INVITE-ONLY SCRIPT
已更新 Nifty, BN, & Sensex Options Algo [Quant Algo] - Radhe Raman
Nifty, BN, & Sensex Options Algo [Quant Algo] - Radhe Raman
This Option Algo is a precision-engineered, proprietary options-buying & selling strategy designed for Nifty, BN, & Sensex Options on the 15-minute timeframe.
It leverages momentum, technical confluence, and dynamic market filters to identify high-probability short-selling & buying opportunities while managing risk through adaptive exit systems.
All entries are quantity-configurable and follow predefined multiples for alignment with real market contract sizes (e.g., lot sizes in options).
Positions auto-exit once a defined profit threshold is achieved — locking gains before volatility reversals.
🔐 Why It Works
✅ Aligns with market structure and volume conviction
✅ Protects capital through dual-stop risk containment
✅ Exploits mean-reversion with signal clarity + real data
✅ Engineered for options trading logic, not just equity
🧩 Designed for Pro Traders & Systems Integration
This script is intended for semi-automated or fully automated execution systems. It's ideal for traders who:
Specialize in Low Premium option Buying & selling.
Rely on quantitative, non-discretionary entries and exits.
Want a hybrid system capable of hedged reversals and adaptive exits.
Whether used for backtesting, alert-based execution, or plug-and-play automation with webhooks and brokers, this strategy offers a solid base for scalable option-buying logic underpinned by advanced risk management.
Dm for more queries at contact@QuantAlgoTrading.com or join telegram quantalgotrading
This Option Algo is a precision-engineered, proprietary options-buying & selling strategy designed for Nifty, BN, & Sensex Options on the 15-minute timeframe.
It leverages momentum, technical confluence, and dynamic market filters to identify high-probability short-selling & buying opportunities while managing risk through adaptive exit systems.
All entries are quantity-configurable and follow predefined multiples for alignment with real market contract sizes (e.g., lot sizes in options).
Positions auto-exit once a defined profit threshold is achieved — locking gains before volatility reversals.
🔐 Why It Works
✅ Aligns with market structure and volume conviction
✅ Protects capital through dual-stop risk containment
✅ Exploits mean-reversion with signal clarity + real data
✅ Engineered for options trading logic, not just equity
🧩 Designed for Pro Traders & Systems Integration
This script is intended for semi-automated or fully automated execution systems. It's ideal for traders who:
Specialize in Low Premium option Buying & selling.
Rely on quantitative, non-discretionary entries and exits.
Want a hybrid system capable of hedged reversals and adaptive exits.
Whether used for backtesting, alert-based execution, or plug-and-play automation with webhooks and brokers, this strategy offers a solid base for scalable option-buying logic underpinned by advanced risk management.
Dm for more queries at contact@QuantAlgoTrading.com or join telegram quantalgotrading
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Quant Algo Trading [DpBhai]
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Quant Algo Trading [DpBhai]
免責聲明
這些資訊和出版物並非旨在提供，也不構成TradingView提供或認可的任何形式的財務、投資、交易或其他類型的建議或推薦。請閱讀使用條款以了解更多資訊。