CPRP 5MTF SPY ATM OS WE SLTSL0.30% CPRR0.25 MT05 AMEX 010926 LIVE – algo trading strategy | Tradetron
— Public listing

CPRP 5MTF SPY ATM OS WE SLTSL0.30% CPRR0.25 MT05 AMEX 010926 LIVE

by Patni Capital PVT LTD ✉ contact
BATO
Subscribe
Free + 6.80% monthly fee
2 subscribers created 2 months ago 0 live deployments exchange BATO
Subscribers2
Capital Required$ 10,000
Monthly FeeFree + 6.80%variable
Max DrawdownLog in to see
Live Deployments0
ExchangeBATO
Strategy description
CPR/Pivot narrow-range breakout, options version (mirrors NIFTY CPRP mechanism): sells ATM SPY PE on a bullish resistance breakout, sells ATM SPY CE on a bearish support breakdown. Trailing stop is 0.3% of the SPY spot move (ported from the equity backtest's Block StopLoss).

Description is provided by the creator. Tradetron does not endorse any strategy; review the composition and your own risk limits before subscribing.

Subscribers

2 subscribers

CPRP 5MTF SPY ATM OS WE SLTSL0.30% CPRR0.25 MT05 AMEX 010926 LIVE · by Patni Capital PVT LTD Min capital $ 10,000 · Free + 6.80% · BATO