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QuantoMark

Today

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Strongest stocks today top 10 by QuantoMark

#StockQuantoMarkSignalStage1M rank

Rising fast biggest rank gains this week (top 300)

#StockQuantoMarkSignal1W

Sectors best and worst 3 months vs NIFTY

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Tip: ↑ ↓ keys move through the list · F = full-screen chart

Ranking

RankStockQuantoMarkSignal RS Trend MA Stage Trend template Close 1W 1M 3M

Select a stock

Ready-made indicators (click to add)

My formulas

Formula builder

EasyLanguage / PowerLanguage style (TradeStation, MultiCharts): runs once per bar, oldest to newest. Inputs: Length(20); settings you can change from the chart chip · Vars: MyAvg(0); variables keep their value bar to bar (Value1…99, Condition1…99 exist already) · MyAvg = Average(Close, Length); · Close[1], MyAvg[3] = bars ago · Close of Data2 = NIFTY 50 · if … then … else …; begin … end; for i = 1 to 10 begin … end; · crosses over / under · Plot1(MyAvg, "Avg"); draws a line (a constant = dashed guide). Functions: Average XAverage WAverage Highest Lowest Summation StdDev Momentum RateOfChange (x, n) RSI(x, n) MACD(x, fast, slow) BollingerBand(x, n, devs) AvgTrueRange(n) TrueRange ADX DMIPlus DMIMinus (n) FastK SlowK SlowD (n) CountIf(cond, n) IFF(cond, a, b) AbsValue SquareRoot Log Power Round MaxList MinList · comments { … } or // …. Trading commands (Buy / Sell / SetStopLoss ...) only work in the Strategy Lab tab.
Example (your RSI Swing): Inputs: Length(20); Vars: MyClose(0), MyRSI(0), MyAvg(0); MyClose = (O + H + L + 2 * C) / 5; MyRSI = RSI(MyClose, Length); MyAvg = WAverage(MyRSI, Length); Plot1(MyAvg, "Swing"); Plot2(Highest(MyAvg, Length), "Top"); Plot3(Lowest(MyAvg, Length), "Bottom");
MetaStock style. Data: O H L C V, P = NIFTY 50. One line per statement (; between them); name := … stores a value without drawing it; a plain number draws a guide line. Functions: Mov(x,n,S|E|W) Ref(x,-n) HHV LLV Sum Stdev ROC(x,n,%) RSI(n)/RSI(x,n) ATR(n) ADX PDI MDI(n) BBandTop/BBandBot(x,n,S,k) Supertrend(n,m) If(c,a,b) Cross(a,b) BarsSince(c) Cum Abs Sqrt Log Max Min · operators + - * / ^ > < = AND OR NOT. Example (your RSI Swing): Myclose:=(O+H+L+2*C)/5; MyRSI:=RSI(Myclose,20); MyAvg:=Mov(MyRSI,20,W); MyAvg; HHV(MyAvg,20); LLV(MyAvg,20)
Signals (long only): ▲ BUY when QuantoMark ≥ 80 and MA points ≥ 4 (stock by stock: NIFTY does not block buys) · green band = HOLD · ▼ SELL when QuantoMark < 50 or MA points ≤ 2. Signals come at the day's close; the trade is at the next day's open. Net % is after ~0.44–0.64% costs per round trip. Swing confirm on: amber band = BUY setup waiting (max 20 days) for the RSI swing to reach the top of its band.
QuantoMark = average of RS200 slope vs NIFTY 50 and Trend quality, each as a percentile among that day's liquid NSE stocks (0–100, higher = stronger). Rank 1 = best of all liquid stocks that day. Gaps = stock not eligible that day (too little history, turnover or trading). Prices are split/bonus adjusted.

My Portfolio

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To do tomorrow from tonight's close

Record a trade real prices as on your contract note

Position size

Holdings

StockQtyAvg costCloseDayP&L ₹P&L % RDaysWeight Stop To stopQuantoMark / SignalAction

Closed trades

StockBoughtSoldDaysCost ₹Proceeds ₹ P&L ₹P&L %RAdds

All trades × twice to delete a wrong entry

DateStockSideQtyPriceChargesNote

Import holdings ?

