Nifty Sensex Option Sell Strategy
Budget: ₹1,500 – ₹12,500 INR
I need a single, rules-based option-selling strategy that runs natively on the Algotest platform and strikes a clear balance between risk control and return generation.
Core performance requirements
• Maximum absolute drawdown must stay below 5 %.
• Any drawdown period has to recover within 20 calendar days.
• Net return over the most recent 12-month window should be at least 15 %, with similar performance visible when the back-test is extended to prior years.
Please note, Slippage should be 1 % for backtesting.
Scope of work
1. Design or adapt a Nifty or Sensex option-selling approach that meets the metrics above.
2. Build the full logic inside Algotest, including entry, adjustments and exit rules, with no external scripts.
3. Provide a back-test report exported directly from Algotest showing equity curve, yearly/rolling returns, drawdown table and trade statistics.
4. Supply the ready-to-import strategy file (or clear step-by-step build instructions) so I can replicate results on my own account.
Acceptance criteria
• When I load your file into Algotest and run it on the same historical data set, the KPIs listed under “Core performance requirements” must match or improve on your submission.
• All parameters remain editable so future fine-tuning is possible without rewriting code.
Mention any proprietary indicators, data filters or position-sizing schemes you use so I understand the logic, but there is no need to reveal sensitive edge details publicly—an overview plus settings inside Algotest will suffice.
Core performance requirements
• Maximum absolute drawdown must stay below 5 %.
• Any drawdown period has to recover within 20 calendar days.
• Net return over the most recent 12-month window should be at least 15 %, with similar performance visible when the back-test is extended to prior years.
Please note, Slippage should be 1 % for backtesting.
Scope of work
1. Design or adapt a Nifty or Sensex option-selling approach that meets the metrics above.
2. Build the full logic inside Algotest, including entry, adjustments and exit rules, with no external scripts.
3. Provide a back-test report exported directly from Algotest showing equity curve, yearly/rolling returns, drawdown table and trade statistics.
4. Supply the ready-to-import strategy file (or clear step-by-step build instructions) so I can replicate results on my own account.
Acceptance criteria
• When I load your file into Algotest and run it on the same historical data set, the KPIs listed under “Core performance requirements” must match or improve on your submission.
• All parameters remain editable so future fine-tuning is possible without rewriting code.
Mention any proprietary indicators, data filters or position-sizing schemes you use so I understand the logic, but there is no need to reveal sensitive edge details publicly—an overview plus settings inside Algotest will suffice.