[2026-03-22 16:41:00] Delta Trading Strategy script execution started. [2026-03-22 16:41:00] Fetching instruments data from Kite API... [2026-03-22 16:41:00] Kite API Response HTTP Code: 200 [2026-03-22 16:41:02] ✅ Loaded 9675 NSE equity/ETF/futures and MCX INDICES/MCX-FUT symbols from 168606 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 → maximum amount (momentum), RSI 45-60 → scales linearly from base to maximum, RSI < 45 → exit
Risk Management: Stop loss = 2 × ATR, Full amount position sizing
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

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:
	When enabled, position size scales from base amount to maximum (current equity) based on RSI. When disabled, uses fixed base amount (RSI < 45 still triggers exit).
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 period for trend detection (default: 50)
EMA Long Period:
	Long-term EMA period for trend filter (default: 200)
RSI Period:
	RSI calculation period for momentum scaling (default: 14)
ATR Period:
	ATR calculation period for stop loss calculation (default: 14)
Show Trade History:

[2026-03-22 16:41:02] Results display completed successfully. [2026-03-22 16:41:02] Delta Trading Strategy script execution finished.

Delta Trading Strategy Backtest Engine

📊 Technical Indicator Parameters