Delta neutral strategy

APIs, Automation, Algos & Code
1

@Tradehull_Imran
Dear Sir,
I have gone through session 10.
its a great learning.

I want to modify it for as per my study as below.

  1. Only for weekly strategy in SENSEX and NIFTY.
  2. Trade will be executed on Monday in sensex and Wednesday in Nifty at 9:30 am in morning.
  3. Exit at 3:15 on weekly expiry in both SENSEX and NIFTY.
  4. Trade will be taken with LTP with respect to delta 0.17 and -0.17
  5. At 1 percent loss on combined premium, hard stop on complete trade and move out for the day
  6. Else profit to book on profitable leg and reentry and match the delta of other leg.
  7. process continue till it is converted to straddle and close the trade.
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