NIFTY Options Breakout Strategy

26 Nov 2025

This strategy trades NIFTY 50 Options (CALL & PUT) using 5-minute breakout logic, strict trend filters, expiry-based symbol validation, and a dynamic trailing-profit engine.

1️⃣ Entry Logic

Only trades NIFTY 50 options, filtered automatically by symbol.

Trades only between 10:00 AM – 2:15 PM (5m bars).

Breakout trigger:

Price enters the buy breakout zone (high of last boxLookback bars ± buffer).

Trend filter:

Price must be above EMA50 or EMA200,

AND EMA50 ≥ EMA100 (to avoid weak conditions).

Optional strengthening:

EMA20>EMA50 OR EMA50>EMA100 recent cross can be enforced.

Higher-timeframe trend check:

EMA50 > EMA200 (bullish regime only).

Start trading options only after expiry–2 months (auto-parsed).

2️⃣ One Trade Per Day

Maximum 1 long trade per day.

No shorting (long-only strategy).

3️⃣ Risk Management — SL, TP & Trailing

Includes three types of exits:

🔹 A) Hard SL/TP

Hard Stop-Loss: -15%

Hard Take-Profit: +40%

🔹 B) Step-Ladder Trailing Profit

As the option price rises, trailing activates:

Max Profit Reached Exit Trigger When Falls To
≥ 35% ≤ 30%
≥ 30% ≤ 25%
≥ 25% ≤ 20%
≥ 20% ≤ 15%
≥ 15% ≤ 10%
≥ 5% ≤ 0%
🔹 C) Loss-Recovery Exit

If loss reaches –10% but then recovers to 0%, exit at breakeven.

4️⃣ Trend-Reversal Exit

If price closes below 5m EMA50, the long is exited instantly.

5️⃣ Optional Intraday Exit

EOD square-off at 3:15 PM.

6️⃣ Alerts for Automation

The strategy provides alerts for:

BUY entry

TP/SL/Trailing exit

EMA50 reversal exit

EOD exit

3 hari yang lalu

Catatan Rilis

Updated WaterMark.

This is an open-source reference implementation shared to demonstrate structure, discipline, and execution style.

Advanced versions include additional filters, enhanced trade management, and protected logic, and are shared separately on an invite-only basis.

If you’re interested in advanced systems, feel free to contact via the watermark details.