RE-ENTRY / RE-COST / RE-EXECUTE Update:
A separate RE-ENTRY setting has been added in addition to the RE-COST and RE-EXECUTE settings.
Now, simply select the exact setting based on your Stockmock backtest without having to configure any additional setting like 'Re-Entry Method'.
The older 'Re-Entry Method' is now termed 'Re-Execute Method' as this setting is only applicable for Re-Execute type of re-entry and not applicable for Re-Cost and Re-Execute.
Go through the Documentation to understand the main differences between Re-Entry & Re-Cost:
https://quantiply.tech/documentation/features-trade-logic/re-entry/#II._Understanding_the_3_types_of_re
Please make the appropriate changes to your algos on Quantiply based on the settings in your Stockmock backtest.
Please open Telegram to view this post
VIEW IN TELEGRAM
Here's 4 new updates:
1. Futures as underlying for Strike Selection:
You can now use Futures as underlying to determine the strike selection for your trades.
2. Synthentic Futures as underlying for Strike Selection:
You can now use Synthetic Futures as underlying to determine the strike selection for your trades. Read more about this functionality along with an example and it’s use case here:
https://quantiply.tech/documentation/other-features/underlyings-for-strike-selection/#3._Synthetic_Futures%3A
3. Next Monthly Contracts:
You can now trade in Next Monthly contracts of Indexes where Weekly contracts are unavailable. Next Monthly contracts are now tradable in Banknifty, Finnifty, Midcpnifty & Bankex.
4. New Strike Selection Method: Percentage of Underlying:
The percentage value of the current spot price is calculated and strikes with premium closest to the calculated percentage value are selected.
Read more about this functionality along with an example here:
https://quantiply.tech/documentation/features-trade-logic/entry-logic-percentage-of-underlying/
Please open Telegram to view this post
VIEW IN TELEGRAM
1.UPDATE:
Re-entry max count Type setting under Advanced Setting has been updated. The ‘Common’ setting will now function just like the ‘Individual’ setting. So whether you select ‘Common’ or ‘Individual’, it will function like ‘Individual’ only. This update in inline with Stockmock, as Stockmock now allows individual re-entry count setting for Target based re-entries and Stoploss based re-entries. This setting maybe completely removed sometime in January 2025.
2. NEW FUNCTIONALITY:
MTM SETTINGS INCREASE/DECREASE functionality:
With the upcoming lot size changes in NIFTY and SENSEX, you may need to increase or decrease your MTM Stoploss, MTM Target, Trailing Stoploss and Lock & Trail values that are specified in AMOUNT.
The following MTM increase/decrease functionality allows you to select multiple algos at the same time and increase or decrease the MTM exit settings specified in AMOUNT by multiplying or dividing it by a factor chosen by you as specified based on the lot size changes.
This functionality is only being provided so that you don’t have to individual change MTM exit settings individually for each algo.
Please go through the documentation on how to use it, it’s limitations and it’s use case, before you use this functionality: https://quantiply.tech/documentation/other-features/mtm-setting-increase-decrease/
Please open Telegram to view this post
VIEW IN TELEGRAM
SENSEX LOT SIZE CHANGE & EXPIRY DAY CHANGE
1. Those trading WEEKLY contracts in SENSEX can make changes to their quantities as lot size or weekly contracts expiring next week will have new lot size 20. On the algo dashboard the quantity for Weekly contract selection will change from 10 to 20 directly only on Monday morning at 8:30 AM, but you can go ahead and make changes to your quantity settings as per lot size 20, beforehand. Note: Monthly contracts of Sensex expiring on 28th Jan will still have lot size 10 only.
2. In the upcoming week, Sensex Weekly Contracts expiring on the 10th of Jan, Friday will now expire on the 7th of Jan, Tuesday, and going forward all Weekly & Monthly contracts of Sensex will expire on Tuesdays.
Please open Telegram to view this post
VIEW IN TELEGRAM
📣 BROKER LAUNCH 📣
Quantiply now supports broker AliceBlue
Setup documentation: https://quantiply.tech/documentation/broker-setup/alice-blue/
Quantiply now supports broker AliceBlue
Setup documentation: https://quantiply.tech/documentation/broker-setup/alice-blue/
New Functionality
SPECIFIC STRIKE Selection
Now you can configure the exact strike that you want to take an entry in.
Steps to configure specific strikes:
Step 1: From the entry type drop down box select the option "Specific Strike" for a particular leg.
Step 2: Once Specific Strike option is selected, you will see a text box next to the entry type box, in the text box type in the exact strike level that you want to enter. You only need to type in the strike level which will be in numeric values only.
