
Anyone subscribed to Ratio-Fluxer Credit Spread Expiry algo in Stratzy?
This algo is tooo good to be true.
Anyone already in this boat?

This algo is tooo good to be true.
Anyone already in this boat?
After trying several backtesting platforms and spending quite a bit of money on them, I decided to build my own trading simulator.
It currently supports NIFTY options, with options data available from 2019 to 2026, although there are a few gaps in the dataset that I’m still working on filling.
Still a work in progress, but the goal is to build a trading simulator that gives me the flexibility I couldn't find in existing platforms.
Cons: Slow as the data is not preloaded due to compute restrictions but easily fixable.
Looking forward to feedback.
🚀 NOW LIVE on Tradetron Marketplace
గురుదేవ్ దత్ BANKNIFTY POS – Option Buying
A positional, directional long-vol BankNifty strategy. It buys options with defined risk and holds positions instead of scalping intraday.
📊 Live track record (33 trading days, Aug 25 – Oct 5)
Gross P&L: ₹45,226 (25.1% on ₹90k capital)
Net of estimated costs: ₹43,440 (24.1%)
Max drawdown: 3.59%
Profit factor: 2.76
Win rate (days): 55.2%, with average win about 2.2× average loss
Equity at all-time high today
⚙️ Details
Margin: ₹90,000
Type: Positional | Long Vol | Directional
Costs: about 4% of gross, so there's no hidden drag
Open Tradetron Account: https://www.tradetron.tech/?ref=sunilvedula3
🔗 Check the full live report and subscribe:
https://tradetron.tech/strategy/9654846
⚠️ Disclaimer: The history is only 33 days, and most of the profit came from September. Past performance does not guarantee future returns. Options trading involves risk, so only trade capital you can afford to lose. This is not investment advice.
Hi folks. Hope everyone is trading good and being well. This query is regarding a life choice dilemma that I am facing. So the situation is something like this:
So here is what I want a genuine answer from the community. Valid for people who have made a move to a foreign market and folks who have started from scratch and are making a living out of it:
Doing things parallelly will not make anything worth it. Wanted 2 cents from the community on this. I am not sure if this is the right thread but people are right hence asked the same.
Please don’t ban me if this is not expected out of this sub. 🙏
I am considering Fyers and Angel One for real-time market data. Both provide WebSocket APIs for subscribing to live prices, but I'd like to know the views of people who have actually used them.
How do they compare in terms of:
I am looking to stream data for 10,000+ instruments at a time, so the subscription limits and reliability at that scale are particularly important to me.
If there are other brokers that you think are better for market data feeds, do suggest.
No, meri strategy mein ai nhi hai. mere codebase mein hai kyonki mai lazy hun itne long codes likhne mein.
strategy simple hai. kuch jyada hi simple isliye effective bhi aur bahut fast bhi
It's forward testing I'm shareing today's performance. It took 35 trades with 17 live strategy. As you can see their are loss of 12k and 14k which should not be their in first place. As I have cap max loss at 15% still it went to 61%. This error won't be have found in backtesting and iin live it would be a red day. Excluding it I guess it was decent performance. This post is only. To encourage others to create their own trading setups.
Edit. The loss of 12k and 14k was from algo backend code error. Which is rectified.
Sensex BTST strategy. Please share your thoughts
One issue that was driving me crazy was seeing a perfectly clean backtest and then getting a different trade live even though the strategy code was basically the same.
So now every morning I take the previous days live logs and feed the exact timestamps back through the strategy engine. Im storing the broker candle, signal candle, order timestamp and actual fill separately. That finally showed me a few cases where a 1 minute candle from my historical source was off by just enough that the backtest never triggered while the live feed did.
I also keep Moons Play Money as a separate sanity check whenever I change the general entry logic. Not for NIFTY data, just to test whether I accidentally broke something obvious in the signal flow before reconnecting the code to anything that can place real orders.
The strategy itself barely changed. Most of my work lately has just been trying to make backtest, paper and live all behave like the same system.
Real-time Nifty 50 sentiment meter + ATM Call/Put options signals with trailing exits.
Watch live:
• 🟢🔴 Weighted Bullish / Bearish / Neutral sentiment of all 50 Nifty stocks
• 🏆 Top 5 Bullish & Top 5 Bearish stocks (by actual index weight contribution)
• ⚡ Live ATM CE & PE strikes with entry signals
• 🛡️ Multi-stage trailing stop-loss system
• 📜 Continuous CE/PE options log
• 📈 Nifty 50 spot + day change in real time
Built for Indian market traders who want clean, actionable signals without noise. No internal indicators are ever shown — only the final sentiment, ranking, and options signals.
📅 New videos every trading day covering live market conditions, signal performance, and dashboard walkthroughs.
🔔 Subscribe for pure Nifty 50 + Options edge.
Hey guys, can you please suggest where can i fetch financials for the listed NSE companies for analysing ?
Guys I have been working on various models to find an edge in the Indian market to trade the stocks in Indian Market but unable to find one to trade and deploy. Can you tell me if any strategy is actually present that we can work on?