Strategy JSON (raw — verify logic against the fills)
{
"name": "overnight strangle NIFTY 1DTE 50-250",
"description": "LIVE template 10213094 as fetched from production on 2026-08-25. Backtest note: the engine cannot execute in-template python_code on a direct run, so the vol_ok gate (HV(10) percentile over the trailing 253 sessions, computed through the PREVIOUS close) was supplied to the engine as a pre-computed per-day signal file, formula-validated against the template's own python_code. Every other part of the template below is exactly what runs live. Costs: brokerage 0 + statutory charges + 5bps slippage. Capital Rs.75,000 per 1x.",
"tags": [],
"variables": [],
"sets": [
{
"name": "wings_buy",
"list": 0,
"conditions": [
{
"id": 95067055,
"parent": 0,
"type": "Entry",
"sub_type": "None",
"condition_value": "( tt_Number ( '0' ) == tt_position_value ( 'strategy_id', 'run_counter', 'Entry', 'B', 'All', 'value', 'NIFTY 50' ) ) and ( ( tt_days_diff ( tt_Today ( 'NSE' ) , tt_curr_weekexpiry ( 'NIFTY 50', '0' ) ) == tt_Number ( '1' ) ) ) and ( ( tt_Time ( 'NFO' ) >= tt_Number ( '1515' ) ) and ( tt_Time ( 'NFO' ) <= tt_Number ( '1520' ) ) ) and ( get_runtime ( 'strategy_id', 'run_counter', 'vol_ok' ) == tt_Number ( '1' ) )",
"condition_json": "{\"operator\":\"and\",\"operands\":[{\"type\":\"rule\",\"value\":\"builder-basic_rule_0\",\"elements\":[{\"name\":\"Number\",\"kid\":9277,\"params\":[{\"type\":\"value\",\"value\":\"0\"}]},{\"name\":\"==\",\"params\":[]},{\"name\":\"Positions Detail\",\"kid\":2413,\"params\":[{\"type\":\"value\",\"value\":\"Entry\"},{\"type\":\"value\",\"value\":\"B\"},{\"type\":\"value\",\"value\":\"All\"},{\"type\":\"value\",\"value\":\"value\"},{\"type\":\"value\",\"value\":\"NIFTY 50\"}]}]},{\"type\":\"group\",\"value\":\"builder-basic_group_3\",\"children\":{\"operator\":\"and\",\"operands\":[{\"type\":\"rule\",\"value\":\"builder-basic_rule_3\",\"elements\":[{\"name\":\"Days Difference (D2-D1)\",\"kid\":8730,\"params\":[{\"type\":\"keyword\",\"keyword\":{\"name\":\"Today\",\"kid\":7359,\"params\":[{\"type\":\"value\",\"value\":\"NSE\"}]}},{\"type\":\"keyword\",\"keyword\":{\"name\":\"Current Week Expiry\",\"kid\":3252,\"params\":[{\"type\":\"value\",\"value\":\"NIFTY 50\"},{\"type\":\"value\",\"value\":\"0\"}]}}]},{\"name\":\"==\",\"params\":[]},{\"name\":\"Number\",\"kid\":9453,\"params\":[{\"type\":\"value\",\"value\":\"1\"}]}]}]}},{\"type\":\"group\",\"value\":\"builder-basic_group_5\",\"children\":{\"operator\":\"and\",\"operands\":[{\"type\":\"rule\",\"value\":\"builder-basic_rule_5\",\"elements\":[{\"name\":\"Time\",\"kid\":7001,\"params\":[{\"type\":\"value\",\"value\":\"NFO\"}]},{\"name\":\">=\",\"params\":[]},{\"name\":\"Number\",\"kid\":5636,\"params\":[{\"type\":\"value\",\"value\":\"1515\"}]}]},{\"type\":\"rule\",\"value\":\"builder-basic_rule_6\",\"elements\":[{\"name\":\"Time\",\"kid\":7001,\"params\":[{\"type\":\"value\",\"value\":\"NFO\"}]},{\"name\":\"<=\",\"params\":[]},{\"name\":\"Number\",\"kid\":4616,\"params\":[{\"type\":\"value\",\"value\":\"1520\"}]}]}]}},{\"type\":\"rule\",\"value\":\"builder-basic_rule_6\",\"elements\":[{\"name\":\"Get