For example: You want to enter NIFTY 23500 CE, you will enter only 23500 in the text box, as seen in the above screenshot.
Documentation: https://quantiply.tech/documentation/features-trade-logic/entry-logic-specifc-strike/
SPECIFIC STRIKE Selection
Now you can configure the exact strike that you want to take an entry in.
Steps to configure specific strikes:
Step 1: From the entry type drop down box select the option "Specific Strike" for a particular leg.
Step 2: Once Specific Strike option is selected, you will see a text box next to the entry type box, in the text box type in the exact strike level that you want to enter. You only need to type in the strike level which will be in numeric values only.
For example: You want to enter NIFTY 23500 CE, you will enter only 23500 in the text box, as seen in the above screenshot.
Documentation: https://quantiply.tech/documentation/features-trade-logic/entry-logic-specifc-strike/
👉 New Advanced Setting 👈
"ENTRY RESTRICTION FOR NEXT DAY"
This setting is only applicable if your strategy is based on a Stockmock backtested Positional and contains Wait & Trade and/or Range Breakout.
This setting allows you to decide whether you want the initial entries of Wait & Trade (W&T) or Range Breakout (ORB) trades to happen next day or not, incase of Positional strategies. In case of Stockmock backtested strategies, if the initial entry hasn't happened on the strategy Start Date, then those entries will not happen on the next day or the following days.
Please read the detailed documentation to understand this setting and it's use: https://quantiply.tech/documentation/advanced-settings/entry-restriction-for-next-day/
"ENTRY RESTRICTION FOR NEXT DAY"
This setting is only applicable if your strategy is based on a Stockmock backtested Positional and contains Wait & Trade and/or Range Breakout.
This setting allows you to decide whether you want the initial entries of Wait & Trade (W&T) or Range Breakout (ORB) trades to happen next day or not, incase of Positional strategies. In case of Stockmock backtested strategies, if the initial entry hasn't happened on the strategy Start Date, then those entries will not happen on the next day or the following days.
Please read the detailed documentation to understand this setting and it's use: https://quantiply.tech/documentation/advanced-settings/entry-restriction-for-next-day/
COMBINED PREMIUM ENTRIES
This functionality allows you to enter positions when the combined premium (ie. the sum of the premium prices) of two symbols/legs is higher than or lower than or in-between a specified level or range.
Use Case:
STRADDLE / STRANGLE CHART based Combined Premium Entries and Re-Entries
Example:
Say the current price of an ATM Call (22850 CE) is 336.35 and ATM Put (22850 PE) is 71.30, the sum of the two premiums is 407.65. Say you give an entry condition to enter trades when the Combined Premium or the sum of two premiums is higher than 420 or lower than 400. In this case if the sum of the premiums of the Call and Put goes above 420, then the algo will immediately enter your trades, or if the sum of the premiums of the Call and Put goes below 400, then the algo will immediately enter your trades.
There are 4 different types of Combined Premium entry conditions or settings that can be configured:
1. Lower than
2. Higher than
3. Higher than or Lower than
4. Between range
Steps to configure and run the ‘Combined Premium’ functionality:
1. Configure 2 legs in the legs section of the algo. Example: Configure ATM CE and ATM PE
2. Select ‘Combined Premium’ from under the ‘Premium Matching’ options.
3. Scroll up and mark the 2 legs that need to be matched. (Read here on how to mark 2 legs: https://quantiply.tech/documentation/features-trade-logic/premium-matching-functionality/#II._How_to_enable_the_Premium_Match)
4. Select one of the 4 types of Combined Premium settings and configure the values.
5. Enable the strategy and run
Make the most of the ‘Combined Premium’ functionality by clubbing it with MTM Stoploss or MTM Target re-entries.
If you configure MTM Re-entry for MTM SL or MTM Target hit, then the Premium Matching condition will be checked again before the Re-Entry can be done. So, only if the Premium Matching condition matches will the re-entry be done.
Additional setting:
Condition Matching Frequency setting:
1. LTP (Continuous Monitoring)
2. Candle Close (Check once at the end of the minute)
(https://quantiply.tech/documentation/features-trade-logic/premium-matching-functionality/#IV._Additional_setting%3A_%22Condition_0)
Please go through the detailed documentation on this functionality and how to use it, here: https://quantiply.tech/documentation/features-trade-logic/premium-matching-functionality/#5._Combined_Premium%3A
Please open Telegram to view this post
VIEW IN TELEGRAM
⚠️❗ ALL USERS ❗⚠️
Markets will be open today, 1st February, Saturday as it is the Budget announcement. Quantiply will be operational and will run like any normal trading. All STBT/BTST trades taken yesterday will exit today only. Please make changes N days setting change to your Positional algos to account for the additional trading day in case it is required.
