this is the scenario -
Initial straddle strike selection should start based on 9:30 based on price and enter the short straddle. Then same strike straddle should continue to plot till exit is not received. Exit - Nifty 3 min candle close beyond ... 9:30 price + ( straddle price /2 ) range .
After exit... reentry is done when vix 3 min is below 50. How it will pick new straddle strike price for new entry. Also when it plots new straddle it should not replot already plotted straddle.
Initial straddle strike selection should start based on 9:30 based on price and enter the short straddle. Then same strike straddle should continue to plot till exit is not received. Exit - Nifty 3 min candle close beyond ... 9:30 price + ( straddle price /2 ) range .
After exit... reentry is done when vix 3 min is below 50. How it will pick new straddle strike price for new entry. Also when it plots new straddle it should not replot already plotted straddle.