Price Action v2 — AMD / Retail Trap / Breakout+Retest / Expiry Options
Nifty 50 1m spot · walk-forward yearly folds · hard SL · trail-to-cost after +10–15 pts · min 1:2 R:R · oversized entry-candle filter · SL-first same bar · next-bar open fills
← Setups index
Caveats
- ONE confluence setup: retailer trap AND AMD fake-break AND ATM option premium black-box — same direction within window.
- SCALE-OUT EXITS: hard SL 20 pts; book 40% at +20 (1:1), 30% at +40 (1:2); remaining 30% stretch target +60.
- Remainder trail: after 1R lock stop to cost+10; after 2R lock to cost+25 then 15-pt chandelier from MFE. SL-first same bar. EOD flatten.
- Index/futures-style costs; each partial pays pro-rata round-trip cost (lot-weighted). Option chain is confirmation only.
- 1m option coverage from local mirror (~2024-08 onward). No option data → no confluence trade.
- Walk-forward: entry params chosen only on prior years (IS_2024→OOS_2025, IS_2024_25→OOS_2026). Exit plan fixed (not searched).
- No lookahead. Do not invent edges.
Out-of-sample (stitched) net summary
| Strategy | Trades | Win% | Avg net | Total net | PF net | Max DD | Avg cost | t-stat | p-value | Prof. folds% |
|---|
| CONFLUENCE_SCALEOUT | 30 | 36.67 | -12.16 | -364.814 | 0.213 | -384.433 | 11.733 | -3.293 | 0.001 | 0.0 |
CONFLUENCE_SCALEOUT
Trap + AMD + ATM option premium support (all required, same direction). Exits: SL20; scale 40%@+20 / 30%@+40; rem 30% → +60 with lock+10 / lock+25 + 15pt chandelier. OOS_2025:chandelier_pts=15.0|confluence_window_min=10|frac_1r=0.4|frac_2r=0.3|frac_rem=0.3|hard_sl_pts=20.0|level_mode=day_ext|lock_after_1r=10.0|lock_after_2r=25.0|max_entry_candle_atr=0.35|max_or_atr=0.6|min_breach_pts=3.0|or_min=30|reclaim_within=5|scale_1r_pts=20.0|scale_2r_pts=40.0|stretch_target_pts=60.0|support_lookback=20|sweep_buffer_pts=5.0 || OOS_2026:chandelier_pts=15.0|confluence_window_min=15|frac_1r=0.4|frac_2r=0.3|frac_rem=0.3|hard_sl_pts=20.0|level_mode=day_ext|lock_after_1r=10.0|lock_after_2r=25.0|max_entry_candle_atr=0.35|max_or_atr=0.6|min_breach_pts=3.0|or_min=30|reclaim_within=5|scale_1r_pts=20.0|scale_2r_pts=40.0|stretch_target_pts=60.0|support_lookback=20|sweep_buffer_pts=5.0
OOS stitched equity (net points)
Full-period default params equity (net)
Default (untuned) full-period
| Metric | Value |
|---|
| Trades | 18 |
| Win% | 50.0 |
| Avg gross | 2.864 |
| Avg net | -6.954 |
| Total gross | 51.56 |
| Total net | -125.171 |
| PF gross | 1.368 |
| PF net | 0.413 |
| Max DD net | -179.53 |
| Avg cost | 9.818 |
| t-stat | -1.445 |
| p-value | 0.1483 |
| Profitable years% | 33.333 |
Walk-forward OOS (stitched)
| Metric | Value |
|---|
| Trades | 30 |
| Win% | 36.67 |
| Avg gross | -0.428 |
| Avg net | -12.16 |
| Total gross | -12.83 |
| Total net | -364.814 |
| PF gross | 0.954 |
| PF net | 0.213 |
| Max DD net | -384.433 |
| Avg cost | 11.733 |
| t-stat | -3.293 |
| p-value | 0.001 |
| Profitable years% | 0.0 |
Per-fold detail
| fold |
chosen_params |
is_total_net |
oos_n |
oos_avg_net |
oos_total_net |
oos_win_rate |
oos_pf |
oos_max_dd |
| OOS_2025 |
chandelier_pts=15.0|confluence_window_min=10|frac_1r=0.4|frac_2r=0.3|frac_rem=0.3|hard_sl_pts=20.0|level_mode=day_ext|lock_after_1r=10.0|lock_after_2r=25.0|max_entry_candle_atr=0.35|max_or_atr=0.6|min_breach_pts=3.0|or_min=30|reclaim_within=5|scale_1r_pts=20.0|scale_2r_pts=40.0|stretch_target_pts=60.0|support_lookback=20|sweep_buffer_pts=5.0 |
34.74 |
10 |
-6.371 |
-63.708 |
60.0 |
0.429 |
-94.34 |
| OOS_2026 |
chandelier_pts=15.0|confluence_window_min=15|frac_1r=0.4|frac_2r=0.3|frac_rem=0.3|hard_sl_pts=20.0|level_mode=day_ext|lock_after_1r=10.0|lock_after_2r=25.0|max_entry_candle_atr=0.35|max_or_atr=0.6|min_breach_pts=3.0|or_min=30|reclaim_within=5|scale_1r_pts=20.0|scale_2r_pts=40.0|stretch_target_pts=60.0|support_lookback=20|sweep_buffer_pts=5.0 |
-92.022 |
20 |
-15.055 |
-301.106 |
25.0 |
0.144 |
-331.232 |
Flags
- OOS sample too thin (30 trades < 50) — do not treat as a robust edge.