Markets will be open today, 1st February, Saturday as it is the Budget announcement. Quantiply will be operational and will run like any normal trading. All STBT/BTST trades taken yesterday will exit today only. Please make changes N days setting change to your Positional algos to account for the additional trading day in case it is required.
👉 New Advanced Settings 👈
1. Target & Stoploss Calculation Method:
https://quantiply.tech/documentation/advanced-settings/target-and-stoploss-calculation-method/
2. Re-Cost Activation setting:
https://quantiply.tech/documentation/advanced-settings/re-cost-activation-setting/
Both the above settings are being offered for additional flexibility. You don't have to use these if you don't have to. The default settings are just fine if you are using Stockmock.in for backtesting.
1. Target & Stoploss Calculation Method:
https://quantiply.tech/documentation/advanced-settings/target-and-stoploss-calculation-method/
2. Re-Cost Activation setting:
https://quantiply.tech/documentation/advanced-settings/re-cost-activation-setting/
Both the above settings are being offered for additional flexibility. You don't have to use these if you don't have to. The default settings are just fine if you are using Stockmock.in for backtesting.
📣 BROKER LAUNCH 📣
Quantiply now supports broker DHAN
Setup documentation: https://quantiply.tech/documentation/broker-setup/dhan/
Quantiply now supports broker DHAN
Setup documentation: https://quantiply.tech/documentation/broker-setup/dhan/
SIGNALS
The new, powerful SIGNALS feature allows you to pass ENTRY and EXIT signals from external sources like TRADINGVIEW or any other Custom signal source like a third-party software or personally coded algos.
Explore the SIGNALS feature now.
Documentation: https://quantiply.tech/documentation/signals/what-is-signals
Please open Telegram to view this post
VIEW IN TELEGRAM
📣 BROKER LAUNCH 📣
Quantiply now supports broker ZEBU
Setup documentation: https://quantiply.tech/documentation/broker-setup/zebu/
Quantiply now supports broker ZEBU
Setup documentation: https://quantiply.tech/documentation/broker-setup/zebu/
ORDERBOOK
The Orderbook functionality allows you to fetch the latest/updated list of all orders of the current day and it's latest status from your trading account.
The functionality allows fetching of the entire orderbook of all active Client IDs of all brokers present in your Quantiply account at the same time.
Explore the available data points present in the Orderbook and how to use them by going through the detailed documentation on this functionality.
Orderbook Documentation:
https://quantiply.tech/documentation/other-features/orderbook
Please open Telegram to view this post
VIEW IN TELEGRAM
Calculate Stoploss & Target levels using TRIGGER PRICE
You can now calculate the Target and Stoploss levels using the Trigger Price instead of using the Average Price.
USE CASE
By using the Trigger Price functionality to calculate Target and Stoploss levels for individual legs, there a higher chances that the entries and exits may happen at levels closer to the entry and exits seen in the backtests, hence reducing the deviation between actual trades and the backtest results.
Go through the detailed documentation to understand how to use this functionality:
https://quantiply.tech/documentation/advanced-settings/target-and-stoploss-calculation-method
Please open Telegram to view this post
VIEW IN TELEGRAM
⚡ NEW FUNCTIONALITY ⚡
AUTO HANDLING OF EXITS IF STOPLOSS ORDERS CANCELLED + RETRY ORDER OPTION
Using this functionality the algo executes exits when stoploss or targets are hit even if the stoploss orders that are placed in advance are cancelled by the Broker or the trader himself, intentionally or unintentionally
HOW IT WORKS?
If this functionality is enabled, the following will happen, if the stoploss orders placed in advance are cancelled:
1. A custom error message will be shown under the leg - "Stoploss order cancelled by the Client or Broker. Cancellation reason not received from the Broker"
You will also see a message under the error message: "You can use the Individual leg RETRY functionality to place the SL order again. If not, the algo will handle this unexpected Cancellation by monitoring the price & exiting this position when Stoploss or Target is hit."
2. A Telegram error notification will be sent out to your Telegram Notifications bot.
3. Algo will start monitoring the price continuously and exit automatically if the stoploss or target is hit (so no need to place the stoploss order or target order manually from the terminal).
4. Alternatively you can select the legs with the errors, and use the RETRY individual leg functionality to place a fresh stoploss order.
