Tradelyser Logo
General
Updated 2025-06-04·Editorial policy·Trading system

What is Intraday Trading?

Intraday trading opens and closes positions within the regular session without overnight hold.

Formula

Intraday Trade Example: 9:15 AM: Market opens 9:30 AM: Buy 1,000 shares at ₹200 Position value: ₹2,00,000 Margin used: ₹20,000 (10x leverage) 12:00 PM: Price rises to ₹205 Unrealized profit: ₹5,000 2:00 PM: Sell 1,000 shares at ₹205 Realized profit: ₹5,000 3:20 PM: Deadline passes (already exited) Net Profit: ₹5,000 (25% on ₹20,000 margin)

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 Intraday Trading shows up on Indian index, equity, and futures books — update to live quotes in your journal.

Nifty 50 perspective

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

Reliance Industries perspective

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

Bank Nifty futures perspective

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

How to validate

  • Validate Intraday Trading 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 Intraday Trading expectancy turns negative with 50+ trades.
  • Ensure no overlapping tags duplicate the same trades.

How to track in TradeLyser

  • Define Intraday Trading 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 Intraday Trading strategy with non-negotiable rules.
  • Paper trade rule changes for two weeks before live size.
  • Track costs explicitly on high-frequency Intraday Trading variants.
  • Compare versioned tags after each rule amendment.

Common pitfalls

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

How to use this in TradeLyser

Tag intraday only; separate from overnight and positional tags.

Related terms

FAQ

MIS intraday India?

Product auto-square — know broker cutoff.

Intraday on illiquid options?

Spread costs dominate — filter symbols.

Start journaling with TradeLyser

Connect your broker, tag strategies, and review performance with AI-assisted insights.