Backtest Runner

Commission-Aware SuperTrend Exit Strategy

Data Source

Drop 15-min CSV file here or click to browse

Capital & Risk Management

RSI Settings

RSI EMA Periods

Long Signal RSI

Short Signal RSI

SuperTrend & CPR

Forbidden Time Windows

Entry Forbidden Window

Exit Forbidden Window

Entry Filters

Coin-flip Hour Filter

Skip entries at hours with ~50/50 win rate (removes coin-flip trades)

Short Big Candle Filter

For SHORT trades: skip if entry candle range > ratio x avg of prior 5 candles

Consecutive Candle Filter

Skip if N+ consecutive candles already moved in trade direction (exhausted move)

Donchian Channel Breakout Filter

Skip entries if price hasn't broken the N-period Donchian high (Long) or low (Short)

ADX Filter (Trend Strength)

Only enter trades if ADX(14) is above the threshold

Daily VWAP Filter

Only go LONG if price is above Daily VWAP, and SHORT if below

Volatility Expansion Breakout

Only enter if BB Width > its 20-period SMA

Choppiness Index (CHOP)

Only enter if CHOP < Threshold (trending market)

Kaufman's Efficiency Ratio (ER)

Only enter if ER > Threshold (efficient trend)

Friday Exit

Force close all positions at end of Friday

Intraday Bear Exit

Force close SHORT positions at a fixed time each day. Also blocks new SHORT entries after the cutoff time.

Previous Day Direction Filters

Short Trades - Required Prev Day Direction

Require D-1/D-2/D-3 daily candle to be bullish or bearish for short entries

Long Trades - Required Prev Day Direction

Require D-1/D-2/D-3 daily candle to be bullish or bearish for long entries

Volume Filters

3-Day Volume Increasing Filter

Skip entries when daily volume has been increasing for 3 consecutive days

Long D-1 Volume Filter

Skip LONG entries when yesterday's volume is elevated vs average of D-2 & D-3

Fetch Options Data (OTM1 CE/PE)

Step 1: Fetch futures data in the Futures Backtest tab via Angel API.
Step 2: That futures data is used here to determine daily ATM strike, then OTM1 CE and PE candles are fetched.

Futures Data Status

No futures data fetched yet. Go to Futures Backtest tab and fetch data via Angel API first.

Angel API Credentials

Same credentials as Futures tab. Fill here or they will be picked from Futures tab automatically.

Options Backtest

Signals from futures indicators, execution on options prices. Long signal = Buy CE, Short signal = Buy PE.

Data Source

No options data fetched yet. Go to Options Data tab first.

Options Capital Settings

Options Exit Settings

Strategy 2: DEMA + Daily RSI Intraday

Long: 2-period DEMA > 10-period DEMA AND Daily RSI < 30
Short: 2-period DEMA < 10-period DEMA AND Daily RSI > 50
Exit: Reverse signal, Stop Loss, Take Profit, or forced time exit (15:00)
Capital: Compounds after each trade (P&L after 0.01% commission on buy+sell)

Drop intraday CSV file here or click to browse

Strategy 2 Parameters