- OOS total net ≤ 0 after costs — no robust edge claimed.
- Exits: hard SL 20 pts; scale 40% @ +20 (1:1), 30% @ +40 (1:2); remainder 30% stretch +60 with lock-to-cost+10 after 1R, lock+25 after 2R, then 15-pt chandelier trail. Pro-rata futures costs on each partial.
- Confluence requires trap + AMD + ATM option premium support within the window; option coverage begins ~2024-08. Early years have no option data → no trades.
- Adapted walk-forward choices: OOS_2025:chandelier_pts=15.0|confluence_window_min=10|frac_1r=0.4|frac_2r=0.3|frac_rem=0.3|hard_sl_pts=20.0|level_mode=day_ext|lock_after_1r=10.0|lock_after_2r=25.0|max_entry_candle_atr=0.35|max_or_atr=0.6|min_breach_pts=3.0|or_min=30|reclaim_within=5|scale_1r_pts=20.0|scale_2r_pts=40.0|stretch_target_pts=60.0|support_lookback=20|sweep_buffer_pts=5.0 || OOS_2026:chandelier_pts=15.0|confluence_window_min=15|frac_1r=0.4|frac_2r=0.3|frac_rem=0.3|hard_sl_pts=20.0|level_mode=day_ext|lock_after_1r=10.0|lock_after_2r=25.0|max_entry_candle_atr=0.35|max_or_atr=0.6|min_breach_pts=3.0|or_min=30|reclaim_within=5|scale_1r_pts=20.0|scale_2r_pts=40.0|stretch_target_pts=60.0|support_lookback=20|sweep_buffer_pts=5.0
- Classic yearly fold choices (for reference): OOS_2023:chandelier_pts=15.0|confluence_window_min=10|frac_1r=0.4|frac_2r=0.3|frac_rem=0.3|hard_sl_pts=20.0|level_mode=day_ext|lock_after_1r=10.0|lock_after_2r=25.0|max_entry_candle_atr=0.35|max_or_atr=0.6|min_breach_pts=3.0|or_min=30|reclaim_within=5|scale_1r_pts=20.0|scale_2r_pts=40.0|stretch_target_pts=60.0|support_lookback=20|sweep_buffer_pts=5.0 || OOS_2024:chandelier_pts=15.0|confluence_window_min=10|frac_1r=0.4|frac_2r=0.3|frac_rem=0.3|hard_sl_pts=20.0|level_mode=day_ext|lock_after_1r=10.0|lock_after_2r=25.0|max_entry_candle_atr=0.35|max_or_atr=0.6|min_breach_pts=3.0|or_min=30|reclaim_within=5|scale_1r_pts=20.0|scale_2r_pts=40.0|stretch_target_pts=60.0|support_lookback=20|sweep_buffer_pts=5.0 || OOS_2025:chandelier_pts=15.0|confluence_window_min=10|frac_1r=0.4|frac_2r=0.3|frac_rem=0.3|hard_sl_pts=20.0|level_mode=day_ext|lock_after_1r=10.0|lock_after_2r=25.0|max_entry_candle_atr=0.35|max_or_atr=0.6|min_breach_pts=3.0|or_min=30|reclaim_within=5|scale_1r_pts=20.0|scale_2r_pts=40.0|stretch_target_pts=60.0|support_lookback=20|sweep_buffer_pts=5.0 || OOS_2026:chandelier_pts=15.0|confluence_window_min=15|frac_1r=0.4|frac_2r=0.3|frac_rem=0.3|hard_sl_pts=20.0|level_mode=day_ext|lock_after_1r=10.0|lock_after_2r=25.0|max_entry_candle_atr=0.35|max_or_atr=0.6|min_breach_pts=3.0|or_min=30|reclaim_within=5|scale_1r_pts=20.0|scale_2r_pts=40.0|stretch_target_pts=60.0|support_lookback=20|sweep_buffer_pts=5.0
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