Instrument: Sell Bank Nifty ATM CE/PE based on Bank Nifty Spot price
Entry Day : Only on Bank Nifty Expiry day
Entry Time: 1050
Stop Loss - 25% on each leg
MTM SL - 1000 per lot
Re-entry - 2 times at cost i.e. when a leg hits SL, it needs to be entered again if its price goes below entry price at 1 minute candle open
Exit - Exit at 1515
Capital Needed: 1,05,000
Slippage considered: 0.5%
Note (17-Dec-23). MTM SL of 500 was getting hit easily and hence it is revised to 1000 from Dec 23 onwards
Back testing
(Updated as on 31-Oct-24)
(Started trading from 31-Aug-23)
Reason for days with high slippage:
9-Oct-24: In actual trade MTM SL was hit
Historical Trades
Sep 2024
Aug 2024
Jul 2024
Jun 2024
May 2024
Apr 2024
Reason for days with high slippage:
24-Apr: In actual trade PE leg hit SL in all entries whereas in BT PE leg ended in profit in last entry
Mar 2024
Feb 2024
Jan 2024
Dec 2023
Nov 2023
Oct 2023
Sep 2023
Aug 2023
where to set re entry at cost in stock mock
ReplyDeleteAny specific reason for high slippage compared to BT in this strategy ??
ReplyDeleteEvery entry/exit has chances of slippage. As this strategy is re-entry based so it has more slippages as compared to the non re-entry ones
Deletehow many lots ur trading per strategy / minimum we need to trade to cover the expenses?
ReplyDeleteAll depends on the broker being used. If free brokerage then 1 lot will be enough but if 20 per order then it will depend on annual returns provided by that strategy. The lots which I trade are available in my back testing excel -> https://docs.google.com/spreadsheets/d/1gO_mvEYdoarTD4MuGCS8c6LsrKoa4o5A/edit?usp=share_link&ouid=113013669689645674789&rtpof=true&sd=true
Delete