Runtime Number\",\"kid\":5079,\"params\":[{\"type\":\"value\",\"value\":\"vol_ok\"}]},{\"name\":\"==\",\"params\":[]},{\"name\":\"Number\",\"kid\":2430,\"params\":[{\"type\":\"value\",\"value\":\"1\"}]}]}]}",
"condition_display": "( Number ( '0' ) == Positions Detail ( 'strategy_id', 'run_counter', 'Entry', 'B', 'All', 'value', 'NIFTY 50' ) ) and ( ( Days Difference (D2-D1) ( Today ( 'NSE' ) , Current Week Expiry ( 'NIFTY 50', '0' ) ) == Number ( '1' ) ) ) and ( ( Time ( 'NFO' ) >= Number ( '1515' ) ) and ( Time ( 'NFO' ) <= Number ( '1520' ) ) ) and ( Get Runtime Number ( 'strategy_id', 'run_counter', 'vol_ok' ) == Number ( '1' ) )",
"visible": 1,
"extra": {
"variables": []
},
"positions": [
{
"underlying_symbol": "NIFTY 50",
"instrument": 1855,
"list": 0,
"option_type": "CE",
"product_type": "NRML",
"buy_sell": "B",
"expiry_type": "Fx",
"expiry": "( tt_curr_weekexpiry ( 'NIFTY 50', '0' ) )",
"expiry_json": "{\"operator\":\"and\",\"operands\":[{\"type\":\"rule\",\"value\":\"builder-basic_rule_0\",\"elements\":[{\"name\":\"Current Week Expiry\",\"kid\":3978,\"params\":[{\"type\":\"value\",\"value\":\"NIFTY 50\"},{\"type\":\"value\",\"value\":0}]}],\"0\":{\"value\":\"builder-basic_rule_1\"}}]}",
"expiry_display": "( Current Week Expiry ( 'NIFTY 50', '0' ) )",
"strike_type": "Fx",
"strike": "( tt_ATM_SPOT ( 'NIFTY 50', '5' ) )",
"strike_json": "{\"operator\":\"and\",\"operands\":[{\"type\":\"rule\",\"value\":\"builder-basic_rule_0\",\"elements\":[{\"name\":\"ATM SPOT\",\"kid\":2965,\"params\":[{\"type\":\"value\",\"value\":\"NIFTY 50\"},{\"type\":\"value\",\"value\":\"5\"}]}]}]}",
"strike_display": "( ATM SPOT ( 'NIFTY 50', '5' ) )",
"qty": "tt_lots(1,'INSTRUMENT','CE')",
"qty_type": "Lots",
"qty_display": "1",
"qty_json": null,
"qty_expr_display": null,
"entry_limit": null,
"entry_trigger": null,
"limit_price": null,
"limit_price_display": null,
"limit_price_json": null,
"limit_price_expr_display": null,
"SL_limit": null,
"SL_trigger": null,
"SL_trigger_display": null,
"SL_trigger_json": null,
"SL_trigger_expr_display": null,
"target_limit": null,
"target_trigger": null,
"is_overnight_protection_leg": "No",
"total_value": null,
"id": 87715733,
"qtyType": "Lots"
},
{
"underlying_symbol": "NIFTY 50",
"instrument": 1855,
"list": 0,
"option_type": "PE",
"product_type": "NRML",
"buy_sell": "B",
"expiry_type": "Fx",
"expiry": "( tt_curr_weekexpiry ( 'NIFTY 50', '0' ) )",
"expiry_json": "{\"operator\":\"and\",\"operands\":[{\"type\":\"rule\",\"value\":\"builder-basic_rule_0\",\"elements\":[{\"name\":\"Current Week Expiry\",\"kid\":3978,\"params\":[{\"type\":\"value\",\"value\":\"NIFTY 50\"},{\"type\":\"value\",\"value\":0}]}],\"0\":{\"value\":\"builder-basic_rule_1\"}}]}",
