Angel One V7.5 Research Trader

1 · Select market and strategy

Market segment Instrument Holding style Strategy Direction Contract / expiry

Cash equity: quantity is in shares. Import matching historical candles to generate a strategy proposal.

2 · Generate a strategy proposal from CSV

Strategy engineHolding styleDataset instrumentDataset timeframe

No historical candles loaded. Import a CSV in Market data first.

Import candles, choose a strategy and generate a proposal. No trade is approved automatically.

3 · Review / adjust the setup

Entry price (₹)Stop-loss price (₹)Target price (₹)Lot size / multiplierAvailable margin / cash (₹)Estimated charges per order (₹)

Generate a historical proposal or enter a setup manually, then calculate. No trade is approved by default.

Paper trade journal

Approved entries are simulated records only. Record exits manually. Data is saved on this device.

Import JSON backup

Date	Instrument	Segment	Side	Entry	Stop	Qty	Status	Exit / action	Net P&L
No paper trades yet.

Historical market data

Import one OHLCV CSV at a time for the single-symbol planner, or multiple named CSVs in the V7.5 research bench. Historical files are held in browser memory for this session. No live market prices are fetched.

Choose OHLCV CSV

No file loaded.

Required columns: timestamp, open, high, low, close, volume. At least 60 valid completed candles. One instrument and one timeframe per file. The instrument and timeframe are user-declared and must match the CSV.

Data-quality reminder
CSV structure and OHLC consistency are checked. The app cannot independently certify the source, corporate-action adjustments, timezone, missing sessions or candle completion.

Strategy lab · core strategies + breakout research

Runs four core strategies and a 12-combination breakout research matrix on the selected imported dataset. Uses one position at a time, account risk sizing, simulated slippage and round-trip charges. This is a research simulation, not proof of future profitability.

Instrument for imported dataset Timeframe for imported dataset Holding styleEstimated charge per order (₹)Slippage per side (basis points)

Dataset: not loaded. Select the instrument and timeframe here; these selections are shared with Market data. Import a matching CSV to enable the backtest.

V7.5 · Multi-stock research bench

Upload multiple OHLCV CSVs together. Rename each file using SYMBOL__TIMEFRAME.csv, for example RELIANCE__15m.csv, TCS__15m.csv or INFY__daily.csv. Supported timeframe labels: 5m, 15m, daily. Each dataset is tested independently with a 50% warm-up and three chronological unseen windows. Results are cross-dataset research, not a single tradable portfolio.

Choose multiple OHLCV CSV files

No multi-stock datasets loaded. Each file name must include __5m, __15m or __daily before .csv.

Dataset	Timeframe	Candles	Trading dates	Start	End	Invalid rows
No files loaded.

Cross-dataset strategy results

Import at least one dataset to enable batch validation.

Strategy	Dataset	Test window	Trades	Win rate	Profit factor	Net P&L	Max DD	Buy & hold
No batch run yet.

Strategy consistency summary

Strategy	Dataset-windows	Profitable windows	Total trades	Combined net P&L*	Average net / window
Run multi-stock validation first.

*Combined P&L is a research aggregation across independent datasets, not account-level portfolio P&L. Different symbols may overlap in time. No capital is pooled across them. Fewer than 30 trades per strategy is weak evidence. Files remain in browser memory and must be re-imported after a reload.

Table 1 · Four core strategies

Waiting for a valid matching OHLCV CSV. Import data, then run the comparison.

Strategy	Period	Trades	Win rate	Profit factor	Gross P&L	Charges	Net P&L	Net return	Max DD
No core strategy comparison run yet.

Table 2 · Breakout research matrix (4 variations × 3 targets)

Waiting for a valid matching OHLCV CSV. Import data, then run the comparison.

Breakout variation / R:R	Period	Trades	Win rate	Profit factor	Gross P&L	Charges	Net P&L	Net return	Max DD
No breakout research run yet.

Table 3 · Walk-forward validation

Expanding chronological validation: initial 50% warm-up window followed by three sequential unseen test windows. Fixed strategies; no test-window tuning. Each window starts flat.

Import a valid dataset to enable validation.

Strategy	Test window	Trades	Win rate	Profit factor	Gross P&L	Charges	Net P&L	Max DD
No run yet.

Monthly test-period results

Month	Strategy	Trades	Net P&L
Run validation first.

Data quality checks

Import a CSV to inspect quality.

Method assumptions: entry at signal candle close; next bars test stop/target; if both hit in one candle, stop is assumed first; intraday positions exit at next session open; remaining positions close at dataset end. Fees and slippage are estimates. Taxes, market impact, liquidity, circuit limits and exact broker fills are not modelled.

Account-wide risk controls

Capital (₹)Risk per trade (%)Daily gross loss limit (%)Max open positions

Risk is shared across all segments and strategies. Fees are included in net P&L but excluded from gross price-risk and daily gross-loss thresholds. Software checks cannot guarantee stop execution.