100 trading strategies

[Striker]

Best Strategy = Buy low, hold till stock has given big profits. Then continue to hold and keep writing calls and puts continuously.

 

[Blackhole]

Though this strategy (Bullish collar ) looks like easy money one need to back test thoroughly before implement it. Since Buy and hold easy.
:thumb:

good work:thumb:


can u prepare same thing for

bearish collar
short straddle
short gut
iron condor
butterfly

so that we can check which strategy works in all the market with little bit of modification. Gauge the trend and place best strategy for that trend.

thanks
happy trading

 

[anilnegi]

Best Strategy = Buy low, hold till stock has given big profits. Then continue to hold and keep writing calls and puts continuously.

easily said than done dear any example you have

ani

 

[anilnegi]

Bullish and bearish collars can be taken up based on trend provided you are accurate enough in gauging the trends. If both side collars can be set up, there is no need to adjust the collars. Just take profit/loss in each collar setup and move to build another collar.

Ok just a paper trade
i am mildly bullish on LIC housing

as per collar trade
1. Long future @ 402
2. buy at the money put 410 @ 12
3. sell OTM call 410 @ 5.50

let us see for few days

anil

 

[veluri1967]

Ok just a paper trade
i am mildly bullish on LIC housing

as per collar trade
1. Long future @ 402
2. buy at the money put 410 @ 12
3. sell OTM call 410 @ 5.50

let us see for few days

anil

Hopefully your long put is 400 strike, not 410.

You are long futures @ 402.

Your risk is 6.50 (ie you are profitable above 408.50) (402+12-5.50)
Your maximum gain is 1.50 (410-408.50)

Not a favourable risk reward ratio.

 

[anilnegi]

ok here is the changes

i am mildly bullish on LIC housing

as per collar trade
1. Long future @ 402
2. buy at the money put 400 @ 5.8
3. sell OTM call 410 @ 5.50

so now the risk is profitable above 402.3 (402+5.8-5.50) i.e. risk is 0.3
gain is 410-402.3 = 7.7

it seems excellent risk reward ratio valuri bhai pls look again

moreover, what about downside risk, how that can be saved

thanks

 

[SaravananKS]

good work:thumb:


can u prepare same thing for

bearish collar
short straddle
short gut
iron condor
butterfly

so that we can check which strategy works in all the market with little bit of modification. Gauge the trend and place best strategy for that trend.

thanks
happy trading

I have back tested that report by manual. the purpose was to judge the edge of the strategy. one can write a programme to test any options Strategy. after testing few strategies I realized that no strategy will work in all market conditions.

this also applies to Broken Wing Butterfly Spreads(BWB) by J.L.Lord
(http://www.traderji.com/options/89706-what-broken-wing-strategies-how-trade-them.html

the complexity increases to backtest strategies which requires fine tune before expiry date. for one need to write AFL type code module to get day to day equity curve. I still searching for a software which backtests option Strategies..

also planning to write a software to test these strategies

one can get "3X5 options Strategy" (google it) which adjusts positions based on ema crossover.

 

[anilnegi]

ok here is the changes

i am mildly bullish on LIC housing

as per collar trade
1. Long future @ 402
2. buy at the money put 400 @ 5.8
3. sell OTM call 410 @ 5.50

so now the risk is profitable above 402.3 (402+5.8-5.50) i.e. risk is 0.3
gain is 410-402.3 = 7.7

it seems excellent risk reward ratio valuri bhai pls look again

moreover, what about downside risk, how that can be saved

thanks

ok todays update
1. future @ 419
2. 400 put @ 1.25
3. 410 call @ 12.95

so this is today update, let us see

 

[anilnegi]

Update of collar trade, paper trade

1 LIC housing future @ 429.9
2. 400 put @ 0.50
3. 410 call @ 19.50

so its good overall but how to choose position sizing of trade i.e. how much qty of each so that net result will be in profit, valuri bhai your views pls

thanks

 

[ajeetsingh]

Some Contribution from my side:

.