"expiry_display": "( Current Week Expiry ( 'NIFTY 50', '0' ) )",
"strike_type": "Fx",
"strike": "( tt_ATM_SPOT ( 'NIFTY 50', '-5' ) )",
"strike_json": "{\"operator\":\"and\",\"operands\":[{\"type\":\"rule\",\"value\":\"builder-basic_rule_0\",\"elements\":[{\"name\":\"ATM SPOT\",\"kid\":2965,\"params\":[{\"type\":\"value\",\"value\":\"NIFTY 50\"},{\"type\":\"value\",\"value\":\"-5\"}]}]}]}",
"strike_display": "( ATM SPOT ( 'NIFTY 50', '-5' ) )",
"qty": "tt_lots(1,'INSTRUMENT','PE')",
"qty_type": "Lots",
"qty_display": "1",
"qty_json": null,
"qty_expr_display": null,
"entry_limit": null,
"entry_trigger": null,
"limit_price": null,
"limit_price_display": null,
"limit_price_json": null,
"limit_price_expr_display": null,
"SL_limit": null,
"SL_trigger": null,
"SL_trigger_display": null,
"SL_trigger_json": null,
"SL_trigger_expr_display": null,
"target_limit": null,
"target_trigger": null,
"is_overnight_protection_leg": "No",
"total_value": null,
"id": 87715734,
"qtyType": "Lots"
}
]
},
{
"id": 95067056,
"parent": 95067055,
"type": "Exit",
"sub_type": "None",
"condition_value": "( ( tt_Time ( 'NFO' ) >= tt_Number ( '920' ) ) and ( tt_Today ( 'NSE' ) == tt_curr_weekexpiry ( 'NIFTY 50', '0' ) ) ) or ( ( tt_Time ( 'NFO' ) >= tt_Number ( '920' ) ) and ( tt_days_diff ( tt_get_runtime ( 'strategy_id', 'NIFTY 50', 'EntryDate' ) , tt_Today ( 'NFO' ) ) > tt_Number ( '0' ) ) and ( tt_Today ( 'NSE' ) != tt_curr_weekexpiry ( 'NIFTY 50', '0' ) ) )",
"condition_json": "{\"operator\":\"or\",\"operands\":[{\"type\":\"group\",\"value\":\"builder-basic_group_3\",\"children\":{\"operator\":\"and\",\"operands\":[{\"type\":\"rule\",\"value\":\"builder-basic_rule_3\",\"elements\":[{\"name\":\"Time\",\"kid\":7001,\"params\":[{\"type\":\"value\",\"value\":\"NFO\"}]},{\"name\":\">=\",\"params\":[]},{\"name\":\"Number\",\"kid\":5636,\"params\":[{\"type\":\"value\",\"value\":\"920\"}]}]},{\"type\":\"rule\",\"value\":\"builder-basic_rule_4\",\"elements\":[{\"name\":\"Today\",\"kid\":7863,\"params\":[{\"type\":\"value\",\"value\":\"NSE\"}]},{\"name\":\"==\",\"params\":[]},{\"name\":\"Current Week Expiry\",\"kid\":2015,\"params\":[{\"type\":\"value\",\"value\":\"NIFTY 50\"},{\"type\":\"value\",\"value\":\"0\"}]}]}]}},{\"type\":\"group\",\"value\":\"builder-basic_group_5\",\"children\":{\"operator\":\"and\",\"operands\":[{\"type\":\"rule\",\"value\":\"builder-basic_rule_5\",\"elements\":[{\"name\":\"Time\",\"kid\":7001,\"params\":[{\"type\":\"value\",\"value\":\"NFO\"}]},{\"name\":\">=\",\"params\":[]},{\"name\":\"Number\",\"kid\":5636,\"params\":[{\"type\":\"value\",\"value\":\"920\"}]}]},{\"type\":\"rule\",\"value\":\"builder-basic_rule_6\",\"elements\":[{\"name\":\"Days Difference (D2-D1)\",\"kid\":8730,\"params\":[{\"type\":\"keyword\",\"keyword\":{\"name\":\"EntryDate\",\"kid\":3716,\"params\":[{\"type\":\"value\",\"value\":\"NIFTY 50\"}]}},{\"type\":\"keyword\",\"keyword\":{\"name\":\"Today\",\"kid\":7359,\"params\":[{\"type\":\"value\",\"value\":\"NFO\"}]}}]},{\"name\":\">\",\"params\":[]},{\"name\":\"Number\",\"kid\":9078,\"params\":[{\"type\":\"value\",\"value\":\"0\"}]}]},{\"type\":\"rule\",\"value\":\"builder-basic_rule_7\",\"elements\":[{\"name\":\"Today\",\"kid\":7863,\"params\":[{\"type\":\"value\",\"value\":\"NSE\"}]},{\"name\":\"!=\",\"params\":[]},{\"name\":\"Current Week Expiry\",\"kid\":2015,\"params\":[{\"type\":\"value\",\"value\":\"NIFTY 50\"},{\"type\":\"value\",\"value\":\"0\"}]}]}]}}]}",
"condition_display": "( ( tt_Time ( 'NFO' ) >= tt_Number ( '920' ) ) and ( tt_Today ( 'NSE' ) == tt_curr_weekexpiry ( 'NIFTY 50', '0' ) ) ) or ( ( tt_Time ( 'NFO' ) >= tt_Number ( '920' ) ) and ( tt_days_diff ( tt_get_runtime ( 'strategy_id', 'NIFTY 50', 'EntryDate' ) , tt_Today ( 'NFO' ) ) > tt_Number ( '0' ) ) and ( tt_Today ( 'NSE' ) != tt_curr_weekexpiry ( 'NIFTY 50', '0' ) ) )",
"visible": 1,
"extra": {
"variables": []
},
"positions": []
}
]
},
{
"name": "straddle_sell",
"list": 0,
"conditions": [
{
"id": 95067057,
"parent": 0,
"type": "Entry",
"sub_type": "None",
"condition_value": "( tt_Number ( '0' ) == tt_position_value ( 'strategy_id', 'run_counter', 'Entry', 'S', 'All', 'value', 'NIFTY 50' ) ) and ( ( tt_days_diff ( tt_Today ( 'NSE' ) , tt_curr_weekexpiry ( 'NIFTY 50', '0' ) ) == tt_Number ( '1' ) ) ) and ( ( tt_Time ( 'NFO' ) >= tt_Number ( '1515' ) ) and ( tt_Time ( 'NFO' ) < tt_Number ( '1520' ) ) ) and ( get_runtime ( 'strategy_id', 'run_counter', 'vol_ok' ) == tt_Number ( '1' ) )",
"condition_json": "{\"operator\":\"and\",\"operands\":[{\"type\":\"rule\",\"value\":\"builder-basic_rule_0\",\"elements\":[{\"name\":\"Number\",\"kid\":9277,\"params\":[{\"type\":\"value\",\"value\":\"0\"}]},{\"name\":\"==\",\"params\":[]},{\"name\":\"Positions Detail\",\"kid\":2413,\"params\":[{\"type\":\"value\",\"value\":\"Entry\"},{\"type\":\"value\",\"value\":\"S\"},{\"type\":\"value\",\"value\":\"All\"},{\"type\":\"value\",\"value\":\"value\"},{\"type\":\"value\",\"value\":\"NIFTY 50\"}]}]},{\"type\":\"group\",\"value\":\"builder-basic_group_3\",\"children\":{\"operator\":\"and\",\"operands\":[{\"type\":\"rule\",\"value\":\"builder-basic_rule_3\",\"elements\":[{\"name\":\"Days Difference (D2-D1)\",\"kid\":8730,\"params\":[{\"type\":\"keyword\",\"keyword\":{\"name\":\"Today\",\"kid\":7359,\"params\":[{\"type\":\"value\",\"value\":\"NSE\"}]}},{\"type\":\"keyword\",\"keyword\":{\"name\":\"Current Week Expiry\",\"kid\":3252,\"params\":[{\"type\":\"value\",\"value\":\"NIFTY 