[2026-07-21 01:04:32] Delta Trading Strategy script execution started. [2026-07-21 01:04:32] Fetching instruments data from Kite API... [2026-07-21 01:04:32] Kite API Response HTTP Code: 200 [2026-07-21 01:04:33] ✅ Loaded 10106 NSE equity/ETF/futures and MCX INDICES/MCX-FUT symbols from 122355 total instruments via Kite API

Delta Trading Strategy Backtest Engine

This strategy uses EMA trend filters, RSI-based delta scaling, and ATR-based risk management.

Strategy Logic:

Trend Filter: Long only when EMA50 > EMA200 (stocks), Long/Short based on EMA trend (futures)
Delta Scaling: RSI ≥ 60 → max size, RSI 45–60 → scale up, RSI < 45 → hold if trend intact (or exit if disabled)
Exit: Stop loss, RSI hard exit (<35), trend break, or trend reversal (futures)
Risk Management: ATR trailing stop, optional ADX filter to skip choppy markets
Position Sizing: Amount-based lots calculated from price with leverage multiplier
Leverage: Configurable leverage (1x-20x) to control larger positions with less capital
Execution: Market orders at next bar open with slippage applied to fill prices

Modes:

Stocks: Buy only, no shorts allowed
Futures: Long and short positions allowed

Indicators: EMA(Short, Long), RSI(Period), ATR(Period) - All customizable via form parameters

Supported Markets: NSE Equity Stocks, ETFs, and Futures; MCX INDICES and MCX-FUT (via Zerodha Kite API)

Select Stock/ETF/Future:
Select Timeframe:
Start Date:
End Date:
Trading Mode:
Initial Equity (₹):
	This is your starting equity for the backtest. The strategy allocates amounts per signal from this equity and scales up to current equity when RSI > 60.
	Max Amount is set dynamically to your current equity during backtest. The strategy scales from Base Amount up to available equity when RSI > 60.
Leverage:
	Leverage multiplier for position sizing. 1x = no leverage (cash), 2x = 2x leverage, etc. Higher leverage increases position size and risk. Use with caution!
Enable Delta Scaling:
	Scale position from base amount up to max equity % based on RSI momentum.
Hold Through RSI Pullbacks:
	When EMA trend is still valid, keep base position during RSI 35–45 pullbacks instead of exiting. Reduces whipsaw on stocks like HDFCBANK.
Enable Trailing Stop:
	Trail stop loss as price moves in your favor using ATR multiplier below.
ATR Stop Multiplier:
	Stop distance = ATR × multiplier. Try 2.5–3 for daily stocks to avoid premature stops.
Max Position (% of Equity):
	Cap max scaled position size. 80% leaves room for costs and drawdowns.
ADX Trend Filter:
	Only enter when ADX ≥ threshold (skips sideways/choppy markets).
ADX Threshold:
RSI Hard Exit:
	Force exit when RSI drops below this even if trend is intact (default: 35).
Slippage (bps):
	Execution impact in basis points (1 bps = 0.01%). Applied on fill price to simulate market order slippage.
Fees (bps):
	Brokerage + statutory charges in basis points per trade. Deducted on both entry and exit.
📊 Technical Indicator Parameters
EMA Short Period:
	Short-term EMA for trend detection (default: 50). Avoid 5/50 on daily — causes excessive whipsaw.
EMA Long Period:
	Long-term EMA trend filter (default: 200 for daily stocks).
RSI Period:
	RSI calculation period for momentum scaling (default: 14)
ATR Period:
	ATR calculation period for stop loss calculation (default: 14)
Show Trade History:

[2026-07-21 01:04:33] Results display completed successfully. [2026-07-21 01:04:33] Delta Trading Strategy script execution finished.

Delta Trading Strategy Backtest Engine

📊 Technical Indicator Parameters