Algo Trading India
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Welcome to Systematic Traders Community
Here you will learn how to
1. Build Strategies
2. Optimise them
3. How to Match Backtest vs Real Results
4. How to Reduce Slippages

and many more things !

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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 ?
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Even tho bnf and fnf sideways , couldnt realise much profit , still at breakeven
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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 ?
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Algo traders how many strategies do you trade for 0Ddte everyday ?
Retweet and pls share !
Again screwed in Nifty Move
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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 ?
FLASH CRASH SCENE
hit in Sensex Already
Closed in green in sensex
Most profitable indexes for me in last 4 months (High to Low )

1. Sensex
2. Finnifty
3. Banknifty
4. Nifty
5. Midcap/Bankex

What's your order ?
Most people have nifty at bottom something weird
Less drawdown = More sustainability in trading
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RIP
🀯3😒3
I realised most of my losses have come due to my own psychological issues.

1. System over-riding
2. Trading random strategies every week
3. Experimenting on higher capital
4. Comparing performance and trying to overfit strategies.
5. Trading new indices for higher profits
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Clear Sl hunt
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Will touch equity high if profits sustains
Sensex Outperformance continues contribiuting the highest profit in last 4 months
Even after all spikes and slippages , this index is highly profitable .
Keep sl at broker and you are good to go .
Backtest may show monthly 2-3% profit but realised is only 50% of backtest
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