50\"},{\"type\":\"value\",\"value\":\"0\"}]}}]},{\"name\":\"==\",\"params\":[]},{\"name\":\"Number\",\"kid\":9453,\"params\":[{\"type\":\"value\",\"value\":\"1\"}]}]}]}},{\"type\":\"group\",\"value\":\"builder-basic_group_5\",\"children\":{\"operator\":\"and\",\"operands\":[{\"type\":\"rule\",\"value\":\"builder-basic_rule_5\",\"elements\":[{\"name\":\"Time\",\"kid\":7001,\"params\":[{\"type\":\"value\",\"value\":\"NFO\"}]},{\"name\":\">=\",\"params\":[]},{\"name\":\"Number\",\"kid\":5636,\"params\":[{\"type\":\"value\",\"value\":\"1515\"}]}]},{\"type\":\"rule\",\"value\":\"builder-basic_rule_6\",\"elements\":[{\"name\":\"Time\",\"kid\":7001,\"params\":[{\"type\":\"value\",\"value\":\"NFO\"}]},{\"name\":\"<\",\"params\":[]},{\"name\":\"Number\",\"kid\":5636,\"params\":[{\"type\":\"value\",\"value\":\"1520\"}]}]}]}},{\"type\":\"rule\",\"value\":\"builder-basic_rule_6\",\"elements\":[{\"name\":\"Get Runtime Number\",\"kid\":1376,\"params\":[{\"type\":\"value\",\"value\":\"vol_ok\"}]},{\"name\":\"==\",\"params\":[]},{\"name\":\"Number\",\"kid\":5177,\"params\":[{\"type\":\"value\",\"value\":\"1\"}]}]}]}",
"condition_display": "( Number ( '0' ) == Positions Detail ( 'strategy_id', 'run_counter', 'Entry', 'S', 'All', 'value', 'NIFTY 50' ) ) and ( ( Days Difference (D2-D1) ( Today ( 'NSE' ) , Current Week Expiry ( 'NIFTY 50', '0' ) ) == Number ( '1' ) ) ) and ( ( Time ( 'NFO' ) >= Number ( '1515' ) ) and ( Time ( 'NFO' ) < Number ( '1520' ) ) ) and ( Get Runtime Number ( 'strategy_id', 'run_counter', 'vol_ok' ) == Number ( '1' ) )",
"visible": 1,
"extra": {
"variables": []
},
"positions": [
{
"underlying_symbol": "NIFTY 50",
"instrument": 1855,
"list": 0,
"option_type": "CE",
"product_type": "NRML",
"buy_sell": "S",
"expiry_type": "Current Week",
"expiry": "tt_curr_weekexpiry('NIFTY 50')",
"expiry_json": null,
"expiry_display": null,
"strike_type": "Fx",
"strike": "( tt_ATM_SPOT ( 'NIFTY 50', '1' ) )",
"strike_json": "{\"operator\":\"and\",\"operands\":[{\"type\":\"rule\",\"value\":\"builder-basic_rule_0\",\"elements\":[{\"name\":\"ATM SPOT\",\"kid\":2271,\"params\":[{\"type\":\"value\",\"value\":\"NIFTY 50\"},{\"type\":\"value\",\"value\":\"1\"}]}]}]}",
"strike_display": "( ATM SPOT ( 'NIFTY 50', '1' ) )",
"qty": "tt_lots(1,'INSTRUMENT','CE')",
"qty_type": "Lots",
"qty_display": "1",
"qty_json": null,
"qty_expr_display": null,
"entry_limit": null,
"entry_trigger": null,
"limit_price": null,
"limit_price_display": null,
"limit_price_json": null,
"limit_price_expr_display": null,
"SL_limit": null,
"SL_trigger": null,
"SL_trigger_display": null,
"SL_trigger_json": null,
"SL_trigger_expr_display": null,
"target_limit": null,
"target_trigger": null,
"is_overnight_protection_leg": "No",
"total_value": null,
"id": 87715735,
"qtyType": "Lots"
},
{
"underlying_symbol": "NIFTY 50",
"instrument": 1855,
"list": 0,
"option_type": "PE",
"product_type": "NRML",
"buy_sell": "S",
"expiry_type": "Current Week",
"expiry": "tt_curr_weekexpiry('NIFTY 50')",
