Another red expiry
Another red expiry day. The market wasn't very high range (less than 500 most of the time), but it was very volatile within that range. BANKNIFTY NIFTY STOXXO PNL -4300 For some reason, my basket is unable to handle any kind of up/down movement. I suspect its because of HFTs who can extrapolate where various stop losses must be present. Also, others too are facing diminishing returns from algo trading. I am honestly at a loss of ideas as to what could be done to make an algo to tackle this kind of market. MISTAKES: I had forgotten to update the NFITY VALKYRIE port to change combined profit from 500 to 2000. GOOD RESULT Heimdall survived when started at 10 am.