V9.4.7 · Unified configuration centre
Shared defaults with module-level overrides. Changing a default does not merge datasets or rewrite historical results. Each module must show its effective configuration before a run.
Module configuration and overrides
| Module | Configuration mode | Effective setting / dataset |
|---|---|---|
| Index Scanner | Uses separately imported NIFTY 50 + BANK NIFTY files; detected timeframe/date coverage remain dataset-specific. | |
| Market Data / Trade Planner | Follows shared instrument/timeframe defaults until a dataset is imported. | |
| Strategy Lab | Uses its selected Market Data dataset; research sizing/cost assumptions remain visible in the lab. | |
| Options Backtest | Uses imported option-contract candles and contract-specific lot/expiry/premium assumptions. |
Important: this release adds configuration governance and traceability. It does not convert index candles into option-premium data, infer missing contract details, or make unlike strategy results directly comparable.
V9.4.7 · Automatic NIFTY & BANK NIFTY scanner
Index Scanner: import NIFTY 50 and BANK NIFTY files here, then scan both indices. This does not use Market Data imports.
Historical research: import a separate instrument/timeframe CSV under Market Data, then open Strategy Lab to run comparisons and walk-forward tests. The two datasets are stored separately in this browser session.
Import historical 1-minute or pre-aggregated 5-minute / 15-minute index CSV files. V9.3.10 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.
Strategy diagnostics · historical validation
Chronological 60/20/20 development, validation and untouched test split. Entries use the next candle open; stops and targets are recalculated from the actual entry to handle gaps. Same-candle stop/target collisions assume the stop is hit first. Intraday trades close at session end or after 30 bars.
Important: Costs are modeled in index points, not rupees. This is not an options-premium backtest and cannot establish whether a one-lot option trade fits your ₹125 risk limit. Contract-specific option data, lot size and charges are required for that calculation.
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. | ||||||||||||
Market Data · historical research dataset
This is separate from Index Scanner. Import one OHLCV CSV here for the single-symbol planner and Strategy Lab, 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.
V9.3.10 · 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
V9.3.10 · 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, one-unit normalized research sizing, simulated slippage and estimated round-trip charges. Account affordability is evaluated separately in execution diagnostics. 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.
V9.4.7 · Research quality & audit exports
These checks describe the imported historical dataset and the completed walk-forward run. They do not certify data-source accuracy or establish a trading edge.
| 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.