Entry time: 0930
Instrument: Sell Bank Nifty weekly CE and PE leg having premium >= 100 points
Stop-Loss: 40 points on both legs and adjust the SL to cost for a leg if other leg's SL is hit
Target: 90% on both legs
Trailing Stop Loss : 5% by 3% on both legs
Exit Time: 3 PM
Slippage: 0.5%
Back testing
(Updated as of 5-Apr-24)
Actual trade based profit/loss
(Started trading from 1-Dec-23)
Profit/Loss for Mar 2024
Reason for high difference b/w actual and back testing
Historical Trades
Feb 2024
Reason for high difference b/w actual and back testing
07-Feb-24: CE trade hit TSL in actual trade whereas in back test it exited at good profit at exit time
Jan 2024
Reason for high difference b/w actual and back testing
30-Jan-23: CE trade hit TSL in actual trade whereas in back test it exited at good profit at exit time
Dec 2023
Reason for high difference b/w actual and back testing
19-Dec-23: In actual trade 47600 PE didn't hit SL at 09:55 as shown in Back testing
can you elaborate trailing sl please
ReplyDeleteTrailing SL where we move SL as per movement of instrument price. E.g. say CE option is at 100 and we have kept SL at 40 points away then initial SL will be 140 for it. Assume TSL is 5 pt by 5 pt i.e. if instruments moves by 5 point in favorable direction then SL will also move by 5 pt. Say now CE option price moves to 95 which is 5 point movement in option price. Now the SL will also move by 5 points towards it i.e. SL will become 135 now. This will happen for every 5 point movement of CE option in favorable direction.
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