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
Instrument: Sensex
Strike: Sell ATM CE & PE based on SPOT price
Stop Loss: MTM SL of 1200 per lot
Slippage: 0.5%
Capital: 2,84,000 per 1x (combination CE + PE)
Back testing
(Updated as of 2-May-25)
Actual trade based profit/loss
(Started trading from 8-Nov-24)
Can we run it on quantiply?
ReplyDeleteYes it can be run on quantiply
ReplyDeleteCan I contact you?
ReplyDeleteI am available on dm at my twitter @arun1Bhatt or you can email me @ bhatt.arun3650@gmail.com
DeleteSensex has so many liquidity issues. Are you still using it Arun?
ReplyDeleteFrom past 2 months, not facing any issues related to liquidity for ATM/OTM strikes
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