Go through the USE CASE and IMPORTANT POINTERS related to this functionality here: https://quantiply.tech/documentation/other-features/auto-handling-of-exits-if-stoploss-orders-cancelled/
AUTO HANDLING OF EXITS IF STOPLOSS ORDERS CANCELLED + RETRY ORDER OPTION
Using this functionality the algo executes exits when stoploss or targets are hit even if the stoploss orders that are placed in advance are cancelled by the Broker or the trader himself, intentionally or unintentionally
HOW IT WORKS?
If this functionality is enabled, the following will happen, if the stoploss orders placed in advance are cancelled:
1. A custom error message will be shown under the leg - "Stoploss order cancelled by the Client or Broker. Cancellation reason not received from the Broker"
You will also see a message under the error message: "You can use the Individual leg RETRY functionality to place the SL order again. If not, the algo will handle this unexpected Cancellation by monitoring the price & exiting this position when Stoploss or Target is hit."
2. A Telegram error notification will be sent out to your Telegram Notifications bot.
3. Algo will start monitoring the price continuously and exit automatically if the stoploss or target is hit (so no need to place the stoploss order or target order manually from the terminal).
4. Alternatively you can select the legs with the errors, and use the RETRY individual leg functionality to place a fresh stoploss order.
Go through the USE CASE and IMPORTANT POINTERS related to this functionality here: https://quantiply.tech/documentation/other-features/auto-handling-of-exits-if-stoploss-orders-cancelled/
📣 BROKER LAUNCH 📣
Quantiply now supports broker GROWW
Setup documentation: https://quantiply.tech/documentation/broker-setup/groww
Quantiply now supports broker GROWW
Setup documentation: https://quantiply.tech/documentation/broker-setup/groww
Quantiply will be operational during the MUHURAT TRADING Session on 21st October, 2025, Tuesday.
Please go through the Instructions if you wish to trade during the Muhurat trading session using Quantiply. It is important to understand how this trading session affects your ongoing Positional & STBT/BTST algos.
Instructions: https://quantiply.tech/documentation/important-topics/muhurat-trading-2025/
Please go through the Instructions if you wish to trade during the Muhurat trading session using Quantiply. It is important to understand how this trading session affects your ongoing Positional & STBT/BTST algos.
Instructions: https://quantiply.tech/documentation/important-topics/muhurat-trading-2025/
⚡ NEW FEATURE ⚡
FORWARD TESTING
With Quantiply’s Forward Testing (Paper Trading) feature you can test your strategies in real-time by simulating actual trades without taking real trades in your trading account.
Run your strategies on forward test to verify your trading logic and execution before taking actual trades.
I. Important Pointers:
1. Forward Testing is completely FREE. Forward Testing can be done WITHOUT any Subscription plans. No additional algo limit or separate Subscription required to use the Forward Testing functionality.
2. No Broker Setup or trading account setup required for using the Forward Testing functionality.
3. A maximum of 50 algos can be run on the Forward Testing mode per day per Quantiply account. Both, Positional and Intraday algos can be run on the Forward Testing mode.
4. All the trades of Algos run in Forward Testing mode will reflect in the Reports and on the P&L Chart.
5. Works for Signal based algos to simulate your TradingView and Custom Scripts strategies.
6. Forward Testing algos run on delayed data as per SEBI's guidelines on Paper Trading and Virtual Trading.
II. How to enable Forward Testing mode for an algo:
https://quantiply.tech/documentation/other-features/forward-testing/#II._How_to_enable_Forward_Testing_m
FORWARD TESTING
With Quantiply’s Forward Testing (Paper Trading) feature you can test your strategies in real-time by simulating actual trades without taking real trades in your trading account.
Run your strategies on forward test to verify your trading logic and execution before taking actual trades.
I. Important Pointers:
1. Forward Testing is completely FREE. Forward Testing can be done WITHOUT any Subscription plans. No additional algo limit or separate Subscription required to use the Forward Testing functionality.
2. No Broker Setup or trading account setup required for using the Forward Testing functionality.
3. A maximum of 50 algos can be run on the Forward Testing mode per day per Quantiply account. Both, Positional and Intraday algos can be run on the Forward Testing mode.
4. All the trades of Algos run in Forward Testing mode will reflect in the Reports and on the P&L Chart.
5. Works for Signal based algos to simulate your TradingView and Custom Scripts strategies.
6. Forward Testing algos run on delayed data as per SEBI's guidelines on Paper Trading and Virtual Trading.
II. How to enable Forward Testing mode for an algo:
https://quantiply.tech/documentation/other-features/forward-testing/#II._How_to_enable_Forward_Testing_m