"expiry_json": null,
"expiry_display": null,
"strike_type": "Fx",
"strike": "( tt_ATM_SPOT ( 'NIFTY 50', '-1' ) )",
"strike_json": "{\"operator\":\"and\",\"operands\":[{\"type\":\"rule\",\"value\":\"builder-basic_rule_0\",\"elements\":[{\"name\":\"ATM SPOT\",\"kid\":2274,\"params\":[{\"type\":\"value\",\"value\":\"NIFTY 50\"},{\"type\":\"value\",\"value\":\"-1\"}]}]}]}",
"strike_display": "( ATM SPOT ( 'NIFTY 50', '-1' ) )",
"qty": "tt_lots(1,'INSTRUMENT','PE')",
"qty_type": "Lots",
"qty_display": "1",
"qty_json": null,
"qty_expr_display": null,
"entry_limit": null,
"entry_trigger": null,
"limit_price": null,
"limit_price_display": null,
"limit_price_json": null,
"limit_price_expr_display": null,
"SL_limit": null,
"SL_trigger": null,
"SL_trigger_display": null,
"SL_trigger_json": null,
"SL_trigger_expr_display": null,
"target_limit": null,
"target_trigger": null,
"is_overnight_protection_leg": "No",
"total_value": null,
"id": 87715736,
"qtyType": "Lots"
}
]
},
{
"id": 95067058,
"parent": 95067057,
"type": "Exit",
"sub_type": "None",
"condition_value": "( ( tt_PNL ( 'strategy_id', 'run_counter' ) <= tt_Number ( '-2000' ) * tt_Multiplier ( 'strategy_id' ) ) or ( tt_PNL ( 'strategy_id', 'run_counter' ) >= tt_Number ( '3500' ) * tt_Multiplier ( 'strategy_id' ) ) ) or ( ( tt_Time ( 'NSE' ) >= tt_Number ( '920' ) ) and ( tt_days_diff ( tt_get_runtime ( 'strategy_id', 'NIFTY 50', 'EntryDate' ) , tt_Today ( 'NFO' ) ) > tt_Number ( '0' ) ) and ( tt_Today ( 'NSE' ) != tt_curr_weekexpiry ( 'NIFTY 50', '0' ) ) ) or ( ( tt_Time ( 'NSE' ) >= tt_Number ( '920' ) ) and ( tt_Today ( 'NSE' ) == tt_curr_weekexpiry ( 'NIFTY 50', '0' ) ) )",
"condition_json": "{\"operator\":\"or\",\"operands\":[{\"type\":\"group\",\"value\":\"builder-basic_group_1\",\"children\":{\"operator\":\"or\",\"operands\":[{\"type\":\"rule\",\"value\":\"builder-basic_rule_1\",\"elements\":[{\"name\":\"PNL\",\"params\":[]},{\"name\":\"<=\",\"params\":[]},{\"name\":\"Number\",\"kid\":4350,\"params\":[{\"type\":\"value\",\"value\":\"-2000\"}]},{\"name\":\"*\",\"params\":[]},{\"name\":\"Multiplier\",\"params\":[]}]},{\"type\":\"rule\",\"value\":\"builder-basic_rule_2\",\"elements\":[{\"name\":\"PNL\",\"params\":[]},{\"name\":\">=\",\"params\":[]},{\"name\":\"Number\",\"kid\":6730,\"params\":[{\"type\":\"value\",\"value\":\"3500\"}]},{\"name\":\"*\",\"params\":[]},{\"name\":\"Multiplier\",\"params\":[]}]}]}},{\"type\":\"group\",\"value\":\"builder-basic_group_4\",\"children\":{\"operator\":\"and\",\"operands\":[{\"type\":\"rule\",\"value\":\"builder-basic_rule_4\",\"elements\":[{\"name\":\"Time\",\"kid\":7001,\"params\":[{\"type\":\"value\",\"value\":\"NSE\"}]},{\"name\":\">=\",\"params\":[]},{\"name\":\"Number\",\"kid\":5636,\"params\":[{\"type\":\"value\",\"value\":\"920\"}]}]},{\"type\":\"rule\",\"value\":\"builder-basic_rule_5\",\"elements\":[{\"name\":\"Days