NIFTY alpha Plus

Created By: AlgoExperts.in
Deployed By: Tradetron

Strategy Link: https://www.tradetron.tech/strategy/29274

Subscribers: 505

Rating: 3.3

Tags Bearish, Bullish, Directional, EarnTheta, Intraday, LowFrequency, Momentum, SpendTheta, Swing , TechnicalAnalysis, Volatility
Margin 30,000
Exchange NFO

Description:

This product is a PURE INTRADAY product, where the SMART ALGO picks up a confirm breakout in NIFTY future contract and enters with a defined Risk, Return matrix. The Algo is a dynamic algorithm seeking to filter out perfect breakouts and ignore false breakout in NIFTY.

  • 1.Strategy rationale: The strategy tries to take the maximum alpha in INDEX breakouts
  • 2. Algo parameters: 10 proprietary parameters containing a fine tuned mix of price action, OI, PCR and advance candlestick patterns
  • 3. Underlying asset: NIFTY current month future contract
  • 4. Duration: Intraday
  • 5. Exit: Target/ Stop loss/ 3.14 pm
  • 6. Doesn't trade daily (refer last 5 year trade data below) ,   OBJECTIVE IS CLIENT PROFIT  not brokerage generation
  • 7. Stop loss always below 0.50% ( RISK management is priority)

                                                        Algo PROFIT POINTS since last 5 years (1 Lot)





                                                    

                                                     YEARwise Algo generated trades(  doesn't trade everyday)








                                          Full Trade statistics 



Disclaimer : These results are based on simulated or paper trading or hypothetical performance results that have certain inherent limitations. No representation is being made that any account will or is likely to achieve profits or losses similar to these being shown.

Totals
Capital 30 K
PNL -9.7 K
Drawdown 51.41%
Std Deviation 2.00%
Sharpe Ratio -0.74
Month PNL PNL %
Jul, 20 2.4 K 7.89
Aug, 20 8.7 K 28.85
Sep, 20 -20.7 K -69.11