INVITE-ONLY SCRIPT
Quantum X Strategy (with Alert)
Quantum X Strategy — Expanded Description
Quantum X Strategy is a carefully structured market-participation framework designed to initiate trades only when strong directional alignment is detected across multiple independent market dimensions.
Unlike reactive or single-indicator systems, this strategy evaluates the broader market context to ensure participation only under conditions with a higher probability of meaningful directional movement.
Random or partial signals are ignored, with the system prioritizing structured, high-quality opportunities over trade frequency.
Structural Design
The strategy’s decision-making process is based on a multi-dimensional analysis of price behavior:
Directional Alignment: Multiple independent market behaviors are evaluated collectively to determine bullish or bearish intent.
Weighted Contribution: Each component contributes independently to an internal alignment score. Trades are considered only when the combined state reaches a meaningful threshold.
Quality Filtering: Low-quality, ambiguous, or unstable conditions are filtered out to reduce exposure during uncertain market phases.
This structure ensures that no single condition can trigger a trade on its own, maintaining discipline, consistency, and robustness in execution.
Trade Dynamics
Trade Activation: Trades are initiated only when internal alignment reaches a significant level of directional consensus. Partial or weak signals are ignored.
Trade Closure & Reversal: Positions are dynamically closed when alignment weakens or when a directional bias reversal is detected. The system is designed to reverse positions rather than stack trades.
Market Inactivity: During periods of indecision, low volatility, or insufficient directional clarity, the strategy remains inactive to avoid overtrading.
Backtesting Context
The strategy is restricted to post-January 2025 market data to ensure relevance to current volatility structures and market behavior.
Older regimes are intentionally excluded to maintain realistic and contemporary performance evaluation.
Intended Use
Instrument: MIDCAPNIFTY Futures
Timeframe: 15-Minute
Application: Intraday trading and short-term directional participation
Position Size: 1 lot (120 quantity)
Initial Capital (Backtest Reference): ₹10,000
Risk Management: Designed to be used alongside independent stop-loss, position sizing, and capital allocation rules defined by the user
Strict adherence to the system’s signals is recommended. Manual overrides may compromise the integrity of the framework.
Dhan In-Built Execution (Usage Summary)
This strategy supports alert-based automated execution via Dhan, using TradingView webhooks.
TradingView generates alerts only
Order execution is handled externally via Dhan’s system
TradingView does not place trades directly
Futures Quantity Logic (Important)
MIDCAPNIFTY 1 lot = 120 quantity
Because the strategy uses reversal logic:
If you want to trade 1 lot, set quantity = 2
One quantity is used to exit the existing position
The second quantity creates the new reversed position
Contract Symbol Mapping
Current month: MIDCPNIFTY1!
Next month: MIDCPNIFTY2!
Far month: MIDCPNIFTY3!
To trade a different expiry, simply replace the symbol in the input field accordingly.
Intellectual Property Notice
The internal scoring model, alignment logic, weighting structure, and activation thresholds are intentionally abstracted to protect the originality and intellectual property of the strategy.
This prevents direct replication while still allowing conceptual understanding for evaluation and moderation.
Disclaimer
This strategy is provided strictly for educational, research, and backtesting purposes only.
Market conditions change over time, and past performance does not guarantee future results.
Users are solely responsible for forward testing, capital deployment, risk control, and compliance with broker and platform rules before using the strategy in live environments.
Moderator-Friendly Expanded Summary
Instrument & Timeframe: MIDCAPNIFTY, 15-Minute
Start Date: January 2025 onward
Position Size: 1 lot (120 quantity)
Initial Capital: ₹10,000
Commission & Slippage: 0.01% commission, 2-point slippage
Trade Logic: Multi-dimensional internal alignment model
Trade Activation: Only when strong directional consensus is achieved
Trade Closure: Alignment deterioration or trend bias reversal
Market Inactivity: Passive during low-information or ambiguous phases
Execution: Alert-based, via third-party (Dhan) webhook system
Risk Management: User-defined stop-loss and capital allocation required
IP Protection: Internal logic abstracted
Purpose: Educational, research, and demonstration use only
Quantum X Strategy is a carefully structured market-participation framework designed to initiate trades only when strong directional alignment is detected across multiple independent market dimensions.
Unlike reactive or single-indicator systems, this strategy evaluates the broader market context to ensure participation only under conditions with a higher probability of meaningful directional movement.
Random or partial signals are ignored, with the system prioritizing structured, high-quality opportunities over trade frequency.
Structural Design
The strategy’s decision-making process is based on a multi-dimensional analysis of price behavior:
Directional Alignment: Multiple independent market behaviors are evaluated collectively to determine bullish or bearish intent.
Weighted Contribution: Each component contributes independently to an internal alignment score. Trades are considered only when the combined state reaches a meaningful threshold.
