| Setup | Scanner lists | Candle it tracks | Arms (buys after) | How it enters | Exit rule | Positions per signal |
|---|---|---|---|---|---|---|
Morning 5min VWAP Options · ATM |
9:20 & 9:25 — common of the two | 9:20–9:25 | on the 9:25 list (~9:25) | on a move above the high, at any ask up to the cap (0–10 → +0.05, 10–30 → +0.10, 30–50 → +0.15, >50 → +0.3%) | Portfolio B: ₹2,100 / ₹3,000, stop trails up | 1 |
Morning 5min VWAP PUT Options · ATM · PUT |
9:20 & 9:25 — common of the two (its own PUT scan) | 9:20–9:25 | on the 9:25 list (~9:25) | on a move above the high, at any ask up to the cap (0–10 → +0.05, 10–30 → +0.10, 30–50 → +0.15, >50 → +0.3%) | Portfolio B: ₹2,100 / ₹3,000, stop trails up | 1 |
LargeCap 15min Future |
Joins on first appearance, all day (until 14:50) | its 15-min clock candle | at candle close | buys on a move above the high, at any ask up to the tier cap — won't chase a spike | +0.7% / −0.8% of the buy price, trailing · held all day | 1 |
MACD Future tracker Future |
Every minute; joins on first appearance | its 5-min clock candle | at candle close | buys on a move above the high, at any ask up to the tier cap — won't chase a spike | +0.7% / −0.8% of the buy price, trailing · held all day | 1 |
Manual Options · ATM |
— (you place it from the ticket) | now, at your price, or a candle you choose | immediately / on your condition | market, limit, or a candle breakout | A, B and C (all three) | 3 |
Every options setup buys the strike nearest the share price — one strike per signal. (config.BUCKETS = ["ATM"])
Two things must both be true: the price has to move above the candle high, and the seller's price must be at or under the cap. Past the cap the desk waits for a pull-back instead of chasing. There is no lower limit — if the seller's price is cheaper than the high after a real move, that is simply a better entry.
After 10:30 no setup takes a new entry except LargeCap 15min; trades already open run to their target. A toggle on the dashboard turns this on/off.
At most two stocks from the same sector, per setup, first come first served. Sectors come from your watchlist map.
Bought at the ask (real slippage, modelled), P&L marked on the bid. If a tick crosses both target and stop, the stop is booked.
Everything is squared off at 15:15. Futures are held all day up to then; options run to their own window or target/stop.
There is no order-placement path — every fill is simulated. Nothing here reaches the exchange.