Real Upstox Trader

INDEX	SPOT	RAW CE	RAW PE	OI DIFF	PCR	BASIS	FLOW	SIGNAL
Calculating institutional matrix...

Date	Time	Symbol	Trade	Quantity	Price	Executed Amount	Duration	Gross P&L	Taxes & Charges 👁️	Net Profit 👁️	Setup / Trigger	Mode	Action
Loading executed order book from SQLite...

👁️

What Exactly & How is Tax / Brokerage Calculated?

SEBI, Govt of India & Upstox Option Tariff Schedules

All regulatory levies, exchange turnover fees, and statutory taxes are calculated strictly in accordance with official SEBI, Government of India, and Upstox tariff schedules for Indian Equity Index Options (NSE & BSE):

Charge Type	Applicable Rate	Leg / Side
Brokerage (Upstox)	Flat ₹20 per executed order	Both Buy & Sell (₹40 / round-trip)
STT (Securities Tax)	0.1% on premium turnover	Sell side only (Oct 2024 revision)
Exchange Turnover	0.03503% (NSE) / 0.0325% (BSE)	Both Buy & Sell premium turnover
GST	18% on (Brokerage + Exch + SEBI)	Statutory service tax
Stamp Duty	0.003% (₹300 per crore)	Buy side turnover only
SEBI & IPFT Fee	₹10 per crore (0.0001%)	Both Buy & Sell turnover

🧮 Net Profit Formula:


            Net Profit = (Sell Executed Value - Buy Cost) - Total Taxes & Brokerage

📊 RAW CE & RAW PE (Net Premium Momentum)

Calculates whether buyers are paying above or below Average Traded Price (ATP) across all active strikes:


            RAW CE = Σ (Call LTP - Call ATP)  |  RAW PE = Σ (Put LTP - Put ATP)

Positive RAW CE: Call buyers paying a premium above ATP (Aggressive Long accumulation).

Positive RAW PE: Put buyers paying a premium above ATP (Aggressive Short/Hedging accumulation).

⚖️ OI SPREAD (Capital-Weighted Differential)

Weights the buyer price delta by actual open interest contracts committed by institutions:


            OI Spread = [Σ(PE_OI × (PE_LTP - PE_ATP)) - Σ(CE_OI × (CE_LTP - CE_ATP))] / Total_OI

Filters out retail low-volume noise and reveals true institutional capital positioning.

📈 PCR & BASIS

PCR (Put-Call Ratio): Total Put OI / Total Call OI.
• > 1.0: Bullish support zone (Put writing dominance).
• < 0.8: Bearish resistance zone (Call writing dominance).

BASIS: Current Month Futures LTP - Index Spot.
• Positive (+): Futures trading at premium (Bullish forward positioning).
• Negative (-): Futures trading at discount (Hedging / Short pressure).

🌊 INST. FLOW (Institutional Flow Classification)

CALL BUYER: Call LTP > ATP with surging call volume and open interest.

PUT BUYER: Put LTP > ATP with surging put volume and open interest.

SELLER TRAP: Option premium expanding against writers, causing immediate short-covering squeeze.

EXPANSION: High volatility on both CE and PE sides, signaling impending breakout.

🎯 SIGNAL COLUMN (AUTOPILOT GATEKEEPER MIRROR)

The table's SIGNAL badge is 100% synchronized with the live Autopilot execution gatekeeper. It validates all 5 quant safety gates before displaying an execution green light:

🟢 BUY CE / 🔴 BUY PE: All 5 gates passed, macro confluence confirmed, order ready or executed.

🟢 LONG / 🚀 RUNNER: Live position active on this index. T1 scale-out or Chandelier trail active.

⛔ TRAP: Seller trap / theta decay: both Call & Put buyers negative (LTP < ATP).

🧱 OI WALL: Immediate strike blocked by heavy 2.2× institutional Call or Put writing.

🗜️ CHOP: Daily range compressed (<0.60 expansion ratio). Volatility flatlined.

🥪 LUNCH LULL: Mid-day dead zone (11:45 AM – 01:00 PM). Fresh entries frozen.

📐 HEADROOM: Insufficient headroom to overhead Resistance (CE) or underlying Support (PE).

⏳ SETTLING: Opening 10m volatility window (09:15–09:25 AM). Awaiting market range.

