Features – Option Pilot

Indicator Library

94 Technical Indicators Across 6 Categories

All powered by pandas_ta. Every indicator includes default parameters, configurable weights, and suggested starting values based on reliability for Indian options markets.

🔴

Momentum Indicators

Medium-to-high reliability oscillators that measure rate of change, overbought/oversold conditions, and momentum strength.

15 indicators

Name	Full Name	Default Params	Weight	Description & Use
`RSI`	Relative Strength Index	`length=14`	1.5×	Measures overbought/oversold on a 0–100 scale. Above 70 = overbought, below 30 = oversold.
`MACD`	Moving Avg Convergence Divergence	`fast=12, slow=26, signal=9`	1.8×	Trend-following momentum. Use Histogram crossover of 0 as rule. Highest momentum weight.
`STOCH`	Stochastic Oscillator	`k=14, d=3, smooth_k=3`	1.2×	%K and %D crossovers identify momentum shifts. Good with MACD confirmation.
`STOCHRSI`	Stochastic RSI	`length=14, rsi_length=14, k=3, d=3`	1.0×	More sensitive than standard RSI. Best for ranging markets.
`CCI`	Commodity Channel Index	`length=20, c=0.015`	1.3×	Deviation from statistical average. +100 breakouts = bullish, -100 = bearish.
`TSI`	True Strength Index	`fast=13, slow=25`	1.4×	Double-smoothed momentum. Less noise than RSI at same length.
`UO`	Ultimate Oscillator	`fast=7, medium=14, slow=28`	1.3×	Combines 3 timeframes of buying pressure. Weighted composite.
`AO`	Awesome Oscillator	`fast=5, slow=34`	1.1×	Midpoint SMA difference. Saucer and Zero Line Crossover signals.
`KAMA`	Kaufman Adaptive Moving Avg	`length=10, fast=2, slow=30`	1.2×	Adapts to volatility — slow in choppy markets, fast in trending ones.
`ROC`	Rate of Change	`length=10, scalar=100`	1.1×	Percentage change over N periods. Simple momentum gauge.
`RVI`	Relative Vigor Index	`length=14, scalar=100`	1.4×	Compares close vs. open range to total high-low range.
`TRIX`	Triple Exponential Average	`length=15, scalar=100`	1.3×	Triple-smoothed EMA rate of change. Filters out minor price movements.
`WILLR`	Williams %R	`length=14, scalar=-100`	1.2×	Inverse stochastic. Values near -100 = oversold, near 0 = overbought.
`DM`	Directional Movement	`length=14`	1.2×	DI+ and DI- directional indicators without the ADX trend-strength component.
`PSL`	Psychological Line	`length=12`	1.1×	Percentage of candles closing higher than previous candle over period.

🔵

Trend Indicators

High reliability for trend-following strategies. Moving averages confirm direction; trend strength indicators confirm conviction.

