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nifty_renko_ema_crossover_overnight_v2
forking from dba5024a5eae
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Current strategy
nifty_renko_ema_crossover_overnight_v2
trend_following
NIFTY 50
1m, renko
01-01-2025 → 31-12-2025
65
Full current strategy_doc.json
{
"archetype": "base_strategy_fast",
"backtest": {
"buffer_days": 10,
"db_name": "final_db",
"end_date": "31-12-2025",
"start_date": "01-01-2025"
},
"entry_conditions": "LONG entry when EMA(15) crosses above EMA(100) on renko bricks. SHORT entry when EMA(15) crosses below EMA(100) on renko bricks. Blockers: no existing position in same direction; max 2 positions simultaneously (1 long + 1 short).",
"exit_conditions": "Signal-flip reversal: LONG position exits when EMA(15) crosses below EMA(100). SHORT position exits when EMA(15) crosses above EMA(100). No stop loss, take profit, or time-based exit. Positions held overnight and across multiple days.",
"indicators": [
{
"name": "EMA",
"period": 15,
"source": "close",
"timeframe": "renko"
},
{
"name": "EMA",
"period": 100,
"source": "close",
"timeframe": "renko"
}
],
"instruments": [
"NIFTY 50"
],
"is_fast_strategy": true,
"is_options_strategy": false,
"library_modules": [
"lib.data.indicators:add_ema",
"lib.signals.crossovers:cross_signal",
"lib.data.renko:build_renko",
"lib.data.renko:map_renko_to_ohlc",
"lib.risk.stops:signal_flip_exit"
],
"market": "equity_futures",
"mixins": [
"CompletedBarMixin",
"PositionCapsMixin"
],
"quantity": 65,
"risk_management": {
"max_positions": 2,
"stop_loss_pct": null,
"take_profit_pct": null,
"time_exit": null,
"trailing_stop": false
},
"routing": {
"archetype_class": "BaseStrategyFast",
"archetype_file": null,
"archetype_import": "from system.strategy import BaseStrategyFast"
},
"strategy_name": "nifty_renko_ema_crossover_overnight_v2",
"strategy_type": "trend_following",
"timeframe_roles": {
"1m": "base OHLC data source for renko brick aggregation",
"renko": "primary analysis timeframe \u2014 EMA crossovers computed on renko close and mapped back to 1m timeline"
},
"timeframes": [
"1m",
"renko"
],
"unextracted_patterns": [
{
"description": "Strategy explicitly designed to hold positions overnight and across multiple trading days with no time-based exit. Signal-flip only, no EOD close.",
"key": "overnight_position_hold",
"strategies": [
"nifty_renko_ema_crossover_overnight_v2"
]
}
]
}