Ramneet Hi, Your slippages depend on many factors like the selected strike, market volatility, liquidity of instrument, bid-ask spread etc. Generally you may assume at least 0.5% slippage for option selling and 1% for option buying.
Deeepajee Ramneet If I have Nifty strategy of 4 options leg and Target is say Rs 500. When I execute in live market when exit triggers on achieving target (say 579) but when executed it shows Rs.-125. How to tackle this slippage
Ramneet Deeepajee Hi, To tackle slippages use Limit Orders for entries and exits with a buffer not less than 3 points.
Deeepajee how to create following strategy on Ago test for back testing Buy Nifty CE at ATM Buy Nifty PE if index goes down or up by 10 points at ATM only one whichever is first of UP or DOWN. Or otherwise Buy PE only when market goes down immediately by 10 points after Buying CE If market goes Up immediately after CE buy wait till 20 points and then buy PE.