26 indicators

Name	Full Name	Default Params	Weight	Description & Use
`EMA`	Exponential Moving Avg	`length=10`	1.5×	More weight on recent prices. Fast/slow EMA crossover is a foundational trend signal.
`SMA`	Simple Moving Avg	`length=10`	1.5×	Equal weight across period. Classic support/resistance and crossover signal.
`WMA`	Weighted Moving Avg	`length=10`	1.5×	Linearly weighted — more recent candles carry more weight than SMA.
`HMA`	Hull Moving Avg	`length=10`	1.6×	Reduces lag while maintaining smoothness. Responsive to price changes.
`DEMA`	Double Exponential MA	`length=10`	1.6×	Reduces EMA lag by subtracting error term. Better for fast markets.
`TEMA`	Triple Exponential MA	`length=10`	1.7×	Further lag reduction over DEMA. High weight suggestion (1.7).
`TRIMA`	Triangular MA	`length=10`	1.5×	Double-smoothed SMA. Very smooth, significant lag. Best for long trends.
`VIDYA`	Variable Index Dynamic Avg	`length=14`	1.4×	Adapts based on Chande Momentum Oscillator. Slows in choppy markets.
`ADX`	Average Directional Index	`length=14`	2.0×	Trend STRENGTH (not direction). Above 25 = strong trend. Highest weight (2.0).
`AROON`	Aroon Up/Down	`length=14, scalar=100`	1.8×	Measures how recently highs/lows occurred. Crossover = new trend. Weight 1.8.
`AMAT`	Absolute Price Oscillator MA	`fast=8, slow=21, lookback=2`	1.7×	EMA crossover with trend direction confirmation. Reliable combined signal.
`CHOP`	Choppiness Index	`length=14, scalar=100`	1.4×	Near 100 = choppy/ranging. Near 0 = strongly trending. Use to filter false signals.
`CKSP`	Chande Kroll Stop	`length=10`	1.3×	Dynamic stop-and-reverse levels derived from ATR.
`PSAR`	Parabolic SAR	`af0=0.02, af=0.02, max_af=0.2`	1.6×	Trailing stop dots above/below price. Cross = trend reversal signal.
`SUPERTREND`	Supertrend	`length=7, multiplier=3.0`	2.0×	ATR-based trend-following. Highest weight (2.0). PSAR alternative with clearer signals.
`TRENDFLEX`	Trendflex Oscillator	`length=20`	1.4×	Cycle-based trend indicator. Identifies turning points.
`VHF`	Vertical Horizontal Filter	`—`	1.0×	Distinguishes trending vs. ranging markets. High VHF = trending.
`VORTEX`	Vortex Indicator	`—`	1.0×	VI+ and VI- detect trend reversals. Cross = new trend.
`TTM_TREND`	TTM Trend	`—`	1.0×	Identifies trend direction with bar coloring signals.
`TSIGNALS`	Trend Signals	`—`	1.0×	Generates +1/−1 trend direction signals from MA alignment.
`QSTICK`	QStick Indicator	`length=10`	1.2×	Moving average of open-close difference. Buying/selling pressure gauge.
`LONG_RUN`	Long Run	`—`	1.0×	Boolean: price above MA for extended period.
`SHORT_RUN`	Short Run	`—`	1.0×	Boolean: price below MA for extended period.
`DECAY`	Decreasing Decay	`—`	1.0×	Rate of decay/increase in momentum series.
`DECREASING`	Price Decreasing	`—`	1.0×	Boolean: consecutive decreasing price bars.
`INCREASING`	Price Increasing	`—`	1.0×	Boolean: consecutive increasing price bars.

🟡

Volatility Indicators

Measure market volatility and range expansion. Essential for setting stop-loss distances and identifying breakout conditions.

8 indicators

Name	Full Name	Default Params	Weight	Description & Use
`BBANDS`	Bollinger Bands	`length=20, std=2`	1.5×	Price channels ±2σ from SMA. Band squeeze = volatility contraction before breakout.
`KC`	Keltner Channel	`length=20, scalar=2`	1.4×	ATR-based channel around EMA. Wider than BBands in trending markets.
`ATR`	Average True Range	`length=14`	1.5×	Average of true range over N periods. Use for stop-loss placement (e.g. 1.5× ATR).
`NATR`	Normalized ATR	`length=14`	1.5×	ATR as percentage of close. Comparable across price levels.
`DONA`	Donchian Channel	`lower=10, upper=15`	1.3×	Highest high / lowest low channels. Classic breakout strategy channel.
`MASSI`	Mass Index	`fast=9, slow=25`	1.3×	Identifies trend reversals via range expansion. 'Reversal Bulge' signal.
`HWC`	Holt-Winter Channel	`—`	1.0×	Triple exponential smoothing channel. Adaptive to trend and seasonality.
`TRUE_RANGE`	True Range	`drift=1`	1.0×	Single-bar range including gap. Foundation for ATR calculation.

🟢

Volume Indicators

Confirm price moves with volume conviction. Low-to-medium reliability for options — volume data quality depends on broker feed.

