PG QSD for Nifty Future — Strategy by ipuneet
By ipuneet
Performance Metrics
- Author: ipuneet
- Symbol: NSE:NIFTY1!
- Timeframe: 15 minutes
- Net P&L: +624,130.12 INR (+31.10%)
- Win Rate: 32.2%
- Profit Factor: 1.124
- Max Drawdown: 464,123.68 INR (17.70%)
- Total Trades: 605
Description
The Quant Sentiment & Spread Master is a high-conviction momentum strategy specifically calibrated for Nifty Futures (optimized for 15m and 30m timeframes). It blends quantitative sentiment with volatility-adjusted filters to navigate complex market regimes. Core Components WSI Sentiment Engine: Aggregates price-action proxies, volume delta, and Open Interest (OI) buildup into a single, unified sentiment score.Adaptive Volatility: Uses an ATR-based scaling factor to amplify signals during high-momentum breakouts and dampen them during low-volatility "chops." This is particularly effective for Nifty's current high-VIX environment (~25.5).Spread Confirmation: Employs a conviction buffer and real spread ratio to ensure entries only occur when price efficiency confirms the underlying sentiment.Nifty Specifics: The default strike steps (100.0) and ATM ranges (300.0) are hard-coded to align with Nifty's contract specifications and liquidity profile. Quick Specs Feature Function Primary TickerNIFTY1! (Futures)Timeframe15m / 30mLogic Type Multi-factor Quantitative Risk Control0.4% Hard Stop-Loss.Since it is quant based, uses option prices and data for WSI generation, tradingview does not have historic data for options, the system uses synthetic data for back-test, this maes back test results for last one month and three months more reliable.