Vanakkam Mr.Cubt,
First best wishes for your algo trading.
I don't know about your strategy and I am not asking about the details of your strategy. As per my logic, if I had traded all the same 20 scrips, using the algo, the returns were very huge with very less risk , except two scrips. Even if I consider 50% of the money in all the scrips, still it is too huge.
Yes, you were right. All these scrips were moving in one direction. As you mentioned, we have to check the range bound days.
I request you to post your paper trades based on your strategy, using the algo.
Thank you very much.