Difference (D2-D1)\",\"kid\":8730,\"params\":[{\"type\":\"keyword\",\"keyword\":{\"name\":\"EntryDate\",\"kid\":3716,\"params\":[{\"type\":\"value\",\"value\":\"NIFTY 50\"}]}},{\"type\":\"keyword\",\"keyword\":{\"name\":\"Today\",\"kid\":7359,\"params\":[{\"type\":\"value\",\"value\":\"NFO\"}]}}]},{\"name\":\">\",\"params\":[]},{\"name\":\"Number\",\"kid\":9078,\"params\":[{\"type\":\"value\",\"value\":\"0\"}]}]},{\"type\":\"rule\",\"value\":\"builder-basic_rule_6\",\"elements\":[{\"name\":\"Today\",\"kid\":6898,\"params\":[{\"type\":\"value\",\"value\":\"NSE\"}]},{\"name\":\"!=\",\"params\":[]},{\"name\":\"Current Week Expiry\",\"kid\":5816,\"params\":[{\"type\":\"value\",\"value\":\"NIFTY 50\"},{\"type\":\"value\",\"value\":\"0\"}]}]}]}},{\"type\":\"group\",\"value\":\"builder-basic_group_7\",\"children\":{\"operator\":\"and\",\"operands\":[{\"type\":\"rule\",\"value\":\"builder-basic_rule_7\",\"elements\":[{\"name\":\"Time\",\"kid\":7001,\"params\":[{\"type\":\"value\",\"value\":\"NSE\"}]},{\"name\":\">=\",\"params\":[]},{\"name\":\"Number\",\"kid\":5636,\"params\":[{\"type\":\"value\",\"value\":\"920\"}]}]},{\"type\":\"rule\",\"value\":\"builder-basic_rule_8\",\"elements\":[{\"name\":\"Today\",\"kid\":6898,\"params\":[{\"type\":\"value\",\"value\":\"NSE\"}]},{\"name\":\"==\",\"params\":[]},{\"name\":\"Current Week Expiry\",\"kid\":5816,\"params\":[{\"type\":\"value\",\"value\":\"NIFTY 50\"},{\"type\":\"value\",\"value\":\"0\"}]}]}]}}]}",
"condition_display": "( ( tt_PNL ( 'strategy_id', 'run_counter' ) <= tt_Number ( '-2000' ) * tt_Multiplier ( 'strategy_id' ) ) or ( tt_PNL ( 'strategy_id', 'run_counter' ) >= tt_Number ( '3500' ) * tt_Multiplier ( 'strategy_id' ) ) ) or ( ( tt_Time ( 'NSE' ) >= tt_Number ( '920' ) ) and ( tt_days_diff ( tt_get_runtime ( 'strategy_id', 'NIFTY 50', 'EntryDate' ) , tt_Today ( 'NFO' ) ) > tt_Number ( '0' ) ) and ( tt_Today ( 'NSE' ) != tt_curr_weekexpiry ( 'NIFTY 50', '0' ) ) ) or ( ( tt_Time ( 'NSE' ) >= tt_Number ( '920' ) ) and ( tt_Today ( 'NSE' ) == tt_curr_weekexpiry ( 'NIFTY 50', '0' ) ) )",
"visible": 1,
"extra": {
"variables": []
},
"positions": []
}
]
},
{
"name": "kill_switch",
"list": 0,
"conditions": [
{
"id": 95067059,
"parent": 0,
"type": "Universal Exit",
"sub_type": "None",
"condition_value": "( ( tt_PNL ( 'strategy_id', 'run_counter' ) >= tt_Number ( '12000' ) * tt_Multiplier ( 'strategy_id' ) ) or ( tt_PNL ( 'strategy_id', 'run_counter' ) <= tt_Number ( '-6000' ) * tt_Multiplier ( 'strategy_id' ) ) ) or ( ( tt_Time ( 'NFO' ) >= tt_Number ( '920' ) ) and ( tt_Time ( 'NFO' ) < tt_Number ( '959' ) ) )",
