Algorithms

Futures Positional Algorithm (FPA)

In this Trading System, we first decode the Technical Structure of the stock (as in the image above) in a higher time frame (Weekly & Daily) and then delve further into our preferred lower time frame (75 Min) for Execution.

The idea is to look for Low Risk / High Probability set-ups.

The accuracy rate of > 80%, a controlled Maximum Drawdown of 10-15% vs the Annual Net Profits in the range of 40-60% are some of the key performance metrics of this consolidated System.

The focus is deeply on Risk Management with Reward : Risk being at 1.5 – 2, having the initial maximum fixed stops at around 3-4% from Entry Price, whereas the Maximum Profit Targets being at 6-8%. The other Exit Strategy components active in real-time are Pattern Invalidations and Trailing Stop Methodology on the adverse side and Early Exits depending upon Volumes based Accumulation/Distribution, Standard Deviation Bands on the favorable side.

Intraday Trading Algorithm (INTRA)

Conceptually on the same lines of FPA, except that INTRA works on smaller time frame of 75 Minutes for structural categorization and 15 Min for Execution.

Strike Rate is around 75% and Reward:Risk is around 1.25.

Initial Maximum Stops are fixed at 1% and Targets range from 1-1.5%, depending on the volatility structure for the day.

The Bracket Order concept makes this Trading System a very Capital efficient one.

However, one of the most difficult and lesser talked about aspects for Day Trading is the slippage, which is an important part here as well.


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