You need to file your income tax return if your income exceeds taxable limits. The income is from all sources including your salary and intraday as well as short term capital gains.
As you are dealing in intraday transactions and short term investments, it is possible that the income from such transactions is considered under the head: "Income from Business or profession". If there is a loss under this head, you will be able to carry forward such losses and set off against your income under this in the future, subject to fulfillment of conditions laid down in the Income Tax Act. However,you will be able to claim such carry forward of loss only and only if you file your return of loss on or before the due date for the filing of return. Hence, it will be in your own interest to file return, specifically when there is loss, as losses in the stock market are very common.