"condition_json": "{\"operator\":\"or\",\"operands\":[{\"type\":\"group\",\"value\":\"builder-basic_group_3\",\"children\":{\"operator\":\"or\",\"operands\":[{\"type\":\"rule\",\"value\":\"builder-basic_rule_3\",\"elements\":[{\"name\":\"PNL\",\"params\":[]},{\"name\":\">=\",\"params\":[]},{\"name\":\"Number\",\"kid\":1468,\"params\":[{\"type\":\"value\",\"value\":\"12000\"}]},{\"name\":\"*\",\"params\":[]},{\"name\":\"Multiplier\",\"params\":[]}]},{\"type\":\"rule\",\"value\":\"builder-basic_rule_4\",\"elements\":[{\"name\":\"PNL\",\"params\":[]},{\"name\":\"<=\",\"params\":[]},{\"name\":\"Number\",\"kid\":8580,\"params\":[{\"type\":\"value\",\"value\":\"-6000\"}]},{\"name\":\"*\",\"params\":[]},{\"name\":\"Multiplier\",\"params\":[]}]}]}},{\"type\":\"group\",\"value\":\"builder-basic_group_5\",\"children\":{\"operator\":\"and\",\"operands\":[{\"type\":\"rule\",\"value\":\"builder-basic_rule_5\",\"elements\":[{\"name\":\"Time\",\"kid\":7001,\"params\":[{\"type\":\"value\",\"value\":\"NFO\"}]},{\"name\":\">=\",\"params\":[]},{\"name\":\"Number\",\"kid\":5636,\"params\":[{\"type\":\"value\",\"value\":\"920\"}]}]},{\"type\":\"rule\",\"value\":\"builder-basic_rule_6\",\"elements\":[{\"name\":\"Time\",\"kid\":7001,\"params\":[{\"type\":\"value\",\"value\":\"NFO\"}]},{\"name\":\"<\",\"params\":[]},{\"name\":\"Number\",\"kid\":5636,\"params\":[{\"type\":\"value\",\"value\":\"959\"}]}]}]}}]}",
"condition_display": "( ( tt_PNL ( 'strategy_id', 'run_counter' ) >= tt_Number ( '12000' ) * tt_Multiplier ( 'strategy_id' ) ) or ( tt_PNL ( 'strategy_id', 'run_counter' ) <= tt_Number ( '-6000' ) * tt_Multiplier ( 'strategy_id' ) ) ) or ( ( tt_Time ( 'NFO' ) >= tt_Number ( '920' ) ) and ( tt_Time ( 'NFO' ) < tt_Number ( '959' ) ) )",
"visible": 1,
"extra": {
"variables": []
},
"positions": []
}
]
}
],
"settings": {
"advanced": {
"tranch_size": 25.0,
"run_every": 1,
"capital_required": 75000,
"first_trade_after_open": 1,
"last_trade_before_close": 60,
"reactivate_every": 300,
"run_frequency": "Continuous",
"price_execution": "Avg of Bid/Ask",
"rollover_expiry_period": "Dont Rollover",
"rollover_expiry_time": "1500",
"tsl_to_cost_at_profit": 0,
"tsl_profit_increase": 0,
"tsl_sl_increase": 0,
"exit_at_market": 0,
"final_action": "MARKET",
"currency": "INR",
"exit_shorts_first": 1,
"price_revision_attempts": 3,
"tranch_wait_secs": 1,
"price_revision_timeout": 5,
"price_ticks_multiple": 5,
"python_code": "# vol_ok gate (self-contained, no cron): 0 = skip tonight's entry.\n# HV(10) percentile over trailing 253 sessions, through the PREVIOUS close.\n_ok = 1\n_df = tt_get_data('NIFTY 50', 'day')\nif _df is not None and len(_df) >= 300:\n _c = _df['close']\n _today = str(tt_Today('NSE'))[:10]\n _lastday = str(list(_df['time'])[len(_df) - 1])[:10]\n if _lastday >= _today:\n _c = _c[:len(_c) - 1]\n _hv = tt_HV(_c, 10)\n _h = _hv.tail(253)\n _lst = list(_h)\n _cur = _lst[len(_lst) - 1]\n if _cur == _cur:\n _pct = float((_h <= _cur).mean())\n if _pct > 0.8:\n _ok = 0\ntt_set_runtime('vol_ok', _ok)"
},
"marketplace": {
"min_multiple": 1.0
}
},
"id": 10213094
}