Time Based Rolling Strangles TBRS Strategy
Time Based Rolling Strangles TBRS Strategy
Strategy Parameters Details
| Strategy Type | This is a Intraday Strategy |
| Trading Instruments | SENSEX / NIFTY |
| Expiry | Weekly Expiry |
| Entry Time: | Entry time: 09:25 AM |
| Exit Time: | Exit Time: 03:14PM or when MAX LOSS is activated. |
| Capital Requirement: | Rs. 1,30,000/- On 1DTE/2DTE/3DTE/4DTE per lot / 1X multiplier |
| Expiry Capital: | 0DTE requires 1.5 times normal capital due to higher ELM limits per lot / 1X multiplier. |
| Max Stop Loss: | Max Stop loss: 3350 per 1X multiplier |
| Max Profit | No TSL is applied. |
| Trailing Stop Loss (TSL) | Activates when profit reached 0.75% on 0DTE per 1X multiplier |
Entry Criteria and setup rules-:
In this strategy we enter into three short straddles at different time each day with stop loss as mentioned below in each leg
- Buy both CE & PE legs hedges of Rs 5-10 just before entering each short straddle legs
- When SL of one leg hits Exit that leg.
- Move the SL of the other leg to Cost.
- No re-entry.
- Max MTM Loss on diffrent trading days as mentioned below.
- Universal exit at 03:05 PM
|
Day |
ENtry Time |
Stop Loss (Underlying strike points) Re-Entry:03 |
|
0 DTE |
09:19 |
45 |
|
10:55 |
40 |
|
|
12:49 |
37 |
|
|
1 DTE |
09:48 |
45 |
|
10:55 |
50 |
|
|
12:49 |
45 |
|
|
2DTE |
09:19 |
60 |
|
10:55 |
||
|
12:49 |
||
|
3DTE & 4 DTE |
09:19 |
70 |
| 10:55 | ||
| 12:49 |
Strategy Description:
TBS Overview
Time-based short straddle is a very famous and popular strategy amongst the trading community. It has been used by traders for a very long time. The basic concept of a Time-based short straddle is basically a short straddle position at different time intervals. In this strategy, we will take three short straddles whose entry positions will be at three different times after market opening.
Example:
In this strategy, we sell ATM call and put every day at 9:20 AM with a fixed stop loss (generally 25% or 30%) on both the legs.
1)Short Bank Nifty ATM CE and ATM PE Weekly Options (Short Straddle) at 9.20a.m
2)Once the Order gets executed. Place a 35% stop-loss order on both the legs
3)If one leg of the stop hits the other leg will still continue its trade unless the other leg stop is hit
Each of these short straddles is backtested with optimised time of executions and suitable use of the stop loss feature. We will demonstrate and explain the historical backtested data to explain the effectiveness of the TBS strategy.
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Offer Valid upto 15th August 2026
Tradetron Strategy Features
- You will get Tradetron Strategy Code in PDF file
- You will get two seperate Tradetron Algo, one for NIfty and another for Sensex Index
- Strategy may be Duplicated in your account if login creadential provided
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