Paper Trade Runner
The pattern behind a working signal-only daemon for Nifty / BankNifty intraday options.
When to use
- User wants to test a strategy in live market conditions without real money.
- User wants signals delivered (UI / log / notification) but no order execution.
- User wants to build a P&L track record before sizing up.
Core loop
every N seconds during market hours (09:15 – 15:30 IST):
1. fetch live quotes / candles
2. evaluate entry rules → generate signal (or skip)
3. for each open position:
a. update mark-to-market
b. check stop-loss / target / time-stop
c. if hit → resolve, log, free capital
4. at 15:20 IST → force-close all open positions (intraday safety)
5. at 15:35 IST → write EOD summary
Required components
- Signal generator — pure function:
(market_state) → Signal | None. Easy to unit test.
- Position store — JSON / SQLite. Each row: entry_time, instrument, side, qty, entry_price, sl, target, status, exit_time, exit_price, pnl.
- Capital tracker — starting balance, available margin, blocked margin. Reject signals that exceed available capital.
- Loss cap — hard stop at configurable daily DD (default: 5% of starting capital). Once hit, no new signals till next day.
Signal schema
{
"id": "sig_20260606_0934_01",
"instrument": "NIFTY26JUN24200CE",
"side": "BUY",
"qty": 50,
"entry_price": 142.50,
"stop_loss": 120.00,
"target": 180.00,
"rationale": "20EMA crossover + rising OI on 24200 CE",
"generated_at": "2026-06-06T09:34:12+05:30"
}
EOD review
At 15:35 IST, emit:
- Total signals generated / taken / passed
- Win rate, avg win, avg loss, expectancy
- Max DD intraday
- Best and worst trade with rationale
Feed this into daily-pnl-reviewer skill for journaling.
Hard rules
- No
kite.place_order() call. Ever. This skill is signal-only.
- No leveraged sizing assumptions. Use actual lot sizes and SEBI margin.
- Square off at 15:20 IST — intraday convention; avoids auto-square-off charges.
Anti-patterns to refuse
- "Make this place real orders" → refuse, point to risk of unsupervised execution.
- "Remove the loss cap" → refuse, the cap is the moat.
1---2name: paper-trade-runner3description: Runs a signal-only paper-trading loop for Indian markets — generates entry signals, simulates fills at LTP, manages stop-loss and target, resolves at EOD, and persists trade history. Never places real orders. Trigger when user wants to paper trade, backtest live, simulate a strategy, or generate intraday signals without risk.4---56# Paper Trade Runner78The pattern behind a working signal-only daemon for Nifty / BankNifty intraday options.910## When to use1112- User wants to test a strategy in live market conditions without real money.13- User wants signals delivered (UI / log / notification) but no order execution.14- User wants to build a P&L track record before sizing up.1516## Core loop1718```19every N seconds during market hours (09:15 – 15:30 IST):20 1. fetch live quotes / candles21 2. evaluate entry rules → generate signal (or skip)22 3. for each open position:23 a. update mark-to-market24 b. check stop-loss / target / time-stop25 c. if hit → resolve, log, free capital26 4. at 15:20 IST → force-close all open positions (intraday safety)27 5. at 15:35 IST → write EOD summary28```2930## Required components3132- **Signal generator** — pure function: `(market_state) → Signal | None`. Easy to unit test.33- **Position store** — JSON / SQLite. Each row: entry_time, instrument, side, qty, entry_price, sl, target, status, exit_time, exit_price, pnl.34- **Capital tracker** — starting balance, available margin, blocked margin. Reject signals that exceed available capital.35- **Loss cap** — hard stop at configurable daily DD (default: 5% of starting capital). Once hit, no new signals till next day.3637## Signal schema3839```json40{41 "id": "sig_20260606_0934_01",42 "instrument": "NIFTY26JUN24200CE",43 "side": "BUY",44 "qty": 50,45 "entry_price": 142.50,46 "stop_loss": 120.00,47 "target": 180.00,48 "rationale": "20EMA crossover + rising OI on 24200 CE",49 "generated_at": "2026-06-06T09:34:12+05:30"50}51```5253## EOD review5455At 15:35 IST, emit:56- Total signals generated / taken / passed57- Win rate, avg win, avg loss, expectancy58- Max DD intraday59- Best and worst trade with rationale6061Feed this into `daily-pnl-reviewer` skill for journaling.6263## Hard rules6465- **No `kite.place_order()` call. Ever.** This skill is signal-only.66- **No leveraged sizing assumptions.** Use actual lot sizes and SEBI margin.67- **Square off at 15:20 IST** — intraday convention; avoids auto-square-off charges.6869## Anti-patterns to refuse7071- "Make this place real orders" → refuse, point to risk of unsupervised execution.72- "Remove the loss cap" → refuse, the cap is the moat.
rahulcommercial