Delta Neutral Algo Trading Strategy with Delta Based SL, Target & Trail SL

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Learn how to create a Delta Neutral Strategy using delta based stop loss, target, and trailing stop loss in AlgoTest. In this video, we explain how traders can manage option positions using option Greeks instead of premium points.

You will learn:

● How to use delta based stop loss in AlgoTest
● How delta based target works for option selling strategies
● How to set delta based trailing stop loss
● How to build a Nifty delta neutral expiry day strategy
● How to backtest the strategy with brokerage, taxes, charges, slippage, and DTE filter
● How to activate the same strategy for live algo trading

In this example, we create a Nifty short straddle using closest delta strike selection and manage exits based on delta movement. We also use square-off complete and re-entry on SL to keep the strategy delta neutral after stop loss hits.

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Chapters
00:00 Introduction to Delta Based SL, Target & Trail SL
00:34 Opening AlgoDash Dashboard
01:10 Selecting Closest Delta Strike
02:23 Delta Based SL for Option Buying
03:13 Setting Delta Based Trailing Stop Loss
04:22 Using Square-Off Complete for Delta Neutrality
05:03 Running Historical Backtest
05:34 Delta Neutral Strategy Backtest Results
06:04 Strategy Stats: Win Rate, Drawdown & Risk Reward
06:40 Final Summary

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Disclaimer: This video is for educational purposes only. The strategy shown is based on backtesting and should not be considered financial advice. Always do your own research and consult a financial advisor before trading.