I propose a strategic adjustment regarding expiry days: rather than reducing lot sizes, we should transition to the following week’s expiry to maintain our standard lot volumes. Additionally, on expiry days, premiums are significantly reduced, which limits potential profit while exposing us to substantial risk when the market move in an unfavorable direction.
Hi @Avinash
Thank you for sharing your suggestion.
I would like to clarify that the choice of expiry contract is an integral part of the Algo’s predefined strategy logic. Each Algo has been extensively designed, tested, and validated with its existing execution framework, including the selection of the expiry being traded.
While expiry-day premiums may behave differently, the Algo generates trades only when its predefined entry conditions are met. The strategy logic inherently accounts for these market characteristics and manages positions accordingly.
If you prefer not to participate in trades on expiry days, you also have the flexibility to pause the Algo for that particular trading session and resume it later as per your preference.
That said, I’ve noted your feedback and appreciate you taking the time to share your perspective.
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