Need a simple AFL for my strategy:
-Buy ATM (at the money ) option w.r.t Nifty at start of the day (9.30) and ATM option at 10:30
-Sell both at the end of the day.
-And backtest the strategy.
Example for strategy:
Nifty current price is 15845 at 9:30
At the money option CE = 15850 , Buy this at 9:30
Nifty current price is 16760 at 10:30
At the money option CE = 16700 , Buy this option at 10:30
Sell both at 3:30 ( end of the day )