Can Zerodha Streak backtest on the underlying and execute trades on Futures or Options?

[tatvamsi]

Is it possible in Zerodha Streak to create a strategy where the backtesting logic is applied on the underlying instrument (e.g., NIFTY spot or equity), but the actual trades are executed on its Futures or Options contracts?

For example:

• Indicators and conditions are calculated using NIFTY spot
• When conditions are met, the strategy places orders on NIFTY Futures or selected Options

I want to understand whether Streak natively supports this kind of cross-instrument strategy, or if there is any recommended workaround.

Thanks in advance.

[Streak]

Hi @tatvamsi

You can refer the below link for your requirements:

Help with conditions

Hi @Mahindra Kindly note that you can use the Symbol function which helps you check the conditions on another scrip/symbol than the one selected under the instrument section on the create strategy page. Refer to the image below: [image] The above-shared condition will be checked on the index bank nifty based on which trades will be taken on the instrument selected. It is important to note that any condition inside the symbol bracket will be validated on the scrip selected inside the symbol…

[tatvamsi]

Thanks a lot! This is what I was looking!

[tatvamsi]

Dear @Streak
Somehow I do not find ‘INDICES_NIFTY 50’ in the the symbol function. I tried searching with many keywords, such as 50, IND, NIFTY, etc; but no luck. Could you please help me to find.

[Streak]

@tatvamsi

Please ensure that your cursor is placed within the Symbol function before searching for the index, as shown below.

For further queries, write to [email protected] and the team shall assist you.

Hope this helps.

[tatvamsi]

Thank you for quick help !