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Nifty Trading Strategy Analysis

The document outlines trading strategies and performance metrics for options trading, specifically focusing on Nifty options with entry and exit points, stop-loss (SL) levels, and candle data. It includes details on entry prices, SL hits, and various trading scenarios, emphasizing the importance of monitoring market conditions. Additionally, it discusses momentum trading and trailing stop-loss strategies, highlighting discrepancies between backtesting results and live trading outcomes.

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Rakesh Pandey
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0% found this document useful (0 votes)
63 views6 pages

Nifty Trading Strategy Analysis

The document outlines trading strategies and performance metrics for options trading, specifically focusing on Nifty options with entry and exit points, stop-loss (SL) levels, and candle data. It includes details on entry prices, SL hits, and various trading scenarios, emphasizing the importance of monitoring market conditions. Additionally, it discusses momentum trading and trailing stop-loss strategies, highlighting discrepancies between backtesting results and live trading outcomes.

Uploaded by

Rakesh Pandey
Copyright
© All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as XLSX, PDF, TXT or read online on Scribd

AlgoTest Candle Open Time Close Time

9:20 9:19:00 9:19:59


10:01 10:00 10:00:59
9:16 9:15:00 9:15:59
Nifty LTP
Entry Time 9:20 9:19:59
Trade Buy
Entry Price CE 100 24500
SL 20 pts
Legwise SL in Pts/P 80
Lot size 75
Strike 24500

Candle Open Time End Time Open Low High


9:20 9:19:00 9:19:59 95 90 105
9:21 9:20:00 9:20:59 100 100 110
9:22 9:21:00 9:21:59 105 95 106
9:23 9:22:00 9:22:59 100 90 105
9:24 9:23:00 9:23:59 95 85 100
9:25 9:24:00 9:24:59 90 75 95
9:26 9:25:00 9:25:59 85 83 95
9:27 9:26:00 9:26:59 90 85 100

Where did the SL Hit?

Overall SL
Entry Time 9:20
Entry Price CE 100 24500
Entry Price PE 80 24300
Combined Premium 180
Overall SL 1000 13.33333333 166.6666667
CE
Candle Open Time Close Time Open Low High
9:20 9:19:00 9:19:59 95 90 105
9:21 9:20:00 9:20:59 100 100 110
9:22 9:21:00 9:21:59 105 95 106
9:23 9:22:00 9:22:59 100 90 105
9:24 9:23:00 9:23:59 95 85 100
9:25 9:24:00 9:24:59 90 75 95
9:26 9:25:00 9:25:59 85 83 95
9:27 9:26:00 9:26:59 90 85 100
Simple Momentum LTP
Entry Time 9:20
Entry Price CE 100
Momentum Up 5 105
SL 3 Pts
Exit Price 102
9:20:45
Candle Open Time Close Time Open Low High
9:20 9:19:00 9:19:59 95 90 105
9:21 9:20:00 9:20:59 100 95 110
Scenario 1 100 95 110
Scenario 2 100 110 95
9:22 9:21:00 9:21:59 105 105 120

Aggresive TSL
Entry Price CE 100
SL 80
TSL 1-10 X < Y always give a good profit in backtest but not in LIVE!

Candle Open Time End Time Open Low High


9:20 9:19:00 9:19:59 95 90 105
9:21 9:20:00 9:20:59 100 95 103

Candle Close
Legwise Re-entry Entry SL Re-entry
Legwise Re-asap 100 120 100
9:30 10:30:35 10:30:59
10:31 candle 10:31 Candle Close
10:30:59 -> CE = 100
Legwise Re-Momentum
Legwise Re-Cost
Legwise Lazy Leg
Legwise Underlying 24500 SL 24600
100 Time Open High Low
9:21 24500 24550 24450
9:22:00 24475 24575 24475
9:23:00 24525 24625 24500
24500 CE 120 150 110
Close
100
105
100
95
90
85
90
100

PE
Close Open Low High Close
100 80 75 90 80
105 80 75 85 80
100 80 70 82 75
95 75 65 80 70
90 70 70 90 85
85 85 80 100 90
90 90 85 95 90
100 90 80 95 85
Close Case 1 100 95 110
100 Case 2 100 110 95
105 Entry Done
105 In the Trade Backtest: Does not check SL in the entry candle for Simple momentum and ORB entri
105 SL is Hit
115

ktest but not in LIVE!

Close
100
101 TSL Value 30 110 103

Close
24475
24525
24575 SL Hit 9:22:35 9:22:59
140
Combined Premium
180
185
175
165
175
175
180
185
105
105 SL Hit

le for Simple momentum and ORB entries!

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