If you’re asking about a Stratzy algo, it helps if you mention:
• Algo name Zen Credit Spread
• Time period
• What you’re observing or confused about
As per algo description on Dhan hq it is 3 trades per week but this week it has taken on Wednesday and then losses and exit on Thursday and exited and again took on same and exited on same day evemty 3 losses in 1 session.Also since market is volatile between morning and noon and exactly this has happened for these losses is this expected or due to vix it has entered and exited and again it re entered based on mean reversion
No need to share account details or P&L screenshots.
Hi @ramZen
I would like to clarify that the “Avg. Frequency of Trade” metric represents the average number of trades taken by the Algo over its historical live performance. It should not be interpreted as a fixed limit on the number of trades the Algo can take in a particular week.
This means that if the average frequency is 3 trades per week, the Algo may take:
Fewer than 3 trades in some weeks,
Around 3 trades in many weeks, or
More than 3 trades in other weeks,
depending entirely on the prevailing market conditions and whether the Algo’s predefined entry and exit criteria are met.
Regarding the re-entry that you observed, if the previous position has been exited and the market subsequently satisfies the Algo’s entry conditions again, the Algo is designed to take a fresh trade as per its predefined logic. This is expected behaviour and is not solely dependent on a single factor such as VIX.
I hope this clarifies your query.