14 indicators

Name	Full Name	Default Params	Weight	Description & Use
`OBV`	On-Balance Volume	`—`	1.4×	Cumulative volume following price direction. Divergence = warning signal.
`CMF`	Chaikin Money Flow	`length=20`	1.4×	Volume-weighted accumulation/distribution over period. Above 0 = bullish.
`MFI`	Money Flow Index	`length=14`	1.5×	Volume-weighted RSI. Overbought >80, oversold <20. Highest volume weight.
`KVO`	Klinger Volume Oscillator	`fast=34, slow=55, signal=13`	1.3×	Long-term money flow direction with short-term sensitivity.
`AD`	Accumulation/Distribution	`—`	1.2×	Running total of money flow. Divergence from price = trend weakness.
`ADOSC`	A/D Oscillator	`fast=3, slow=10`	1.3×	MACD applied to A/D line. Crossover = momentum shift in volume flow.
`EFI`	Elder Force Index	`length=13`	1.3×	Price change × volume. Identifies significant buying/selling pressure.
`EOM`	Ease of Movement	`length=14`	1.2×	Relates price movement to volume. High = price moving easily on low volume.
`NVI`	Negative Volume Index	`length=1, initial=1000`	1.2×	Cumulates returns on down-volume days. Smart money tracker.
`PVI`	Positive Volume Index	`length=1, initial=1000`	1.2×	Cumulates returns on up-volume days. Crowd activity tracker.
`PVOL`	Price Volume	`—`	1.0×	Raw price × volume product.
`PVR`	Price Volume Rank	`—`	1.0×	Relative rank of price-volume combination.
`PVT`	Price Volume Trend	`drift=1`	1.3×	Cumulative volume adjusted for percentage price change.
`VP`	Volume Profile	`—`	1.0×	Price levels with highest traded volume. Key support/resistance zones.

🟣

Statistic Indicators

Statistical measures of price distribution. Useful for identifying unusual price behaviour and volatility regimes.

10 indicators

Name	Full Name	Default Params	Weight	Description & Use
`ZSCORE`	Z-Score	`length=30`	1.0×	Standard deviations from mean. Extreme values = mean reversion candidates.
`ENTROPY`	Price Entropy	`length=10, base=2`	1.0×	Information content of price series. High = unpredictable/noisy.
`KURTOSIS`	Kurtosis	`length=30`	1.0×	Fat-tail measure. High kurtosis = extreme moves more likely.
`MAD`	Mean Absolute Deviation	`length=30`	1.0×	Average absolute deviation from mean. Robust volatility measure.
`MEDIAN`	Rolling Median	`length=30`	1.0×	More robust than mean to outlier candles.
`QUANTILE`	Rolling Quantile	`length=30, q=0.5`	1.0×	Percentile of price within rolling window.
`SKEW`	Price Skewness	`length=30`	1.0×	Asymmetry of price distribution. Positive = right tail dominates.
`STDEV`	Standard Deviation	`length=30`	1.0×	Classic volatility measure. Foundation for Bollinger Bands.
`TOS_STDEVALL`	TOS StDev All	`length=30, std=1`	1.0×	ThinkOrSwim-style channel bands using rolling standard deviation.
`VARIANCE`	Rolling Variance	`length=30`	1.0×	Square of standard deviation. Use StDev for most strategies.

⚪

Others Indicators

Composite indicators, price transforms, and helper signals. Include powerful tools like Squeeze Momentum and Fisher Transform.

