STRATEGIES · DOCUMENTATION
TIMEFRAME
15m
MODE
FUT paper (1 lot per signal)
UNIVERSE
~215 NSE F&O stocks + indices (NIFTY live today, rest backtest-only pending universe rollout)
ENTRY
On 15-min candles, detect Fibonacci Bollinger Band touch (length 200, mult 3.0) at lower 1.0/1.618 band for BUY or upper 1.0/1.618 for SELL within last 10 bars. Confirm with V10 50/5 pivot (50 bars left + 5 bars right) AND RSI extreme (RSI<25 + RSI_EMA<=30 for BUY; RSI>75 + RSI_EMA>=70 for SELL). Entry at confirmation bar close.
STOP LOSS
Pivot price itself (close-basis exit). Close-basis only — intra-bar wicks beyond pivot do NOT trigger SL.
TAKE PROFIT
Entry ± 200 points (single fixed target). Touched on intra-bar high/low.
RRR
Variable. SL = entry-to-pivot distance; TP = 200 pts. Includes trailing SL: once price reaches +190 pts (BUY) or -190 pts (SELL), trail-SL activates at +170 / -170 to lock profit.
SIZING & EXECUTION
1 lot NIFTY FUT paper per signal. Date-aware lot sizes: 25 pre-25Nov2024, 75 from 25Nov2024, 65 from 28Nov2025 (NSE official history). Trades land in v8_trades.db.
OPTION CONTRACT PICK
Not used in V-8 — FUT-only strategy. Options scope locked OFF (no clean intraday data source).
BACKTEST
Validated 2-Year Backtest (Jun 2024 → May 2026, NIFTY 15m FUT)
Trades
16
Win Rate
62.5%
Total PnL
₹+90,979
Winners
10
Losers
6
Best Trade
₹+15,000
Worst Trade
₹-16,159
Max DD
₹-20,108
Exit Mix
5 TGT / 5 TRAIL / 6 SL
⚠ NIFTY only today. Rest of universe (~215 stocks) backtest-only — admin can run backtest from this UI; live signals/paper trade rollout pending per-stock approval.
ENGINE FILES
- v8_signal_engine.py — FBB band-touch + V10 50/5 pivot + RSI extreme scanner
- v8_paper_trader.py — dual-mode exits, close-basis SL, trailing SL, price-level SL re-entry retry (stocks)
- v8_trades.db — SQLite: signals_active, signals_history, trades, consumed_pivots, retry_armed_v2
- market_bot/backtest/v8_fast_scan.py — v3.0 in-memory dual-mode scan engine (canonical source of truth)
- config/v8_config.yaml — externalised universe / pivot / exits / retry params (R13)
- stockify_fbb_pro.pine — TradingView indicator (Pine v6) matching production params
NOTES
Dual-mode FBB. Indices (NIFTY/BANKNIFTY): 50/5 pivots + fixed-point exits (NIFTY 200 / BANKNIFTY 500), NO retry — NIFTY parity-locked at 16 / ₹90,978.75. Stocks: 100/10 pivots + 5% target + price-level SL re-entry retry (4% retrace / 5% target / 7% safety SL). Canonical engine is v8_fast_scan.py (v3.0); live signal engine + paper trader port the same logic and reproduce it exactly (parity-validated). Params externalised in config/v8_config.yaml.