Features

What is actually in the box

Everything below exists today. Where something is untested or not yet measured, this page says so rather than leaving you to find out.

Reading a stock

Four timeframes at once

Daily, hourly, 10-minute and 5-minute charts for one stock, read together. Both intraday and swing setups appear on each, with the side they point to, and whether the four charts agree is stated rather than implied.

Worth knowing: our own replay found that requiring all four charts to agree hurt intraday results. The agreement is shown because it is informative, not because it is a filter we trust.

Price action and structure

Swing highs and lows, support and resistance zones clustered from several derivations, and triggers with the record each one has when replayed on that stock’s own history.

Daily analysis and delivery forecast

A six-month read: trend, momentum, volatility, a target ladder, and how many sessions a target has historically taken to reach — measured on that stock, not assumed.

Intraday session reads

VWAP, the opening range, relative volume measured against the normal pace for that time of day, and the session so far over today’s forming bar — which is labelled as unfinished wherever it appears.

Derivatives

Full option chains

Every strike around the money for the current and next expiry: last price, bid and ask, volume, open interest and its change against an earlier capture.

A strike with no baseline capture reads as unknown, never as unchanged. Those are different facts and conflating them misreads a build-up.

Implied volatility and greeks

Black-76 IV solved per strike, with delta, gamma, theta and vega. The forward is backed out of at-the-money put-call parity rather than assumed from a hand-set risk-free rate — that assumption is the largest single source of IV error on Indian index options.

Chain analytics

Put-call ratio, max pain, and open-interest build-up classified the standard four ways — long build-up, short build-up, long unwinding, short covering — with a half-measured pair left unlabelled rather than guessed.

Finding things

Screener

Filter the cash market on 1-day, 1-week, 1-month and 1-year returns, the 52-week range, 50 and 200-day moving averages and average volume. Queries are parameterised, not string-built.

Instrument search

Trigram search over the whole instrument list — every listed stock and index, not only what you follow — ranked so an exact prefix beats a partial match.

Every eligible stock, measured

What gets history is the exchange’s own equity list, less the government securities and the instruments the data-quality gate refuses — about two and a half thousand stocks, filled resumably and topped up after each close.

A daily radar

An evening pass, a pre-open auction read and an opening-range pass, each with its own window and each reporting what it found and what it refused.

Measurement

This is the part most tools do not have, and it is the reason the others are worth anything.

Replay against random entries

Every rule is replayed with its own stop, target, time stop and costs — and then the identical bracket is bought at the open of random sessions. What is reported is the difference, with its standard error.

Walk-forward, not curve-fitted

Parameters are chosen on one window and tested on the next, rolling forward. No random shuffles, no reading the future, and splits fall on session boundaries.

Live outcome scoring

A published read is followed until it hits its target, its stop or its time limit, and the result is recorded with how far it ran in your favour and against you first.

An automatic off switch

A rule whose rolling expectancy falls below a threshold disables itself. A rule that stops working should stop being shown, without waiting for somebody to notice.

Under it all

Your data, stored once

Market data is fetched into our own store. Nothing you do in the product makes a live call to the broker on your behalf, so a page refresh never competes with the data pipeline for a rate limit.

Prices as integers

Every price is held in paise as a whole number, never a float. A float round-trip on a strike can land it a paisa out, and a stop a paisa out triggers on the wrong tick.

IST, properly

The market runs on IST and the servers on UTC. A trading date is an IST calendar date everywhere, so nothing is ever attributed to the wrong session between midnight and 5:30am.

Ready to look?

Everything on this page is in the product today. The FAQ covers what it will and will not do for you before you set anything up.