Edit strategy
nifty_50_renko_rsi_options
forking from 2fb1f9a7e60e
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Current strategy
nifty_50_renko_rsi_options
options
NIFTY 50
1m Renko
01-01-2024 → 31-03-2024
1
Full current strategy_doc.json
{
"acceptance_criteria": {
"max_drawdown": 20,
"min_pf": 1.5,
"min_sharpe": 1.0,
"min_trades": 100,
"min_win_rate": 45
},
"archetype": "base_strategy_fast",
"backtest": {
"buffer_days": 10,
"db_name": "final_db",
"end_date": "31-03-2024",
"start_date": "01-01-2024"
},
"entry_conditions": "RSI on 1m renko bricks: RSI \u003e 70 \u2192 buy ATM call options (bullish); RSI \u003c 70 \u2192 sell ATM put options (bearish). Entry window 09:16\u201314:30 IST.",
"exchange": "NSE",
"exit_conditions": "Target 5% profit (1% SL \u00d7 5:1 RR). Stop loss 1% on entry. Emergency SL 2% hard stop. Time exit 15:20 IST (market close).",
"indicators": [
{
"name": "RSI",
"period": 14,
"role": "direction_signal",
"source": "c",
"timeframe": "1m Renko"
}
],
"instrument_type": "Options CE-PE",
"instruments": [
"NIFTY 50"
],
"is_fast_strategy": true,
"is_options_strategy": true,
"library_modules": [
"lib.data.indicators:add_rsi",
"lib.signals.options:rsi_threshold_selector",
"lib.risk.stops:fixed_sl_fixed_tp"
],
"market": "index_options",
"mixins": [
"DailyResetMixin",
"CompletedBarMixin",
"PositionCapsMixin"
],
"options_config": {
"expiry_exit_time": "15:20",
"max_ce_count": 1,
"max_pe_count": 1,
"strike_rounding": 50,
"strike_selection": "ATM"
},
"quantity": 1,
"risk_management": {
"max_loss_day_pct": 0.05,
"max_loss_trade_pct": 0.01,
"max_positions": 2,
"stop_loss_pct": 0.01,
"take_profit_pct": 0.05,
"time_exit": "15:20",
"trailing_stop": false
},
"routing": {
"archetype_class": "BaseStrategyFast",
"archetype_file": null,
"archetype_import": "from system.strategy import BaseStrategyFast"
},
"strategy_name": "nifty_50_renko_rsi_options",
"strategy_type": "options",
"timeframe_roles": {
"1m Renko": "Entry signal \u2014 RSI on renko bricks determines call buy vs put sell direction"
},
"timeframes": [
"1m Renko"
],
"unextracted_patterns": []
}