V9.3 · Automatic NIFTY & BANK NIFTY scanner
Import historical 1-minute or pre-aggregated 5-minute / 15-minute index CSV files. V9.3 recognises the NIFTY 50 timestamp format and BANK NIFTY separate Date / Time format, aggregates 1-minute candles into 5-minute bars, and accepts OHLC-only data. This is a historical-data research scanner, not a live feed or an options-chain analyser.
Signal engine: regime-filtered pullback, baseline trend pullback, RSI-confirmed pullback, EMA50-slope pullback, ATR-regime pullback, 20-candle breakout, VWAP reclaim and momentum continuation. Volume-dependent rules are unavailable for OHLC-only data. Signals are screened separately unless the datasets have overlapping timestamps. Agreement is a screening heuristic, not proof of an edge.
1 · Select market and strategy
Cash equity: quantity is in shares. Import matching historical candles to generate a strategy proposal.
2 · Generate a strategy proposal from CSV
No historical candles loaded. Import a CSV in Market data first.
3 · Review / adjust the setup
4 · Review before paper approval
Paper trade journal
Approved entries are simulated records only. Record exits manually. Gross P&L, estimated charges, net P&L and realized R are shown separately. Stop-loss exits trigger a recovery alert; one conditional second-chance paper trade per day is allowed only after price recovery beyond the prior entry and a fresh same-direction signal, with maximum planned gross risk ₹75. Data is saved on this device.
| Date | Instrument | Segment | Side | Entry | Stop | Qty | Status | Exit / action | Gross P&L | Actual charges | Net P&L | Realized R |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| No paper trades yet. | ||||||||||||
Historical market data
Import one OHLCV CSV at a time for the single-symbol planner, or multiple named CSVs in the V8.0 research bench. Historical files are held in browser memory for this session. No live market prices are fetched.
Required columns: timestamp, open, high, low, close, volume. At least 60 valid completed candles. One instrument and one timeframe per file. The instrument and timeframe are user-declared and must match the CSV.
CSV structure and OHLC consistency are checked. The app cannot independently certify the source, corporate-action adjustments, timezone, missing sessions or candle completion.
V9.3 · NIFTY options ZIP importer
1 · Upload your historical options ZIP
2 · Select one option contract
Choose expiry, CE/PE and strike.
3 · Contract validation and 5-minute conversion
V9.3 · Options premium backtesting
Backtest assumptions
Lot size is deliberately not hard-coded. Enter the correct historical contract lot size for the contract being tested. Default 1 is for a mechanics test only, not an actual exchange lot. Charges are a user-entered estimate, not a broker-verified fee calculation.
Simulated trades
| Entry time | Exit time | Lots (units) | Entry premium | Exit premium | Gross P&L | Charges | Net P&L | Exit reason |
|---|---|---|---|---|---|---|---|---|
| No backtest run yet. | ||||||||
Strategy lab · core strategies + breakout research
Compares eight fixed strategies, including three new trend + pullback variants, alongside a 12-combination breakout research matrix on the selected imported dataset. Uses one position at a time, account risk sizing, simulated slippage and round-trip charges. This is a research simulation, not proof of future profitability.
Angel One estimate applies published-style brokerage caps plus estimated NSE exchange charges, sell-side STT, buy-side stamp duty, SEBI charges and GST. It is an estimate, not a contract note; customer-specific tariffs, IPFT and rate changes may differ. Fixed-fee mode is available for comparison. Test slippage at 0, 5, 10 and 20 bps per side.
Dataset: not loaded. Select the instrument and timeframe here; these selections are shared with Market data. Import a matching CSV to enable the backtest.
V8.2 · Multi-stock research bench
Upload multiple OHLCV CSVs together. Rename each file using SYMBOL__TIMEFRAME.csv, for example RELIANCE__daily.csv, TCS__daily.csv or INFY__daily.csv. V8.2 portfolio scenarios require daily data; 5m/15m files remain available for separate intraday research. Each dataset is tested independently with a 50% warm-up and three chronological unseen windows. Results are cross-dataset research, not a single tradable portfolio.
| Dataset | Timeframe | Candles | Trading dates | Start | End | Invalid rows |
|---|---|---|---|---|---|---|
| No files loaded. | ||||||
Cross-dataset strategy results
| Strategy | Dataset | Test window | Trades | Win rate | Net profit factor | Net P&L | Max DD | Buy & hold |
|---|---|---|---|---|---|---|---|---|
| No batch run yet. | ||||||||
Strategy consistency summary
| Strategy | Dataset-windows | Profitable windows | Total trades | Combined net P&L* | Average net / window |
|---|---|---|---|---|---|
| Run multi-stock validation first. | |||||
*Combined P&L is a research aggregation across independent datasets, not account-level portfolio P&L. Different symbols may overlap in time. No capital is pooled across them. Fewer than 30 trades per strategy is weak evidence; prefer 50+ out-of-sample trades before considering a candidate. Files remain in browser memory and must be re-imported after a reload.
