ROC Strategy
Options microstructure · Signal research & paper comparison · Live orders disabled
StoppedLive signal status
Waiting for server status…
| Entry check | Current number / state | Required | Result |
|---|
A trade has no fixed arrival time. Signal books need ENTER_LONG / ENTER_SHORT plus paper risk, time and liquidity checks. Pullback books also need a retracement and bounce. No valid entry signal means no new trade.
Paper settings — apply when starting a session
Bullish: buy CE / sell PE. Bearish: buy PE / sell CE. Each book has its own simulated capital. Stops and targets use option premium percentages. Pullbacks use futures percentages. Fees and sell margin are editable assumptions, not broker quotations.
Paper comparison
Pausing entries keeps stops active. Close requests wait for fresh executable depth. Open contracts stay monitored through ATM changes and recover after a server restart.
| Book | State | Realized net ₹ | Open gross ₹ | Marked P&L ₹ | Closed | Win rate | Max drawdown ₹ | Today entries |
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Open paper positions
| Book / contract | Side | Lots left / initial | Lot size | Entry | Exit mark | Hard SL | Current SL | Trailing | Partial lots booked | Entry reason |
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Closed paper trades
| Book / contract | Closed at | Lots | Entry | Gross ₹ | Costs ₹ | Net ₹ | Exit reason |
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Paper event log
Marked P&L includes paid costs; fees for a future exit are excluded. Compare completed net trades and drawdown over a meaningful sample. No setup is labelled a guaranteed winner.
20-level depth preferred; automatic 5-level fallback.
| Instrument | LTP | ROC 250ms % | 1s % | 3s % | 5s % | Bid updates/s | Ask updates/s | OBI | Micropressure | Trade imbalance | Bid pull | Ask pull | Spread | Liquidity | Depth | Local score | State |
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