BankNIFTY-analysis

Tasks :

• Attached Bank Nifty time series data of 5 min.

• Backtest using Python.

• Convert data into 15 min time frame.

• Intraday trades are to be taken and mandatorily closed in the same day.

• Trade starts only after 2nd 15-minute candle (9:30 to 9:45)

• If candle closes above VWAP, we will buy and if candle closes below VWAP, we will sell

• Example: If 2nd candle is closing above VWAP, we will buy 1 tick above candle high and Stop Loss (SL) will be 1 tick below candle low.

• If stop loss is not hit, then all trades are exited at 3:15 PM.

• Calculate the overall profit and loss.

• Segregate the Profit and Loss Year wise and Day wise

• Suggest best performing Year.