🌊 1. 11-STRIKE DIFFERENTIAL WAVES (PRIMARY MOMENTUM)

Plotted directly on the central canvas across the 11 strikes surrounding the At-The-Money (ATM) price:


            CE Wave (Green) = Call (LTP - ATP)  |  PE Wave (Red) = Put (LTP - ATP)

🟢 Call Buyer Expansion: Green curve above Zero line and dominating Red curve. Buyers are aggressively paying above average traded price.

🔴 Put Buyer Expansion: Red curve above Zero line and dominating Green curve. Put buyers are paying above ATP.

⛔ Seller Trap (Theta Decay): Both curves below Zero line. Option writers are collecting decay — option buyers MUST stand down.

📊 2. ALL-STRIKES BACKGROUND WATERMARK (ORDER FLOW PROFILE)

A subtle, high-density order flow needle profile embedded directly behind the wave on its own independent micro-axis:

Alignment: Centered exactly on the vertical cyan dashed line, representing the live ATM strike.
Coverage: Encompasses all 80–200+ active option strikes across the entire option chain.
Green Needle (Upward): Call buying volume velocity (CE LTP > ATP).
Red Needle (Downward): Put buying volume velocity (PE LTP > ATP).

⚪ 3. BASELINE CIRCLES (LIVE ORDER BOOK DEPTH IMBALANCE - TBQ vs TSQ)

Drawn on the Zero baseline to reveal real-time limit order queue pressure across liquid strikes:


            Bull Force = CE_TBQ (Call Bids) + PE_TSQ (Put Dump/Short)

            Bear Force = PE_TBQ (Put Bids) + CE_TSQ (Call Dump/Short)

            Imbalance = (Bull Force - Bear Force) / Total Depth

🟢 Green Circle: Bullish Queue Dominant (> +8% skew). Heavy bid accumulation absorbing sellers.

🔴 Red Circle: Bearish Queue Dominant (< -8% skew). Heavy ask pressure dumping options.

Circle Radius: Dynamically sized (2.8px to 7.5px) proportional to total strike order book volume depth.

Neutral Dots: Filtered and suppressed to eliminate noise and keep chart focused on actionable setups.

🪜 4. RIGHT VERTICAL RAIL (SUPPORT & RESISTANCE ROLLING TAPE)

Tracks live Spot price relative to dynamic mathematical pivot levels (R2, R1, Pivot, S1, S2):

Even Spacing: Percentage-spaced levels ensure progress toward targets is immediately clear.
Rolling Tape: Smoothly rolls as LTP advances, preventing ceiling or floor cutoffs.
Zero Highlight Distraction: Small horizontal lines remain clean and neutral; alerts trigger strictly on the ledger header badge.

⚡ 5. LEFT RAIL (FUTURES TERM STRUCTURE & BASIS)

Displays 3 active monthly futures contracts: Current, Near, and Far month:

Formula: Plotted as (Futures LTP - Futures ATP).
Green Bar: Futures trading at a premium to ATP (Institutional long build-up).
Red Bar: Futures trading at a discount to ATP (Institutional shorting/hedging).

🧠 1. DAY-ADAPTIVE VOLATILITY & DTE ENGINE (NIFTY'S DAILY PERSONALITY)

Markets behave differently every day. Instead of rigid hardcoded numbers, Autopilot dynamically recalculates its execution parameters every tick:

Range Expansion Ratio: Measured as Today's High-Low Range / Baseline Range (Baseline: 130 pts NIFTY • 350 pts BANKNIFTY • 400 pts SENSEX). Categorized into TREND_EXPANSION (≥1.3x), NORMAL_REGIME, or RANGE_COMPRESSED (≤0.8x).
Dynamic S/R Headroom: Scaled dynamically with today's volatility (clamped 15–45 pts for NIFTY • 35–100 pts for BANKNIFTY • 45–120 pts for SENSEX). On wide expansion days, headroom widens so the bot never buys right into resistance.
DTE-Aware Fresh Entry Cutoff:
- 0-DTE Expiry Day: Fresh entries cut off strictly at 01:30 PM IST to avoid lethal afternoon theta decay.
- Normal Days (DTE ≥ 1): Fresh entries cut off at 02:15 PM IST.
Opening Settling Filter (09:15–09:25 AM IST): First 10 minutes reserved for opening market digestion. No fresh trades are triggered during opening gap chaos.