V8.2 · Three risk-scenario portfolio test
Runs each fixed strategy across all imported daily stocks as one account: one position at a time, simultaneous same-day signals skipped, chronological 50% warm-up plus three unseen test windows. Each scenario starts each window with ₹25,000 and independently applies its risk-per-trade and daily gross-loss guard. This is a swing-trading research simulation, not an intraday test or a live portfolio.
| Risk scenario | Strategy | Trades | Win rate | Net PF | Gross P&L | Charges | Net P&L | Max DD | Profitable windows |
|---|---|---|---|---|---|---|---|---|---|
| No scenario run yet. | |||||||||
Scenario A: ₹125 risk / ₹250 daily cap. Scenario B: ₹187.50 / ₹375. Scenario C: ₹250 / ₹500. These are simulated alternatives only; actual account safety settings remain ₹125 / ₹250. Daily OHLC candles cannot reconstruct intraday loss sequences. Charges, slippage, gap fills, liquidity, taxes and market impact remain estimates or limitations.
Table 1 · Eight core strategies (benchmarks + three trend-pullback variants)
| Strategy | Period | Trades | Win rate | Gross PF / Net PF | Gross P&L | Charges | Net P&L | Net return | Max DD |
|---|---|---|---|---|---|---|---|---|---|
| No core strategy comparison run yet. | |||||||||
Table 2 · Breakout research matrix (4 variations × 3 targets)
| Breakout variation / R:R | Period | Trades | Win rate | Gross PF / Net PF | Gross P&L | Charges | Net P&L | Net return | Max DD |
|---|---|---|---|---|---|---|---|---|---|
| No breakout research run yet. | |||||||||
Table 3 · Walk-forward validation
Expanding chronological validation: initial 50% warm-up window followed by three sequential unseen test windows. Fixed strategies; no test-window tuning. Each window starts flat.
| Strategy | Test window | Trades | Win rate | Net profit factor | Gross P&L | Charges | Net P&L | Max DD |
|---|---|---|---|---|---|---|---|---|
| No run yet. | ||||||||
Monthly test-period results
| Month | Strategy | Trades | Net P&L |
|---|---|---|---|
| Run validation first. | |||
Data quality checks
Profit factor is net profit factor (winning net trades ÷ absolute losing net trades). Reward/risk is the planned price-distance ratio; after-cost reward/risk is shown separately. Method assumptions: signals are confirmed at candle close and simulated entries occur at the next candle open (with slippage); if the next open has already crossed the stop or target, the signal is skipped; next bars test stop/target; if both hit in one candle, stop is assumed first; intraday positions exit at next session open; remaining positions close at dataset end. Fees and slippage are estimates. Taxes, market impact, liquidity, circuit limits and exact broker fills are not modelled.
Account-wide risk controls
V8.2.1 · Conditional recovery rules
These are fixed safety rules; they are not editable in this panel. They apply to paper trading only.
Today's realised gross P&L must be at or below the account daily gross loss limit (default ₹250).
A new historical signal must show price beyond the previous stopped trade's entry in the original trade direction.
A fresh confirmed strategy signal must be present for the same instrument and direction.
₹75 maximum planned gross stop risk. Quantity is reduced to fit this cap; it is not increased to recover losses.
One second-chance entry per day. Once used, no further recovery entry is permitted that day.
A stop-loss alert and eligible recovery popup are generated only while the app is open and after you generate a proposal from imported historical CSV data. You must review and manually approve; no order is sent.
Normal gross daily loss guard: ₹250. A permitted recovery attempt can add up to ₹75 of planned gross risk, so the planned gross exposure may reach ₹325. Gaps, slippage and execution differences can cause a larger loss. Charges are reported separately and reduce net P&L.
V8.2.2 · Recovery self-test
Runs isolated synthetic checks of the recovery rules. It does not create, edit or delete journal trades; it does not change account P&L, settings or imported candles. Results are displayed only on this screen.
| Test | Expected | Result | Status |
|---|---|---|---|
| No tests run. | |||
Risk is shared across all segments and strategies. Fees are included in net P&L but excluded from gross price-risk and daily gross-loss thresholds. Software checks cannot guarantee stop execution.