Tradetron Intraday Strategy Coding -- 2

@Sahyadri96

Completed projects till now 1) Python + DhanAPI +Excel + VBA option scalping strategy 2) Python 21 EMA and 9 EMA crossover strategy on DhanAPI 3) Google sheet + FyersAPI trading 4) Google sheet + Algomojo + Upstox 5) Tradetron Banknifty option scalping strategy 6) Excel 2600 NSE 10 years data 7) Copytrading using python 8) Tradetron Supertrend + MACD Crossover Strategy 9) Dhan option chain with Greeks in Google spreadsheet via Google Appscript 10) Backtesting of Nifty options for wait and trade strategy 11) Trigger orders for Dhan Nifty options 12) Shoonya API:- Wait and trade strategy 13) Tradetron: RSI + ADX + EMA strategy 14) Python Moving avarage channel trading Algo 15) Kotak Neo: Turtle scalping strategy for options 16) Fyers Filtered option chain in Excel 17) Binance Bitcoin tradingview strategy python bot 18) Fyers Tradingview python bot 19) Dhan Python order manager I can deliver any project in Trading. Readymade setups for Python available

@jeremyr62

Hi, I'm an Algorithmic Trading Developer experienced in trading strategy automation and backtesting. I can help you convert your Supertrend intraday idea into a clean Tradetron strategy. Here is what I will do: 1. Create entry, exit, and stop-loss logic using Supertrend. 2. Add adjustable parameters for easy optimization. 3. Implement position sizing, risk management, and EOD square-off. 4. Test the strategy and provide backtest results with a brief explanation. I have experience with trading logic, technical indicators, and automated strategy development. I focus on building simple, reliable, and easy-to-maintain solutions. Looking forward to working with you. Thanks.

@AkshayVarshith

Hi, I can build this as a clean, adjustable Tradetron strategy rather than a fixed Supertrend template. I will keep the Supertrend length and multiplier configurable from the parameter screen, while separating the entry, exit, stop-loss, position-sizing, and end-of-day square-off logic so each part can be checked and modified independently. What I would pay particular attention to is the trading behaviour around the signals: -> whether entries are taken only after the intended candle confirmation ->whether exits reverse the position or first square off the existing one -> how the stop-loss behaves when the Supertrend changes -> how quantity is calculated for the available capital -> whether the universal exit prevents any position from remaining overnight -> whether the backtest uses the same execution assumptions as the strategy I would first confirm your exact rules and instrument/timeframe, then build the strategy, test the logic, and provide the backtest link together with a short explanation of the blocks and adjustable parameters. I have a quantitative research background, so I will not treat the backtest as just a profit figure. I will also check the trade list, drawdown, exits, and position sizing to make sure the result matches the actual strategy logic. Please share the precise rules and I can begin. Best, Akshay