✔Universal: Green Bar (Close > Open) & Clean Wicks (Upper & Lower > 0)
%
(High - Low) / Low * 100 < 10.0%
09:18:00 to 11:30:00 IST
Evaluated at :59s of 3m bars
🛡️ 3. Dynamic Trailing Risk Engine (The Champion Model)
%
Evaluated FIRST on every tick
%
Starts trailing at +12% gain
%
Ratchet SL every +1.5%
%
Lock at +10.5% when hitting +12%
⏱️ 4. Daily Limits & Position Sizing
The 8/9 Green Filter (2/Day)
65 Qty/Lot
Qty = 65
🎯 1. Target Scope & Signal Time Window
Strategy Architecture: 5-Minute Multi-Confluence Trend Momentum. Signal Execution: Triggers on Next Candle Open immediately upon signal candle close.
Scanning starts at this time (e.g. 09:20)
No fresh signals after this time (e.g. 15:00)
⚡ 2. 5-Min Signal Candle Confluence Rules
✓Bullish Candle: Close > Open
✓VWAP Confluence: Close > Volume-Weighted Average Price (VWAP)
✓OI-VWAP Confluence: Close > Open Interest VWAP (OI_VWAP)
✓Trend EMA: Close > Exponential Moving Average (EMA)
Default 20 EMA on 5m close
%
(Close - Open) > 20% of (High - Low)
₹ <
Option premium ceiling
₹ >
Filter out penny options
🛡️ 3. Pro Money Management (TP, SL, TSL Variations)
⚡ Strict Real-Time Exit Priority:
Subsequent 1-minute price ticks are evaluated in exact chronological order. Whichever is touched first (Stop Loss, Trailing SL, or Take Profit) triggers the exit immediately. If SL is hit before EOD, SL HIT is recorded.
e.g. 10 for +10% target
e.g. 7 for -7.0% SL
Trail SL for each +2% gain
⏱️ 4. Daily Limits & Capital Protection
Anti-churn max trades/day
65 Qty/Lot
Total Qty = 65
🕒 Daily Cutoff Square-off:15:10 IST (Auto Exit)
🛡️
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