🎯 2. 3-PILLAR CONFLUENCE & PRE-ENTRY GUARDS

No trade is taken on a single indicator. All three pillars must align in strict confluence with quantitative safety guards:

Pillar 1 (Futures Momentum): Formulated as (Futures LTP - ATP). Must be positive (Green) for CE entries, and negative (Red) for PE entries across active expiries.
Pillar 2 (Option Wave Curves): RAW CE > 0 and RAW CE > RAW PE for Call entries. RAW PE > 0 and RAW PE > RAW CE for Put entries.
Pillar 3 (Institutional Matrix Table): Evaluated from the Institutional Bias Table. Requires capital-weighted differential (weighted_net > 0 for CE, weighted_net < 0 for PE) and Signal agreeing (BUY CE / BUY PE).
Pre-Entry Guard A (PCR Extremes): Blocks CE if PCR > 1.35 (overbought exhaustion); blocks PE if PCR < 0.65 (oversold bounce trap).
Pre-Entry Guard B (Futures Basis): Near-month futures basis must not trade at steep discount on CE or extreme premium on PE.
Pre-Entry Guard C (Dynamic S/R Headroom Gate): Minimum distance from Spot to upcoming S/R must clear today's dynamic headroom requirement.

Order Sizing: Fixed 2 Lots per active index (130 Qty NIFTY • 30 Qty BANKNIFTY • 40 Qty SENSEX).

⚡ 3. INSTITUTIONAL BIAS TABLE & 3-INDEX BASKET RULE

The Institutional Bias Table (showing all 3 indices) is the central brain of Autopilot execution:

Table Data Readiness Gate (Zero Premature Starts): Autopilot strictly halts all new trade entries until every data column (SPOT, RAW CE/PE, OI DIFF, PCR, BASIS, FLOW, and SIGNAL) is fully populated and verified with live exchange ticks across all monitored indices.
FLOW Column: Gauges real-time institutional positioning:
- CALL BUY: Call buyer expansion (weighted_ce > 0 & weighted_pe ≤ 0).
- PUT BUY: Put buyer expansion (weighted_pe > 0 & weighted_ce ≤ 0).
- TRAP: Both sides decaying (weighted_ce ≤ 0 & weighted_pe ≤ 0) ➔ Autopilot Standby!
- EXPAND: High volatility straddle expansion (both > 0) ➔ Caution.
Table of All Indexes (3-Index Basket Majority Rule): When Autopilot runs on ALL 3 INDICES, at least 2 out of 3 indices must agree in the same direction before the basket triggers. If any single index is in TRAP or WAIT, that index is automatically kept on Standby.

⛔ 4. SELLER TRAP GUARD & 3-MIN POST-STOP CHOP LOCKOUT

Protects capital against sideways chop and mid-day option seller traps:


            IF (RAW CE < 0 AND RAW PE < 0) OR (FLOW == 'TRAP') ➔ SIGNAL = WAIT ➔ AUTOPILOT STANDBY

Seller Trap Guard: When both CE & PE sums are negative, premium is bleeding to theta. Autopilot halts new trades immediately.
3-Minute Post-Stop Lockout: If a trade is stopped out due to flow reversal, Autopilot engages a 180-second hard lockout to prevent rapid re-entry into the same chop.
Breakout Override: Lockout clears early ONLY IF Spot genuinely breaks out by ≥20 pts (NIFTY), ≥50 pts (BANKNIFTY), or ≥65 pts (SENSEX) away from the stopped price level.

💰 5. POSITIVE-ONLY TARGET 1 & 2-STAGE PROFIT BOOKING

Positive-Only Target 1 Rule: T1 scales out 50% (Lot 1) strictly at a profit. Reaching S/R alone is NOT sufficient; option premium must show at least +3% gain on Expiry Day or +5% gain on Normal Days. Never exits T1 at a loss!
Chandelier Peak-Lock Trailing Stop: Once the runner (Lot 2) gains ≥ +35%, a dynamic trail locks in 70% of the peak unrealized profit. Multi-bagger runners cannot bleed back into losses.
Break-Even Protection: Before +35% peak gain, runner stop loss is firmly clamped at Break-Even (Entry Price), ensuring zero risk on the remaining lot.
Flow Reversal Stop: If option waves or futures momentum reverse before T1, the entire position exits immediately to protect capital.

