Strategy description

This is a Set and Forget Strategy. (provided there are no execution errors happen upon which you need to pay attention then)

The Strategy first takes hedge positions, then builds the remaining legs. This ensures that excessive margin is never called while the setup is being constructed or managed after wards.
As the market moves, the legs are rolled to maintain a Delta Neutral position at the strategy level.

ALL TRADES Stay OVERNIGHT - Capturing overnight theta decay also. - Because all positions are hedged, so overnight risk is capped out.

Key Parameters

Error Management in Live Deployment

Handling Execution Issues:
If issues occur during live deployment, you will see the "Error Execution – Manage" option on the Tradetron page.

1. Try Again: Resolve the issue and retry.
2. Cancel: Not recommended, as the strategy may attempt the trade again.
3. Completed Manually: Mark the trade completed after executing the pending trade manually at the broker’s end.

End-of-Days Scenarios

On ERROR some action must be taken as described above. No automatic closing of positions when day ends. Somehow if the error could not be managed from tradetron, then the only thing left is to manually close the open positions at the broker end - and restart the strategy on tradetron.  This strategy continuously rolls positions internally and exits fully after few days as per it's stop losses and targets. 

Important Notes

• Occasional execution errors even if left unattended will not have significantly impact on the result as hedges are always present in the system.
• The system is designed for all market types, but on extremely volatile days (when IV above 40 –very rare), it is better not to deploy live.
• A very low or nil brokerage account is recommended for these type of Algo driven strategies as no of orders per day will approx. 10 for this strategy. (because of constant hedges, the count increases)

• This is a truly Set and Forget Strategy.

Support Contact

Email: [email protected]

Phone: 9920201200