JSK ALGO TRADING HUB
Choose ticker symbols
Select symbols to show in the bar; clear a checkbox to remove one. Live values appear after an authorized market feed is connected.
Not connected · verified news provider required. Live headlines will show with source and timestamp after a provider is authorized.
Multi-market opening scanner
Trend meter
Indicator score is a local calculation, not a probability or a live trading signal. Telegram, WhatsApp and news inputs are not connected.
Live Market & Options Analytics
Greeks require an options contract, implied volatility and expiry inputs; PCR and OI change require a timestamped option-chain baseline. Admin-configured signal rules may use these fields only when the feed is fresh. Paper win ratio is wins divided by closed simulated trades since the current Paper Auto session began; open trades are excluded. Paper orders remain simulated.
NIFTY 50 · Price chart
Strategy lab
Historical OHLCV import
Select an instrument, import its historical OHLCV CSV, then switch instruments to add another dataset. Loaded CSVs stay in this browser tab and are kept separately by symbol. Required headers: timestamp, open, high, low, close, volume; timestamps must be strictly increasing.
Stress-simulation only: percentage taxes/exchange charges and fixed brokerage are estimates; slippage applies on fills and an adverse gap shock applies to stop exits. Fill ratio is a simplified demo quantity model. For index CSVs, quantity is treated as index units: futures/options contract multipliers, lot/tick rounding, short margin/borrow, exact exchange-specific tax schedules and actual broker fills are not modeled. The displayed cash return is therefore illustrative, not a tradable account result.
Backtest signals use the selected indicators and strategies with unanimous agreement. The chart timeframe selector also sets the backtest timeframe. For a credible one-year report, import timestamped 1-minute OHLCV CSV for the selected symbol; the app can aggregate it into 5m, 15m, 30m, and daily candles. A slower CSV cannot be expanded into 1-minute candles.
Sample prices are synthetic and are for interface demonstration only; they are not market history and must not be used to judge strategy performance.
All-rule research backtest
Tests each library rule independently, in long and short directions. Signal is read after a completed candle. The next candle may fill within a side-aware 2-point limit; if price has moved farther, the entry waits for a retest of the original limit while the signal remains the same. Pending entries expire on signal reversal, IST date change, or end of data. The same configured stop, target, trailing stop, +5-point break-even trigger, slippage and stop-gap shock are applied to every rule. Results are index-point research, not rupee returns or exchange-ready performance; brokerage/taxes, daily account kill-switches, and futures/options contract rolls are excluded. Max drawdown marks equity at candle closes; if stop and target both touch within a candle, the stop is assumed first.
| Index | TF | Rule type | Rule | Bars | Trades | Win rate | Net points | Return % | Max DD pts | Profit factor | From | To | Status |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| No all-rule report yet. | |||||||||||||
Paper trade activity
| Time | Symbol | Side | Quantity | Simulated price | Exit reason |
|---|---|---|---|---|---|
| Start the paper bot to generate simulated activity. | |||||
Paper trading
Paper Auto runs long and short entries and exits without per-order confirmation. Set quantity, target, stop loss, and trailing distance in Risk Controls. Open Pre-trade Middleware to select at least 3 indicators and 2 strategies; every selected signal must agree before a new entry. A confirmed opposite signal closes the current simulated position, then a new position must pass the full entry gate. Protective stop/target exits run every 1 second in this local simulation. After a +5 favorable-point move, SL shifts to entry, then the configured trailing distance applies. Short proceeds/margin and sample prices are simplified; this is not a broker ledger. Real exits require a live feed and broker-held/server-side protective monitoring.