21 indicators

Name	Full Name	Default Params	Weight	Description & Use
`SQUEEZE`	Squeeze Momentum	`bb_length=20, kc_length=20`	1.0×	LazyBear Squeeze — identifies consolidation before explosive moves. BBands inside KC = squeeze.
`FISHER`	Fisher Transform	`length=9`	1.0×	Converts price to Gaussian normal. Sharp reversals at extreme values.
`PPO`	Percent Price Oscillator	`fast=12, slow=26, signal=9`	1.0×	MACD as percentage. Comparable across instruments at different price levels.
`LINREG`	Linear Regression	`length=14`	1.0×	Least-squares regression line. Slope indicates trend direction and strength.
`SLOPE`	Price Slope	`length=1`	1.0×	Rate of change of linear regression. Positive = uptrend.
`HWMA`	Holt-Winter Moving Avg	`—`	1.0×	Adaptive MA using Holt-Winters triple exponential smoothing.
`HA`	Heikin Ashi	`—`	1.0×	Modified candles that smooth noise. HA-Close and HA-Open as rule inputs.
`LOG_RETURN`	Log Return	`length=1`	1.0×	Natural log of price ratio. Used in return-based statistical analysis.
`PERCENT_RETURN`	Percent Return	`length=1`	1.0×	Simple percentage return over N periods.
`MCGD`	McGinley Dynamic	`length=10`	1.0×	Self-adjusting MA that automatically adjusts speed to market pace.
`CROSSOVER`	EMA Crossover Signal	`—`	1.0×	Boolean: fast MA crossed above slow MA on this bar.
`CROSS`	MA Cross Boolean	`—`	1.0×	True on the exact bar of crossover. Use with lookback for confirmation.
`ABOVE`	Price Above MA	`—`	1.0×	Boolean: price is currently above the specified MA level.
`BELOW`	Price Below MA	`—`	1.0×	Boolean: price is currently below the specified MA level.
`ABOVE_VALUE`	Above Scalar Value	`—`	1.0×	Compare indicator output against a fixed numeric threshold.
`BELOW_VALUE`	Below Scalar Value	`—`	1.0×	Compare indicator output against a fixed numeric threshold.
`CROSS_VALUE`	Cross Scalar Value	`—`	1.0×	Indicator crossed a fixed value on this bar.
`HL2`	High-Low Midpoint	`—`	1.0×	(High + Low) / 2. Simple midpoint for use in indicator calculations.
`HLC3`	Typical Price	`—`	1.0×	(High + Low + Close) / 3. Standard typical price formula.
`OHLC4`	Average Price	`—`	1.0×	(O+H+L+C) / 4. Mean of all four OHLC values.
`XSIGNALS`	Extended Signals	`—`	1.0×	Composite signal generator combining multiple indicator states.

Signal Engine Architecture

How the Confidence Voting System Works

Version 2.9 of the Dynamic Signal Engine — extracted directly from dynamic_signal_engine.py

Confidence Formula

Confidence = Σ(weight_i for passing rules)
             ──────────────────────────────
             Σ(weight_i for all rules)

Signal fires when Confidence ≥ min_confidence
Default min_confidence = 0.60 (60%)

Example: BUY_CALL group with 2 rules
  Rule 1: MACD_Histogram > 0  (weight=1.5) ✓ PASSES
  Rule 2: RSI > 40            (weight=1.0) ✗ FAILS

Confidence = 1.5 / (1.5 + 1.0) = 60%
→ Exactly meets 60% threshold → BUY_CALL fires

Signal Priority Order

EXIT_CALL Priority 1 Highest — exit takes precedence over entry when in CALL position

EXIT_PUT Priority 1 Highest — exit takes precedence over entry when in PUT position

HOLD Priority 2 Medium — maintain position, suppress conflicting entry signals

BUY_CALL Priority 3 Standard entry signal — fires only when no higher-priority group active

BUY_PUT Priority 3 Standard entry signal — fires only when no higher-priority group active

WAIT Default No qualifying group reached threshold — no action taken

Conflict Resolution

When both BUY_CALL and BUY_PUT groups reach the confidence threshold simultaneously:

WAIT Default — do nothing. Wait for one side to gain clear majority.

BUY_CALL Force CALL regardless of BUY_PUT result.

BUY_PUT Force PUT regardless of BUY_CALL result.

Day-Gap Protection

The engine detects when the first candle of a new trading day arrives and resets indicator state to prevent false crossover signals caused by the overnight price gap between previous session close and new session open. This is a known source of false signals in systems without this protection.

MTF Filter Integration

Timeframes 1m, 5m, 15m (configurable in Daily Settings)

EMA Fast 9 periods (configurable)

EMA Slow 21 periods (configurable)

Agreement 2 of 3 timeframes must agree (configurable)

Derived from 1-minute OHLCV data (no extra API calls)

Trend direction BULLISH, BEARISH, or NEUTRAL per timeframe

Risk Engine Reference

All Risk Parameters — Default Values from Source

Extracted from ProfitStoplossSetting.py, ReEntrySetting.py, and DailyTradeSetting.py

Profit & Stoploss Settings

Parameter	Default	Range	Notes
`profit_type`	STOP	STOP / TRAILING / FIXED	3 exit modes available
`tp_percentage`	15.0%	0.1 – 100%	Take profit threshold
`stoploss_percentage`	7.0%	0.1 – 50%	Always stored as positive
`trailing_activation_pct`	10.0%	0.1 – 100%	TRAILING: gap above entry before SL moves
`trailing_sl_at_activation`	5.0%	-50% – 100%	TRAILING: SL level on first activation
`trailing_first_profit`	3.0%	0.1 – 50%	Legacy compat parameter
`max_profit`	30.0%	0.1 – 200%	FIXED: maximum profit cap
`profit_step`	2.0%	0.1 – 20%	FIXED: step size per profitable bar
`loss_step`	2.0%	0.1 – 20%	FIXED: step size per losing bar

