Strategy description

This is an Algo which deals BankNifty only option writing with 2 entries spaced over the time during the day. There are no subsequent adjustments after entry in each set. Each entry is handled by its exit separately.

The margin for 1x Multiplier  - Rs. 4,00,000 recommended (to cater initial drawdowns and any margin change on Volatility background)

The margin for 2x and it will be 2 x Rs. 4,00,000 = Rs. 8,00,000

As margin rules are dynamically changed please verify with your broker for margin requirement if 4 pair position is open at any time.

Kindly request you don't take any decision based on fear or greed once the strategy deployed.

Please feel free to write to me, if any additional support, guidance or clarification required to make this Algo work better.

Coming up soon with Artificial Intelligence based Algorithmic Trading.

Based on last 5 months performance, fine tuning done in the strategy to preserve the capital loss on certain week days.

Next, Statistical EDA to ascertain best performance weightages and improve strategy performance.