Swaptions - The NextGen

💰 P&L Tracker

Trading with 1 lot · Started: —

📅 Today

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Options Lifetime

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Daily Strategy (Futures)

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GRAND TOTAL

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⚡ INTRADAY (15min – 4hr hold)

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🌙 OVERNIGHT / SWING (1+ days)

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📰 News Calendar — High-Impact Events

RBI MPC · FOMC · India CPI/GDP · US NFP/CPI/PCE · ECB/BoE · curated, ±30 min blackout window

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Upcoming (next 24h)

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📈 Signal Track Record (last 7d)

— building dataset —

📅 Daily Paper-Option Signal Trades

Trading with 1 lot · Tracked separately from overnight strategy · Review what worked / didn't each day

🌙 Daily Strategy (Futures)

Signal at close → enter next open → swing exit · 1 lot · —

#	Signal	Side	Conf	Entry	Exit	Entry ₹	Exit ₹	P&L	Status

🧪 New Paper Strategies — SAMECOLOR & OI-WALLS

Backtest-validated · 1 lot paper · live P&L shown for open trades

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Open Position

no open trade

Next Event

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Entry Filters

Day-of-week—
VIX gate (<22)—
S&P prior session (>-0.5%)—
Brent crude 4h (<+2%)—

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Open Sweep Detector

TODAY'S OPEN @ 09:15 IST — stop-hunt / liquidity-sweep heuristic

refreshes every 5s

Sweep Score

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0 = bar low at bottom of first-30 range · <0.15 = sweep

Verdict

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Recovery

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First bar O / L: —

First 30m H / L: —

First 30m range: —

This metric only — does NOT alter live trading.

Market Pulse — Chart Intelligence

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refreshes every 30s

Last Price

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Today H / L (range)

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Market Structure

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Nearest Pivot

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Multi-Timeframe Trend

Recent Candle Patterns

1m: —

5m: —

Daily Pivots (from yesterday)

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VWAP — Volume-Weighted Average Price

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Session VWAP

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Price vs VWAP

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Anchored from Day High

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Anchored from Day Low

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Live Option Chain — Open Interest

Source: Angel SmartAPI · Refreshes every 30s · ATM ± 15 strikes

Spot

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PCR (OI)

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Max Pain

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Max CE OI (Resistance)

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Max PE OI (Support)

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OI Build-up Bias

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ARIA Multi-Timeframe OI Verdict

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LB = Long Buildup · SB = Short Buildup

SC = Short Covering · LU = Long Unwinding

IV Rank (30d)

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Last update: —

⚡ OI Velocity & Acceleration

How fast writers are piling into strikes (ATM ± 5). Surges = directional bets just placed.

v5 = ΔOI last 5m · v15 = avg last 15m · v1h = avg last 1h

* = top-10% rapid mover today

Velocity Bull

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PE-SB + CE-SC + CE-LB (ATM±5)

Velocity Bear

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CE-SB + PE-SC + PE-LB (ATM±5)

Verdict

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Top Movers (biggest |ΔOI v5m| today)

Strike	Type	v5m	v15m	Classification

CE OI	CE ΔOI	CE Vol	CE IV	CE LTP	STRIKE	PE LTP	PE IV	PE Vol	PE ΔOI	PE OI

💰 P&L Console

Trading with 1 lot · Filter by date range and segment · Drill into options vs futures

From

Segment

Total P&L

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Trades

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Win Rate

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Best

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Worst

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Avg

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📊 Daily P&L

🥧 Wins vs Losses + Segment Split

Entry Time	Exit Time	Segment	Kind	Act	Symbol	Entry	Exit	Peak %	P&L	Reason

Backtest Configuration

5 years of NIFTY/BN/SENSEX data on tap. Tune parameters, hit Run.

Strategy

Symbol

Date range

Universal filters (advanced)

VIX regime

Day-of-week

Entry time window (HH:MM)

Trades

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Win Rate

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CAGR

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Sharpe

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Max DD

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Profit Factor

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Total Return

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Equity Curve

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Trades (latest 100 shown — Excel has all)

#	Symbol	Side	Entry	Exit	Entry ₹	Exit ₹	Spot %	Premium %	Reason

ARIA Dashboard · API /api/state · /api/trades · /api/equity

Swaptions — The NextGen