Re-Entry Guard Settings

Parameter	Default	Notes
`allow_reentry`	True	Master on/off switch
`min_candles_after_sl`	3	Candles to wait after SL exit
`min_candles_after_tp`	1	Candles to wait after TP exit
`min_candles_after_signal`	2	Candles to wait after signal exit
`min_candles_default`	2	Fallback for unknown exit reason
`same_direction_only`	False	If True, block only same direction
`require_new_signal`	True	Must see fresh BUY signal after wait
`price_filter_enabled`	True	Blocks re-entry if price moved too far
`price_filter_pct`	5.0%	Max price divergence from entry
`max_reentries_per_day`	0 (∞)	Daily cap. 0 = unlimited

Daily Trade & Risk Settings

Parameter	Default	Notes
`exchange`	NSE	National Stock Exchange India
`derivative`	NIFTY50	NIFTY50 / BANKNIFTY / FINNIFTY
`lot_size`	65	Auto-filled from NSE data
`max_daily_loss`	-₹5,000	Kill switch triggers at this level
`max_trades_per_day`	10	Hard cap — strategy signals ignored above
`daily_target`	₹5,000	Optional profit target — stops session
`min_confidence`	0.60 (60%)	Per-strategy minimum confidence threshold
`market_open_time`	09:15	IST — trading starts
`market_close_time`	15:30	IST — auto-exit before close
`use_mtf_filter`	False	Enable Multi-Timeframe EMA filter
`mtf_timeframes`	1,5,15	Comma-separated timeframes in minutes
`mtf_ema_fast`	9	Fast EMA period for MTF check
`mtf_ema_slow`	21	Slow EMA period for MTF check
`mtf_agreement_required`	2	Min timeframes that must agree

Backtest Configuration & Metrics

Config Field	Notes
start_date / end_date	Historical date range for replay
derivative	NIFTY / BANKNIFTY / FINNIFTY
expiry_type	weekly or monthly
lot_size	Units per trade
num_lots	Number of lots per signal
Option Pricer Priority 1	Real broker historical data (if available)
Option Pricer Priority 2	Black-Scholes with VIX cache (fallback)
Auto-exit before close	5 minutes before 15:30 IST
Cooldown after re-entry	15-minute minimum between re-entries
Min warmup bars	15 bars before first signal evaluated

BacktestResult Metrics

Net P&L Total Trades Win Rate % Winners Losers Best Trade Worst Trade Avg Net P&L/Trade Max Drawdown Profit Factor Sharpe Ratio Data Source

Broker Integration Reference

8 Brokers via Official SDKs

All connections use the broker's official Python SDK — not screen-scraping or unofficial APIs. OAuth2 authentication on every broker.

Fyers fyers_apiv3

Full algo trading support. WebSocket for real-time data. OAuth2 daily renewal.

Zerodha kiteconnect

KiteConnect API. Widely used. Strong WebSocket tick data.

Dhan dhanhq

Modern API with good derivatives support. Active development.

Angel One smartapi-python

SmartAPI with WebSocket streaming. Supports options chain data.

Upstox upstox-python-sdk

Official Upstox v2 SDK. Fast order execution.

Shoonya NorenRestApiPy

Finvasia/Shoonya. Same API base as Flattrade.

AliceBlue pya3

ANT API. Options-friendly with good OHLCV history.

Flattrade NorenRestApiPy

Zero-brokerage. Same NorenRestApiPy SDK as Shoonya.

BaseBroker — Common Features Across All Brokers

Rate Limiter

Sliding-window rate limit with configurable requests/second per broker

Exponential Backoff

Automatic retry on transient API errors with increasing delay

Token Expiry Tracking

TokenExpiryHandler centrally tracks token freshness and triggers re-auth

Balance Helpers

get_available_balance(), get_balance_after_reserve(), get_current_pnl_from_state()

Symbol Helpers

_format_symbol(), _split_symbol(), _to_interval() — unified across brokers

Market Hours

is_market_open(), is_pre_market() delegated from Utils.common — no duplication

GUI Components

21 Built-In Popups & Settings Panels

Every window, dialog, and popup available in the app — all built with PyQt5, themed by ThemeManager (dark/light switchable).