Quality Filtering: Low-quality, ambiguous, or unstable conditions are filtered out to reduce exposure during uncertain market phases.
This structure ensures that no single condition can trigger a trade on its own, maintaining discipline, consistency, and robustness in execution.
Trade Dynamics
Trade Activation: Trades are initiated only when internal alignment reaches a significant level of directional consensus. Partial or weak signals are ignored.
Trade Closure & Reversal: Positions are dynamically closed when alignment weakens or when a directional bias reversal is detected. The system is designed to reverse positions rather than stack trades.
Market Inactivity: During periods of indecision, low volatility, or insufficient directional clarity, the strategy remains inactive to avoid overtrading.
Backtesting Context
The strategy is restricted to post-January 2025 market data to ensure relevance to current volatility structures and market behavior.
Older regimes are intentionally excluded to maintain realistic and contemporary performance evaluation.
Intended Use
Instrument: MIDCAPNIFTY Futures
Timeframe: 15-Minute
Application: Intraday trading and short-term directional participation
Position Size: 1 lot (120 quantity)
Initial Capital (Backtest Reference): ₹10,000
Risk Management: Designed to be used alongside independent stop-loss, position sizing, and capital allocation rules defined by the user
Strict adherence to the system’s signals is recommended. Manual overrides may compromise the integrity of the framework.
Dhan In-Built Execution (Usage Summary)
This strategy supports alert-based automated execution via Dhan, using TradingView webhooks.
TradingView generates alerts only
Order execution is handled externally via Dhan’s system
TradingView does not place trades directly
Futures Quantity Logic (Important)
MIDCAPNIFTY 1 lot = 120 quantity
Because the strategy uses reversal logic:
If you want to trade 1 lot, set quantity = 2
One quantity is used to exit the existing position
The second quantity creates the new reversed position
Contract Symbol Mapping
Current month: MIDCPNIFTY1!
Next month: MIDCPNIFTY2!
Far month: MIDCPNIFTY3!
To trade a different expiry, simply replace the symbol in the input field accordingly.
Intellectual Property Notice
The internal scoring model, alignment logic, weighting structure, and activation thresholds are intentionally abstracted to protect the originality and intellectual property of the strategy.
This prevents direct replication while still allowing conceptual understanding for evaluation and moderation.
Disclaimer
This strategy is provided strictly for educational, research, and backtesting purposes only.
Market conditions change over time, and past performance does not guarantee future results.
Users are solely responsible for forward testing, capital deployment, risk control, and compliance with broker and platform rules before using the strategy in live environments.
Moderator-Friendly Expanded Summary
Instrument & Timeframe: MIDCAPNIFTY, 15-Minute
Start Date: January 2025 onward
Position Size: 1 lot (120 quantity)
Initial Capital: ₹10,000
Commission & Slippage: 0.01% commission, 2-point slippage
Trade Logic: Multi-dimensional internal alignment model
Trade Activation: Only when strong directional consensus is achieved
Trade Closure: Alignment deterioration or trend bias reversal
Market Inactivity: Passive during low-information or ambiguous phases
Execution: Alert-based, via third-party (Dhan) webhook system
Risk Management: User-defined stop-loss and capital allocation required
IP Protection: Internal logic abstracted
Purpose: Educational, research, and demonstration use only
僅限邀請腳本
僅作者批准的使用者才能訪問此腳本。您需要申請並獲得使用許可，通常需在付款後才能取得。更多詳情，請依照作者以下的指示操作，或直接聯絡algovisionx2。
TradingView不建議在未完全信任作者並了解其運作方式的情況下購買或使用腳本。您也可以在我們的社群腳本中找到免費的開源替代方案。
作者的說明
This script is intended for educational and research purposes only.
Users must understand futures trading, risk management, and alert-based execution before use.
免責聲明
這些資訊和出版物並非旨在提供，也不構成TradingView提供或認可的任何形式的財務、投資、交易或其他類型的建議或推薦。請閱讀使用條款以了解更多資訊。
僅限邀請腳本
僅作者批准的使用者才能訪問此腳本。您需要申請並獲得使用許可，通常需在付款後才能取得。更多詳情，請依照作者以下的指示操作，或直接聯絡algovisionx2。
TradingView不建議在未完全信任作者並了解其運作方式的情況下購買或使用腳本。您也可以在我們的社群腳本中找到免費的開源替代方案。
作者的說明
This script is intended for educational and research purposes only.
Users must understand futures trading, risk management, and alert-based execution before use.
免責聲明
這些資訊和出版物並非旨在提供，也不構成TradingView提供或認可的任何形式的財務、投資、交易或其他類型的建議或推薦。請閱讀使用條款以了解更多資訊。