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Library/V9 Pivot Strategy
V9 Pivot Strategy
15-min pivot · flat 2.25% TP · close-basis SL
🟢 LIVE
TIMEFRAME
15m
MODE
SPOT + OPT (parallel)
UNIVERSE
~213 NSE F&O stocks
ENTRY
On 15-min candles, detect pivot LOW (sahara) for LONG or pivot HIGH (topi) for SHORT using 50 bars left + 35 bars right confirmation. After the 35-bar lag, run pre-confirm filters: (1) price stays inside 0.5 fib of prior swing leg, (2) no close-basis pivot break, (3) TP not touched pre-entry. If all three pass, wait for price to enter the 0%–1% zone above sahara (LONG) or below topi (SHORT). Entry triggers at first candle to touch zone after confirmation.
STOP LOSS
Pivot price itself (sahara for LONG, topi for SHORT). Close-basis only — intra-bar wicks below pivot do NOT trigger SL. Trade exits when a 15-min candle CLOSES beyond the pivot.
TAKE PROFIT
Pivot ± 2.25% (single fixed target). LONG → sahara × 1.0225. SHORT → topi × 0.9775. Touched on intra-bar high/low.
RRR
Asymmetric by design. SL distance = entry-to-pivot (very tight: 0%–1% of pivot). TP distance = pivot-to-2.25%. Typical RRR ≈ 1:2 to 1:5+ depending on entry fill within zone.
SIZING & EXECUTION
Each ACTIVE signal opens TWO paper trades in parallel: 1 lot SPOT at signal entry price, plus 1 lot OPTIONS auto-selected from option chain. Both exit together when underlying spot hits TP or SL. No separate options SL — option exits at LTP at underlying TP/SL.
OPTION CONTRACT PICK
OTM CE for LONG, OTM PE for SHORT. Filtered to contract value ₹3,500–5,000 (premium × lot). Sorted by highest oi_change_pct, tiebreak by highest volume. Top result = primary contract.
BACKTEST
Validated 1-Year Backtest (Apr 2025 → Apr 2026, 10 stocks, SPOT only)
Trades
167
Win Rate
52.1%
Total PnL
+42.38%
Net per Lot
₹+2,42,303
Avg/Month
₹+20,192
Max Hold
6.88 days
Avg TP
1.55 days
Avg SL
1.14 days
OPTIONS leg has NOT been backtested. Production decision pending OPTIONS backtest.
ENGINE FILES
  • v9_signal_engine.py — pivot detection + entry zone resolution
  • v9_paper_trader.py — SPOT+OPT parallel execution, exit on spot TP/SL
  • v9_trades.db — SQLite: signals_active, signals_history, trades
  • paper_trades_v9_{spot,opt,all}.csv — closed trade ledgers (legacy CSV)
NOTES
Indian terminology: sahara = pivot low (LONG entry side), topi = pivot high (SHORT entry side). Engine reads from cache_keeper's pre-built 15m candles — no Angel API hits during scan. Polls every 60s by default. NOTE: trade mode is SPOT (not FUT) — earlier 'FUT' label was a misnomer; rename pending in DB schema (S14 workstream N).