Main Trading Dashboard

TradingGUI (QMainWindow)

Chart panel, status panel, trade panel, mode controls, P&L bar, status bar. All updates via pyqtSignal — zero blocking calls on GUI thread.

Strategy Editor v2

StrategyEditorWindow

Tabbed editor: Info, Signal Rules, Indicators, Help. Left sidebar with strategy list. Create/Copy/Delete/Activate/Revert/Save/Import/Export buttons.

Signal Intelligence Console

DynamicSignalDebugPopup

Live signal evaluation viewer. Signal Groups tab with per-rule breakdown. Raw JSON tab. Confidence bars panel. Indicator Values panel. Auto-refresh 1s.

Daily Trade Settings

DailyTradeSettingGUI

Tabs: Core (exchange, derivative, lot size), Risk (daily loss/target/max trades), MTF (multi-timeframe filter), Info. Save button applies to live state.

Profit & Stoploss

ProfitStoplossSettingGUI

Mode selector (STOP/TRAILING/FIXED). Threshold inputs. Animated save confirmation. Settings applied immediately to running TradeState.

Re-Entry Settings

ReEntrySettingGUI

Master switch, candle wait by exit reason, direction control, signal freshness, price filter, daily cap. Restore defaults button.

Trading Mode

TradingModeSettingGUI

Simulation/Live/Backtest mode selector. Safety settings (confirm-per-trade toggle, live-enable toggle). Simulation settings (balance, slippage).

Brokerage Settings

BrokerageSettingDialog

Tabs: Broker (select broker, credentials), Telegram (bot token, chat ID, enable toggle), Information. Open Login URL, Test Connection, Save buttons.

Broker Login Popup

BrokerLoginPopup

Step 1: Generate OAuth URL (Open in Browser, Copy). Step 2: Paste redirect URL or auth code. Complete Login button. Guided flow per broker.

Trade History

TradeHistoryPopup

Period filter (today/week/month/custom). Table with all order fields. Real-time updates via trade_closed signal. CSV Export button.

Stats Dashboard

StatsPopup

Multi-tab statistics: session P&L, trade metrics, win/loss analysis. All from OrderCRUD + live TradeState. Periodic auto-refresh.

System Monitor

SystemMonitorPopup

Tabs: System (CPU/RAM/Disk via psutil), Trading (threads/queues), Network. Manual GC Run button. Refresh Now button.

Connection Monitor

ConnectionMonitorPopup

Tabs: Connection (WebSocket + Broker API status), Statistics. Reconnect WebSocket, Test Connection buttons. Auto-refresh.

Log Viewer

LogPopup

Severity filter (ALL/INFO/WARNING/ERROR), module filter, text search with Aa case toggle, max messages (20k), wrap toggle. Clear/Pause/Copy/Export/Stats.

Modify SL Dialog

ModifySLDialog

Adjust stop-loss on open position without closing. Input validation. Immediate TradeState update.

Modify TP Dialog

ModifyTPDialog

Adjust take-profit on open position without closing. Input validation. Immediate TradeState update.

Exit Confirm Dialog

ExitConfirmDialog

Confirmation gate before any manual position exit. Shows current P&L at time of confirmation.

Backtest Window

BacktestGUI

Tabs: Overview (10 metrics), Trade Log, Strategy Analysis, Equity Curve, Candle Debug. Strategy/Timeframes/Instrument selectors on right panel. Run/Stop buttons.

Onboarding Wizard

OnboardingPopup

First-launch guided setup: broker selection, instrument, lot size, risk defaults. Skippable. State stored in SQLite on completion.

Upgrade Popup

UpgradePopup

License activation/upgrade flow. Plan comparison. Handles activation_dialog and license_manager integration.

App Status Bar

AppStatusBar

Bottom bar: ready/running state, algorithm mode indicator, data status, process status, order status, position status, connection dot, market status, CPU/MEM/PNL/QUE/MSG meters.

Option Pilot — Every FeatureDocumented from Source Code