Hello,
Please help me fix if there is any issue in the strategy I am trying to build.
I am trying to build a simple banknifty monthly positional strategy with two shorting legs. I suspect my entry and exit condition could have gone wrong. Please help me fix. And I don't know what happend to my earlier post that posted in the morning.
Below is exported json of my strategy
{
"version": "0.6",
"name": "BankStrat1",
"strategy": {
"Ticker": "BANKNIFTY",
"TakeUnderlyingFromCashOrNot": "True",
"TrailSLtoBreakeven": "False",
"SquareOffAllLegs": "True",
"EntryIndicators": {
"Type": "IndicatorTreeNodeType.OperandNode",
"OperandType": "OperandType.And",
"Value": [
{
"Type": "IndicatorTreeNodeType.DataNode",
"Value": {
"IndicatorName": "IndicatorType.TimeIndicator",
"Parameters": {
"Hour": 9,
"Minute": 17
}
}
},
{
"Type": "IndicatorTreeNodeType.DataNode",
"Value": {
"IndicatorName": "IndicatorType.PositionalIndicator",
"Parameters": {
"IsWeekly": "False",
"BeforeDays": 24
}
}
}
]
},
"ExitIndicators": {
"Type": "IndicatorTreeNodeType.OperandNode",
"OperandType": "OperandType.And",
"Value": [
{
"Type": "IndicatorTreeNodeType.DataNode",
"Value": {
"IndicatorName": "IndicatorType.TimeIndicator",
"Parameters": {
"Hour": 14,
"Minute": 49
}
}
},
{
"Type": "IndicatorTreeNodeType.DataNode",
"Value": {
"IndicatorName": "IndicatorType.PositionalIndicator",
"Parameters": {
"IsWeekly": "False",
"BeforeDays": 0
}
}
}
]
},
"StrategyType": "StrategyType.IntradaySameDay",
"MaxPositionInADay": 1,
"ReentryTimeRestriction": "None",
"ListOfLegConfigs": [
{
"PositionType": "PositionType.Sell",
"Lots": 1,
"LegStopLoss": {
"Type": "LegTgtSLType.Percentage",
"Value": 80
},
"LegTarget": {
"Type": "LegTgtSLType.Percentage",
"Value": 80
},
"LegTrailSL": {
"Type": "None",
"Value": {}
},
"LegMomentum": {
"Type": "None",
"Value": 0
},
"ExpiryKind": "ExpiryType.Monthly",
"EntryType": "EntryType.EntryByPremium",
"StrikeParameter": 260,
"InstrumentKind": "LegType.PE",
"LegReentrySL": {
"Type": "ReentryType.AtCost",
"Value": {
"ReentryCount": 10
}
},
"LegReentryTP": {
"Type": "ReentryType.Immediate",
"Value": {
"ReentryCount": 10
}
},
"id": "hppfrhie"
},
{
"PositionType": "PositionType.Sell",
"Lots": 1,
"LegStopLoss": {
"Type": "LegTgtSLType.Percentage",
"Value": 80
},
"LegTarget": {
"Type": "LegTgtSLType.Percentage",
"Value": 80
},
"LegTrailSL": {
"Type": "None",
"Value": {}
},
"LegMomentum": {
"Type": "None",
"Value": 0
},
"ExpiryKind": "ExpiryType.Monthly",
"EntryType": "EntryType.EntryByPremium",
"StrikeParameter": 260,
"InstrumentKind": "LegType.CE",
"LegReentrySL": {
"Type": "ReentryType.Immediate",
"Value": {
"ReentryCount": 10
}
},
"LegReentryTP": {
"Type": "ReentryType.Immediate",
"Value": {
"ReentryCount": 10
}
},
"id": "diop5rgs"
}
],
"IdleLegConfigs": {},
"OverallSL": {
"Type": "None",
"Value": 0
},
"OverallTgt": {
"Type": "OverallTgtSLType.PremiumPercentage",
"Value": 40
},
"OverallReentrySL": {
"Type": "None",
"Value": {}
},
"OverallReentryTgt": {
"Type": "None",
"Value": {}
},
"OverallTrailSL": {
"Type": "None",
"Value": {}
},
"LockAndTrail": {
"Type": "None",
"Value": {}
},
"WeeklyOldRegime": true
},
"attributes": {
"template": "Straddle920",
"positional": "Positional.Monthly"
}
}
