strategies was as below: Equity curve for FY 24-25 is as below: Oct 2024 This month saw a topsy turvy...