QUANTDESKOPTIONS RESEARCH & PAPER TRADING

PAPER MODEEngine monitoring · READ ONLY

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TREND + MOMENTUM · SHORT OPTIONMonitoring

EMA + RSI Pullback – Option Selling

Looks for momentum to recover through 50 in the direction of the EMA trend. The same signal is executed by selling the opposite-side option.

Signal timeframe: 5-minute index candlesVirtual account: ₹100,000

Closed trades0Completed positions

Win rate—Closed trades only

Profit factor—After estimated costs

Net P&L₹0.00After estimated Zerodha-based charges

Realised max drawdown—Closed-trade equity only

CAPITAL READINESS

Research assessment

NOT EVALUATED

Readiness score: 0 / 100 · Closed trades: 0 · Win-rate 95% interval: —

View full assessment methodology and gates →

ENTRY LOGIC

When does this strategy enter?

Every condition listed below must be satisfied on a fresh, completed five-minute signal candle.

Bullish setup → Sell PE

Current spot close is above EMA 21.
EMA 9 is above EMA 21.
Previous candle RSI(14) is below 48.
Current candle RSI(14) is at least 50 (recovery through the 50 level).
Current candle is bullish: close greater than open.

Bearish setup → Sell CE

Current spot close is below EMA 21.
EMA 9 is below EMA 21.
Previous candle RSI(14) is above 52.
Current candle RSI(14) is at most 50 (weakening through the 50 level).
Current candle is bearish: close less than open.

INDICATOR DEFINITIONS

What the engine calculates

EMA 9
EMA 21
RSI 14 using Wilder-style smoothed average gains and losses.

Required inputs

Nifty 50 or Bank Nifty spot candles
EMA 9, EMA 21 and RSI 14 calculated from spot closes
Latest option-chain snapshot for the selected underlying

EXIT & RISK MANAGEMENT

How positions are managed

These common paper-execution rules apply to this strategy.

Stop-loss

15% above short premium entry; buy back when ask reaches the stop.

Profit target

1.25R from initial premium risk; buyer exits on bid strength, seller buys back on ask decay.

Entry window

New entries are allowed from 09:15 until 14:45 IST.

End-of-day exit

Open positions are squared off by 15:20 IST. Overnight positions are subject to a safety exit on the next worker cycle.

Daily limits

No fixed daily trade-count cap. One open position and one lot maximum per strategy account. Daily loss threshold remains 1.5% of initial virtual capital.

Position size

One lot maximum. If estimated one-lot risk plus charges exceeds the account risk budget, the entry is skipped.

CONTRACT & FILL FILTERS

What must pass before an entry?

Bullish signal sells a PE; bearish signal sells a CE.
Candidate contract is selected from the configured expiry series (Nifty weekly by default; Bank Nifty monthly by default), with preference for absolute delta near 0.45 when Greeks are available.
Option quote must be no older than 120 seconds.
Bid/ask spread must be at most 5.0%; best bid and ask displayed quantities must each cover one lot.
Simulated entry sells at bid less slippage and exits by buying at ask plus slippage.
Estimated brokerage, exchange charges, STT, stamp duty, SEBI charges and GST are deducted.
A conservative one-lot margin reserve plus buffer must fit the separately configured simulated margin capacity per SELL account; this is separate from virtual P&L capital.

IMPLEMENTATION NOTES

Important details

The thresholds are strict comparisons for the previous RSI (<48 for long, >52 for short) and inclusive on the current RSI (≥50 for long, ≤50 for short).

Execution model: bullish signal sells a PE; bearish signal sells a CE. The underlying signal conditions are identical to the paired option-buying account.

Short-option risk is not capped by the premium stop. A gap, quote outage or liquidity event can cause a simulated repurchase price beyond the stop. This single-leg selling account is paper research only.

AUDIT TRAIL

Recent trades and decisions

No paper trades recorded for this strategy yet.

When a signal appears, this page will show whether it became a position or was rejected by a contract/risk filter.