Nifty 50 BTST strategy

Streak - backtesting
1

Hi team,

I want to backtest, if I sell 200 point up and down from ATM both side
and also buy 300 point up and down both sides from ATM.
Daily trade time is 3.15 pm daily (BTST) and exit this position on next day 3.15
After exiting the previous day position enter into strikes with respect to current price.

how can i deploy it ?

2

Hello @arjun08,

You can refer to the below image to learn how to create the strategy conditions:

image
image1474×1695 162 KB

You can also refer to the strategy link here: Streak | World's first algo trading platform without coding

It will generate an entry alert on the following instruments:

  1. Current Weekly Nifty 50 4 strikes above the ATM CE option (short position)

  2. Current Weekly Nifty 50 4 strikes below the ATM PE option (short position)

  3. Current Weekly Nifty 50 6 strikes above the ATM CE option (long position)

  4. Current Weekly Nifty 50 6 strikes below the ATM PE option (long position)

When the candle time is 15:14(at the close i.e. at 15:15:xy). Moreover, we have kept a High SL and TP value so that an exit alert is only generated the next day at 15:15:xy.

Please refer to the below link to learn about the indicator used to create your conditions:

Dynamic Contract: Dynamic Contract - Streak Help

Candle Time: Indicators - Streak Help

If you have any more queries you can ask here and I’ll be happy to help. Alternatively, you can also reach out to us at [email protected]