Hi Team,
I am currently subscribed to the Curvature Credit Spread strategy, and I wanted to understand how multiple algo strategies are handled within a single Dhan account.
If I subscribe to and deploy multiple Stradzy strategies at the same time, for example Curvature Credit Spread, Zen Credit Spread, Damper Credit Spread, etc., how many algos can run simultaneously in one trading account?
Also, how does Stradzy handle situations where two different algos take opposite positions in the same strike price?
For example:
In this case, will the positions cancel out or get netted at the broker level? Or does Stradzy track and manage each strategy separately even if the same strike is involved?
I would also like to understand how exits, stop-losses, and adjustments are managed if multiple strategies are holding the same instrument but with different trade logic.
Please clarify the best practice for running multiple Stradzy algos in the same Dhan account without creating conflicts between strategies.
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All algos mostly sells ATM and buys OTM so strike clash is difficult, it may happen same strike put and call or sold but , sell and buy same strike is doesn’t happens, and CS and other algos uses normal order and Option buying uses intraday order to avoid this issue
Yes, I have observed the same issue. Based on my analysis, it appears to occur when two algorithms are running simultaneously on the same day—one for option selling and another for option buying. For example, when both the Credit Spread strategy and the Skew Hunter strategy are active on the same trading day, this issue seems to arise.
Hi @niranjan_navada
You can deploy multiple Algos on the same broker account; there are no restrictions on the number of Algos you can deploy simultaneously. However, if two Algos generate opposite positions on the same instrument, the broker may square off the position that was opened first instead of maintaining both positions separately (this is a general practice).
To prevent such conflicts, Stratzy has a built-in safeguard. If one Algo already holds a position in an instrument and another Algo later generates an opposite trade on the same instrument with the same order type (CNC/MIS), the second order is skipped. This prevents unintended position netting and, more importantly, avoids breaking the hedge of an existing multi-leg strategy.
Example**:**
If Algo A already holds a long position in Instrument XYZ and later Algo B generates a short trade on the same instrument with the same order type, placing the second order would square off the existing position at the broker level. To avoid this, the second order is skipped.
One exception to this is Option Buying Algos and multi-legged Index Strategy Algos (such as Credit Spreads, Short Straddles, and Short Strangles). Option Buying Algos place MIS orders, whereas multi-legged strategies place NRML orders. Since the broker treats these as different product types, both positions coexist even if they are in opposite directions.
This safeguard helps ensure smooth execution when running multiple Algos simultaneously while avoiding unintended position conflicts.
I hope this clarifies your query.
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Hi @Dhaval_Barochia
Thank you for sharing your observation.
I would like to clarify that Credit Spread strategies place NRML orders, while Option Buying Algos place MIS orders. Since these are different product types, the broker treats them as separate positions, and they should not square off against each other.
If you’ve observed a specific instance where this was not the case, we request you to write to us at support@stratzy.in with the relevant trade details. We’ll be happy to investigate the instance and provide further clarification.