Advanced Rolling Straddle | All Market Conditions | Algo Trading India |

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  • เผยแพร่เมื่อ 29 พ.ย. 2024

ความคิดเห็น • 26

  • @nagarjuntr
    @nagarjuntr 2 ปีที่แล้ว

    Thank you for demonstration. You select’d u/l as spot. Can u plz suggest which one is good for bktst’g. Shld we do future or spot. What is appropriate…

  • @prashantcfz
    @prashantcfz 2 ปีที่แล้ว +3

    Sir, it's a million dollars content you are unleashing it for free. After backtesting on your plateform I have deployed 5 different strategies for last six months, and they are giving overall good results. But I wonder this types of return will continue in future. Sir, I want to deploy more capital in future and I am happy with half the return and double the drawdown. Sir, I need your opinion as you have experience of US and European markets, will option selling with bigger capital can give 20-30%per annum return with not more then 10-15% drawdown in future when our markets will mature further.

    • @sta1RR
      @sta1RR 2 ปีที่แล้ว +1

      Imo, u can expect 2x-3x the backtested drawdown, if it comes then be cautious , but it could also depend on ur portfolio- combination of strats. I am going to start this week with minimum qty for testing, would u recommend this? Does it work as expected.

    • @prashantcfz
      @prashantcfz 2 ปีที่แล้ว

      @@sta1RR Yes, definitely it will.

    • @sudhakar1dw
      @sudhakar1dw 2 ปีที่แล้ว

      Bro, I'm testing 10 strategies (mix of Nifty and BanNif) from a portfolio and its giving expectancy > 1 with manageble DD.But few strategies are correlated which Im fine with. Im paper trading it currently and results seems good. So just want an advise whether is it good to deploy 10 strats everyday or should I pick best 5 0r 6 out of the 10 .

    • @iceman_7
      @iceman_7 2 ปีที่แล้ว +1

      Good question! When traders trade the same strategies, they’re effectively ‘plugging’ the same ‘holes’ or inefficiencies of the market. Over time, this inefficiency disappears, and the same strategies might not work. So to answer your question, someday this will stop working but, until then, make the most of it and keep backtesting for more strategies!

    • @prashantcfz
      @prashantcfz 2 ปีที่แล้ว

      @@sudhakar1dw if you willing to play 10 lots, it's better to deploy 10 different strategies with different entry points, different sL percentage and combination of atm, otm and fixed premium. Instead of 5 strategies with two lots each

  • @PremKumar-lo2fy
    @PremKumar-lo2fy ปีที่แล้ว +1

    wonderful

  • @tarunsharma2552
    @tarunsharma2552 8 หลายเดือนก่อน

    Hi if a want to choose 100 rs premium insist of atm what should I have to do .

  • @lifezg00d
    @lifezg00d ปีที่แล้ว

    How about re-entry when underlying returns 200 points?

  • @vjraovattikulla5543
    @vjraovattikulla5543 ปีที่แล้ว

    Please explain how to handle market V shape direction and also w shape direction in this strategy

  • @SATYAKISHOREKOLLA
    @SATYAKISHOREKOLLA 3 หลายเดือนก่อน

    Missing an important aspect here. This works ONLY when market move one direction. No option in algotest when market reverses. i.e you can’t do anything When market goes 400 in one direction and comes back 200 in opposite direction. No one will use rolling straddles in algotest until that feature added.

  • @NeerajSingh-px5tx
    @NeerajSingh-px5tx ปีที่แล้ว

    Can you add Straddle Strangle continious loop feature? example: here instead of exting both leg at SL just close the loosing leg and sell 100/200 point OTM so it will become Strangle and once either of sell strike tested book the profit on profitable leg and make it Straddle again. This will be in continous loop.

    • @AlgoTest
      @AlgoTest  ปีที่แล้ว

      We have already done something similar, check it out here: th-cam.com/video/BOj2rddOZ74/w-d-xo.html

    • @NeerajSingh-px5tx
      @NeerajSingh-px5tx ปีที่แล้ว

      @@AlgoTest yes I have seen that video but you exiting both leg but my requirement is to only exit loss making leg and move 100/200 OTM and sell tested leg so it becomes strangle and just wait for underline to touch any of sold leg. Now this time if any of sold leg tested bring no tested leg and make Straddle again?

  • @mehtaka
    @mehtaka ปีที่แล้ว

    its based on underlying points. can you guide how to do when the stoploss is based on only points on premium.

    • @AlgoTest
      @AlgoTest  ปีที่แล้ว

      Hi sir, with points on premium, you will just have to set the stoploss you want (eg, 20 pts) and then "re-entry ASAP".

    • @mehtaka
      @mehtaka ปีที่แล้ว

      @@AlgoTest i did that,
      A) when i keep the strike price at ATM its considering the initial strike price ( of 1st straddle)
      B) if i select ITM1/OTM1, as mentioned in video, it selectes the different strike price for both CE and PE.

  • @sudhakar1dw
    @sudhakar1dw 2 ปีที่แล้ว +1

    Sir, Please keep a feature to paper/live deploy the back tested portfolio directly. Rather than clicking individual strategies from that list everyday. Its very confusing to activate 2 or 3 strategies out of the 20+ test strategies lying around , Or please keep the activate option enabled ones set, rather than everyday enabling it.
    For suppose, if 10 strategies are there in the portfolio and credits are there only for running 5 , Then fail the request immediately , so then discretionary selection makes sense.

    • @shivarajnayak9385
      @shivarajnayak9385 2 ปีที่แล้ว +1

      make availablity of paper trade for positional/ btst strategy

    • @iceman_7
      @iceman_7 2 ปีที่แล้ว

      Got it, will consider your feedback!

  • @AlgosMaker
    @AlgosMaker 11 หลายเดือนก่อน

    We can add only 10 leg, if I want to shift with 100 point momentum it will take 14 leg

    • @AlgoTest
      @AlgoTest  10 หลายเดือนก่อน

      You can create two different strategies. I hope this will resolve your issue.

  • @shaipatil594
    @shaipatil594 ปีที่แล้ว

    Also add pay-off charts in software

    • @AlgoTest
      @AlgoTest  ปีที่แล้ว

      Coming soon!