Opening & intraday momentum
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Current setup and executable contracts
Opening momentum from 09:20; fresh EMA crossover or five-minute Supertrend flip from 09:30 to 14:45 IST. Two consecutive completed one-minute confirmations. Strength measures rule agreement, not probability of profit.
| Contract / setup | Eligible size / capital ceiling | Entry / target | Initial stop / risk | Spread | Strength |
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Open trades
| Trade / contract | Entry (IST) | Remaining / filled | Current / peak net | Protection | Evidence |
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Closed trades · account history
Percentages use total buy capital, including additions and entry fees. MFE is the highest observed net gain; MAE is the largest observed net loss, shown as a positive percentage. Both include fees and booked profits. Older MAE values that were not recorded are shown as —.
| Trade / contract | Entry → exit (IST) | Entry → exit price | Total capital used | Net P&L / % | MFE / MAE % | Exit reason | Evidence |
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Latest decisions
One strategy makes the decisions. There is no separate advisory verdict.
Previous generation · Archive
The previous trades and account results are preserved separately and excluded from this account.
| Trade / contract | Entry → exit (IST) | Net | Exit reason |
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Active policy and protection
Signals: NIFTY completed candles with prior-session indicator seed. Signed agreement: EMA9/21 (25), close versus EMA50 (10), five-minute Supertrend 10/3 (20), five-minute MACD histogram (15), futures price versus its session HLC3/volume VWAP (15), and five-minute DMI direction (15). Strength = 50 + |signed sum| / 2. It is not a calibrated win probability.
Opening, 09:20–09:30: strength at least 85. Intraday, 09:30–14:45: strength at least 70 and a fresh EMA9/21 cross or five-minute Supertrend flip, valid for three completed minutes. Both need two consecutive qualifying minute observations of the same episode, aligned EMA and Supertrend, ADX14 at least 18 and distance from EMA21 no more than 3 × ATR14 (completed five-minute ATR for opening setups; one-minute ATR for intraday crossovers). One opening trade, maximum four total trades and two losing trades per session; five-minute cooldown after closing. One position at a time. An episode can be filled only once.
Contract and fill: compare ATM and the nearest ITM option in the nearest expiry after today. Full-quantity bid and ask depth no older than two seconds, spread at most 1.5% of ask. Lowest supported spread wins. Whole-lot size fits the ₹1 lakh entry-capital ceiling including fees and ₹2,000 planned stop-risk budget including fees and two ticks of slippage. ₹8,000 daily loss trigger. These are budgets, not guaranteed maximum losses.
Previous trades: their saved protection policy remains unchanged.
One-lot momentum test: new trades start with one lot. V9 permits addition after one complete post-entry candle plus 20 seconds of supported confirmation when the candle progresses and holds beyond entry spot. The standard route uses two complete post-entry candles and 30 seconds. Both require aligned five-minute trend, fresh underlying progress, starter net profit of at least one measured minute-range × initial units, and continuous supported option history. During confirmation retain at least 70% of the premium gain. Gaps over three seconds restart confirmation. TP1 and early profit protection are not prerequisites for deployment. A weak or losing starter stays at one lot.
One addition: remaining whole lots are recalculated at the current executable price. Both buys together must fit ₹1 lakh including entry fees, available cash and ₹2,000 planned stop risk including fees and two ticks of slippage. No averaging down or adding after an actual sale or while an exit is pending. Reaching TP1 on the initial one lot does not block addition. No supported additional lot means the trade stays at one lot.
Combined stop: initial stop = entry × 0.88, rounded down to the tick. After adding, average entry uses both fills; stop = max(existing stop, combined average entry × 0.88 rounded down). The original entry, addition and fees remain in trade details. The 45-minute clock still starts at the first buy.
Early protection and targets · NIFTY_NET_LADDER_V1: R is the phase-entry planned stop loss including costs. A = max(25% of R, measured one-minute option fluctuation × phase quantity, estimated round-trip friction). Noise uses the mean bid range of three complete supported minutes, including available pre-entry history; gaps are not filled forward. R and A are frozen per phase. Missing history leaves the hard stop and trend exits active while adaptive targets wait.
Net targets: early protection at 1.5 × A; TP1 at max(0.5 × R, 2 × A); TP2 at max(R, 3 × A); full exit at max(2 × R, 4 × A). Net means booked plus executable remaining P&L after all fees. Targets shown on each trade are rupee net amounts, not premium percentages.
Partial bookings: with three or more lots, book roughly one-third at TP1, one-third at TP2, and retain the rest for the final target or protective exit. With two lots, sell one at each target. With one lot, TP1 raises protection without a sale and TP2 exits the lot. Quantities freeze at TP1. Full-target jumps exit the entire remainder. Both exit fees and remaining market depth are checked before partial booking.
Dynamic floor: max(previous floor, min(retention × phase peak net, phase peak net − A)). Retention is 40% before TP1, 50% after TP1 booking (or the one-lot TP1 milestone), and 65% after TP2 booking. Within each sizing phase, the floor and stop never decrease. The one permitted deployment rebases the rupee floor as explained below. Effective stop is the higher of the existing stop and the price preserving the remaining net floor after booked profit, also preserving remaining-position fee-adjusted breakeven, plus two ticks of slippage allowance.
Deployment stop and protection reset: stop = max(existing stop, tick-rounded-down min(lowest supported bid over the last 30 seconds − two ticks, current full-position bid − fluctuation/execution room)). Room is the greater of the measured minute-range and spread plus two ticks. Size the addition to keep total planned loss at this stop within ₹2,000 and combined capital within ₹1 lakh, including fees. The stop price never moves lower. At this one sizing transition, archive the starter's rupee profit floor and rebase protection to the enlarged position: it may now have a planned loss, rather than guaranteed profit, at the same or higher stop. Recalculate targets and phase peak from actual combined costs. A newly earned profit floor cannot decrease within this phase. Original entry time and lifetime peak remain visible; gaps can exceed planned losses.
Exits: stop breach at any time; two consecutive completed minute EMA9/21 observations against the trade; 45-minute timeout before TP1; session exit at 15:15 IST, earlier on a shortened session. Early protection alone does not cancel the timeout; TP1 does. Supported fresh bids are required to fill; a gap can execute below the stop.
Strategy: experimental PAPER hybrid inspired by public settings, not an exact copy of the external bot’s private engine. OI, IV and BankNifty do not impose additional entry gates. No forecast training, old selector, or advisory verdict controls this strategy. Existing cash and historical trades are retained.