🏁 6. EOD WRAP-UP & PROFIT PROTECTION (2:45 PM IST)

Strict time-based risk management rule to safeguard realized daily profits:

2:45 PM Hard Cutoff: At exactly 14:45 IST, all new entries are blocked.
Automatic Square-Off: All active open positions are automatically closed at market price to lock in the daily ledger.
Purpose: Eliminates violent 3:00 PM expiry whipsaws and broker auto-square-off penalty charges.

📐 7. SUPPORT & RESISTANCE CONFLUENCE (S/R LADDER)

Dynamic S/R levels synthesized using 4 classic quantitative models matching native PivotCalculator.kt:

Classic: P = (H+L+C)/3
R1 = 2P-L, S1 = 2P-H

Fibonacci: 38.2%, 61.8%, 100% Retracements

Camarilla: R3/S3 Breakout/Reversal Bands

Woodie's: Weighted Open/Close Pivot Models

Touch Tolerance: Spot price within ±0.12% triggers S/R touch alert and profit booking.

📊 8. ALL-STRIKES ORDER FLOW SCALING & DISPLAY

95th Percentile Power Scaling: BarHeight = (Val / P95*1.35)^0.75 prevents deep ITM outliers (e.g. -1685 Bank Nifty) from compressing normal strikes.
Dead Center Alignment: Dashed cyan ATM Spot line is anchored at exactly 50.0% width across all 3 charts for a unified vertical axis.
Directional Color Rule: Positive (> 0) above baseline (Green for CE, Red for PE). Negative (< 0) below baseline in Gray (decay).

🛑 9. MASTER ₹5,000 DAILY LOSS KILL-SWITCH (UNIVERSAL REAL & PAPER PARITY)

Strict institutional capital containment enforced identically on both REAL and PAPER modes:

Hard Cap: If cumulative net daily loss reaches ≤ -₹5,000.00, all active open trades in that mode are instantly emergency squared off at market price.
Complete Disarmament: Autopilot is disarmed (enabled = False) and trading is halted for the day.
100% Fidelity: Paper trading mirrors Real trading with complete parity to build authentic institutional discipline.

🛡️ 10. THE 5 INSTITUTIONAL QUANT ENTRY GATES (ANTI-CHOP & ANTI-TRAP SHIELD)

Autopilot validates all 5 gates before pulling the trigger, fully mirrored in the table's SIGNAL badge:

Gate 1 (Opening Settling Filter 09:15–09:25 AM): Halts all morning fills during wide bid-ask spread expansion.
Gate 2 (Mid-Day "Dead Zone" 11:45 AM–01:00 PM): Freezes fresh entries during the lunchtime volume lull where theta decay and fakeouts peak.
Gate 3 (Chop / Range Compression Guard): If daily range is compressed (expansion_ratio < 0.60) after 10:00 AM, fresh entries are blocked to prevent churn in flat volatility.
Gate 4 (Dynamic S/R Headroom Gate): Minimum headroom to overhead Resistance (CE) or underlying Support (PE) required before entry.
Gate 5 (Institutional OI Brick Wall Shield): Forbids buying CE directly below a strike with ≥2.2× Call OI (Call Wall) or PE directly above a strike with ≥2.2× Put OI (Put Wall).

⚡ 11. TRIPLE S/R CASCADE & ZERO BASKET FORCING

Triple S/R Cascade: When all 3 indices crack Support 1 simultaneously (TRIPLE_SUPPORT_CASCADE) or surge past Resistance 1 (TRIPLE_RESISTANCE_CASCADE), maximum conviction entry is armed.
Absolute Index Independence: An individual index will NEVER enter CE if its own spot change is negative (change < 0) or PE if positive (change > 0), completely eliminating divergent basket forcing.

💎 12. THE 2-LOT NATIVE FOUNDATION ("FREE TRADE" PRINCIPLE)

Lot 1 (Target 1 Scale-Out at S/R): Banks 50% profit at S/R, pays all taxes & fees, and locks in net green.
Lot 2 (The Runner): Stop loss immediately clamps to Break-Even (Entry Price). Trades risk-free with Chandelier Peak-Lock (locking 70% of peak gain once ≥ +35%).
Micro-Risk Sizing: Standard 15-pt stop on 2 lots of Bank Nifty is only ~₹450 total risk, providing a massive 10-stop safety runway under the ₹5,000 cap!

Trader Security Lock

Clear Trade Ledger?