Why re execute strategies face a lot of slippages in live market ?
Ce 100 rs
Pe 100 rs
Backtest entry 100 stoploss 20% 120 rs
Live entry 99 stoploss 20% 119
Option price moved up stoploss
Case 1:
Stoploss hit at 9:34:52
Re execute *May* happen at 935 if price crossed 120
Backtest and live match in this case
Case 2
Reex may happen at 9:36 due to delay in order management system ( have faced it and talked to quantiply Technically)
Sometimes algo requires 5 to 8 sec in order to fetch exit price so it will be assume stoploss hit at 935 ( 8 sec delay ) and hence reexute your leg at 936 . Backtest will reex at 935 causing entry Price difference and stoploss difference .
This is technically not solvable as per quantiply in case of delay .
Case 3 : price reaches 119.9
Live reex hoga Backtest me rex time will change as price didn't touch 120 . If price crosses 120 at 10:30 then in backtest it will reexecute the leg at 10:30 .
So in live market re execute will not match if entry Price is not as same as backtest due to change in stoploss , backtest will change .
Ce 100 rs
Pe 100 rs
Backtest entry 100 stoploss 20% 120 rs
Live entry 99 stoploss 20% 119
Option price moved up stoploss
Case 1:
Stoploss hit at 9:34:52
Re execute *May* happen at 935 if price crossed 120
Backtest and live match in this case
Case 2
Reex may happen at 9:36 due to delay in order management system ( have faced it and talked to quantiply Technically)
Sometimes algo requires 5 to 8 sec in order to fetch exit price so it will be assume stoploss hit at 935 ( 8 sec delay ) and hence reexute your leg at 936 . Backtest will reex at 935 causing entry Price difference and stoploss difference .
This is technically not solvable as per quantiply in case of delay .
Case 3 : price reaches 119.9
Live reex hoga Backtest me rex time will change as price didn't touch 120 . If price crosses 120 at 10:30 then in backtest it will reexecute the leg at 10:30 .
So in live market re execute will not match if entry Price is not as same as backtest due to change in stoploss , backtest will change .
👍1
Is it only me or all traders have Finnifty Sensex and Midcap doing better than Nifty and Bnf .
My bnf has - returns in last 3 months .
Sensex has highest.
I'm worried that as these are not mature indexes hence the returns are better ?
Your views ?
My bnf has - returns in last 3 months .
Sensex has highest.
I'm worried that as these are not mature indexes hence the returns are better ?
Your views ?
Forwarded from Algo Trading India (Jaynesh K)
Beginners guide, to options Trading
1. Refer free Strategy from my Youtube Channel :
https://www.youtube.com/@TechnoChartss/videos
2. Backtest on Stockmock https://bit.ly/StockmockBacktest
3. Execute on Quantiply
https://bit.ly/AlgoTradingApp
4. Journal on Excel : https://bit.ly/AdvanceTradingJournal
1. Refer free Strategy from my Youtube Channel :
https://www.youtube.com/@TechnoChartss/videos
2. Backtest on Stockmock https://bit.ly/StockmockBacktest
3. Execute on Quantiply
https://bit.ly/AlgoTradingApp
4. Journal on Excel : https://bit.ly/AdvanceTradingJournal
www.stockmock.in
Stockmock - India's Best Options Backtesting & Trading Strategies Platform
Stockmock lets you backtest options trading strategies in India. Stockmock provide the Best backtesting platform, options Simulator & strategy builder for Banknifty, Nifty, Finnifty, Sensex, Midcpnifty & Bankex options strategies.
Strating the Algo Trading mentorship from today
focussed on Option selling
For.payment and course content :
https://bit.ly/WebinarAlgotrading
focussed on Option selling
For.payment and course content :
https://bit.ly/WebinarAlgotrading
The best part about my system is Risk Management
Not losing more than 1% in any day
In the last 6 months never breached more than 1.5% DD in Option Selling and Not lost more than .9% in any day !
Worst case Scene All my baskets will be making 25-30% A year with these stats easiliy
#Survival
Not losing more than 1% in any day
In the last 6 months never breached more than 1.5% DD in Option Selling and Not lost more than .9% in any day !
Worst case Scene All my baskets will be making 25-30% A year with these stats easiliy
#Survival
👍4
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overall managed to close in green even after facing insane slippages
👍1
Even hedges will not save in such scenarios
These spikes are not going to go , it will become more frequent from now on !
Only option is to reduce position size and trade with lesser portion of your capital and Pray to god
These spikes are not going to go , it will become more frequent from now on !
Only option is to reduce position size and trade with lesser portion of your capital and Pray to god
Do you feel all day expiry regime reduced you returns or improved your returns ?
I have realised Bankex and Midcap are not tradeable index
Backtest may show great profits , the slippages are insane!
Better late then never , just reduced it to 10% .
How has been your experience ?
Backtest may show great profits , the slippages are insane!
Better late then never , just reduced it to 10% .
How has been your experience ?
❤1
Even tho bnf and fnf sideways , couldnt realise much profit , still at breakeven
❤1
Have been heavily affected due to slippages .
1. Prices not on charts but limit orders with broker being executed literally 10-20% or even 50% in sensex above from the price visible on charts
(Example : Stoploss is 100 chart show highs of 80 85 but limit orders getting filled )
2. If we don't use sl at broker then sensex and midcap gamma moves are enough to destroy your trading capital .
3. Stoploss slippages where stops are getting executed 5-10% higher even in limit order with broker .
( example stoploss is 100 , exiting at 104 107 etc )
4. The profitability of my systems have fallen by 40-50% ( ik too much ) where if backtest shows 10k profit, I'm getting 5k .
5. Tried 1dte or only Bnf all days but doesn't seem to work and 0dte is still the best even if slippages are huge.
6. Also tried trading near ATMs wider
stoploss in that case the Drawdown of those systems is huge and personally think not scalable
How have you managed to tackle this ?
1. Prices not on charts but limit orders with broker being executed literally 10-20% or even 50% in sensex above from the price visible on charts
(Example : Stoploss is 100 chart show highs of 80 85 but limit orders getting filled )
2. If we don't use sl at broker then sensex and midcap gamma moves are enough to destroy your trading capital .
3. Stoploss slippages where stops are getting executed 5-10% higher even in limit order with broker .
( example stoploss is 100 , exiting at 104 107 etc )
4. The profitability of my systems have fallen by 40-50% ( ik too much ) where if backtest shows 10k profit, I'm getting 5k .
5. Tried 1dte or only Bnf all days but doesn't seem to work and 0dte is still the best even if slippages are huge.
6. Also tried trading near ATMs wider
stoploss in that case the Drawdown of those systems is huge and personally think not scalable
How have you managed to tackle this ?
👍4
Algo traders how many strategies do you trade for 0Ddte everyday ?
Retweet and pls share !
Retweet and pls share !
it was only 1 % candle and many people lost 2-3-5% of capital , what if nifty falls 5% in a 5min candle !
most will be ( incl me ) will be bankrupt
have you thought how you will handle this ?
most will be ( incl me ) will be bankrupt
have you thought how you will handle this ?