What is Strategies?

Indian market context (NSE)

Reference levels: Nifty 50 at 24,300, Reliance Industries at ₹1,300, Bank Nifty futures at 55,000 (lot size 30). Examples below show how Strategies shows up on Indian index, equity, and futures books — update to live quotes in your journal.

Nifty 50 perspective

Backtesting in Indian context at Nifty 24,300: apply SEBI/regulatory framing where relevant and tag index trades separately in weekly review.

Reliance Industries perspective

Backtesting using Reliance at ₹1,300 as a liquid large-cap example — adjust numbers to your live quote and contract note.

Bank Nifty futures perspective

Backtesting with Bank Nifty futures at 55,000 — respect lot size 30 and quarterly vs monthly contract rules on NSE.

How to validate

• Validate Strategies only after costs — gross win rate can hide negative expectancy.
• Use walk-forward windows (e.g. last 60 / prior 60 trades) for stability.
• Retire or refactor the tag if Strategies expectancy turns negative with 50+ trades.
• Ensure no overlapping tags duplicate the same trades.

How to track in TradeLyser

• Define Strategies in Strategy Board with entry/exit/skip criteria.
• Enforce single-tag discipline — no secondary discretionary entries.
• Review expectancy, win rate, and avg R monthly on the tag only.
• Archive tag version when rules change; do not blend old and new trades.

Best practices

• One playbook page per Strategies strategy with non-negotiable rules.
• Paper trade rule changes for two weeks before live size.
• Track costs explicitly on high-frequency Strategies variants.
• Compare versioned tags after each rule amendment.

Common pitfalls

• Adding discretionary trades under the Strategies tag.
• Scaling up after one lucky week of Strategies results.
• Ignoring brokerage drag on high-frequency variants.
• Retiring a tag without exporting final statistics.

How to use this in TradeLyser

Store backtest params in strategy doc; compare live tag to backtest assumptions quarterly.