StockQtyAvg costValue ₹

Money in / out ?

DateTypeAmount ₹Note

Settings

Rules from the 2007-2021 backtests: buy the full position on a BUY signal; sell on a SELL signal or (stock by stock since 10 Nov 2026: no market exit, NIFTY shown for information only); a 25% trailing stop was the only stop that did not hurt. Plan A adds +30% at +10% and +20% at +20% above the first buy while the BUY rules still hold. Data are saved in db\portfolio.sqlite with a backup after every change (backup\portfolio).

Scan run a formula over many stocks on one day; the LAST line is the condition (not 0 = found)

Results

Run a scan.

Watchlists

StockAddedPrice thenCloseChangeQuantoMarkSignal StageTrend templateFrom highVolume 5d / 50d Flags
Near pivot = within 3% of the 52-week high and the 5-day average volume below 70% of the 50-day average (quiet just under the high: watch for a breakout on volume). Add stocks from scan results or with the "+ Watch" button on a stock chart.

Strategy EasyLanguage · long only · one position per stock

Orders: Buy ("name") next bar at market; Buy next bar at Highest(H, 20) stop; Buy next bar at C * 0.98 limit; Sell ("name") next bar at market; Sell next bar at EntryPrice * 0.9 stop; Sell this bar on close; · built-in exits (always on when written outside an "if"): SetStopLossPct(8); SetProfitTargetPct(25); SetTrailingPct(25); (% of the entry price / of the highest high since entry), or TradeStation style in Rs per share: SetStopLoss(20); SetProfitTarget(50); SetBreakEven(10); SetDollarTrailing(30); SetPercentTrailing(20, 30); (prices are split-adjusted, so the % versions are safer over long history) · state: MarketPosition (0 / 1), EntryPrice, BarsSinceEntry · data: O H L C V, Close of Data2 (NIFTY 50), RTMark (missing on days the stock was not ranked) · all indicator functions and Inputs / Vars work as in the formula builder. An order placed at a bar's close is valid for the next bar only. Plot1(x, "Rank") sets the portfolio priority (highest first); otherwise QuantoMark on the signal day.

Test on one stock

SignalBoughtPrice SoldPriceDaysResultExit

Test as a portfolio

YearStrategyNIFTY 50 TRIDifference

Portfolio trades

StockBoughtPrice SoldPriceResultP&L ₹RankExit
Costs 0.12% per side + slippage (0.10%, or 0.20% for stocks under ₹20 cr daily value); no tax. Equal weight (equity / max positions). A trade that does not fit (portfolio full) is skipped. Each stock is tested only with data up to the end date. 2007-2021 = development period; 2022-2026 = hold-out.

Review

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Trades click 📝 to tag a trade · rule check is automatic

StockBoughtSoldResult Worst dipBest run Gave backEntry checkExit check SetupMistakes★

By setup closed trades

SetupTradesWinAvgAvg RTotal ₹

Cost of mistakes

MistakeTradesResult ₹

Contribution

Stock₹

By sector

Sector₹

Monthly returns my portfolio vs NIFTY 50 TRI

MonthMeNIFTYDifference

Capital gains tax ESTIMATE · FIFO · check with your CA

YearShort-termLong-termTaxable STTaxable LTTax est.
Short-term (held ≤ 12 months) 20%; long-term 12.5% above ₹1.25 lakh a year (rates from 23 July 2024). Buy charges added to the cost, sell charges taken from the proceeds. Short-term losses are set off against long-term gains in the same year; no carry-forward; no surcharge / cess. Splits and bonuses are handled with the adjustment factors.

Ready lists

RankStockCloseQuantoMark SignalStageSector
Best = BUY or HOLD signal and QuantoMark 80+. Breakouts = close above the highest high of the 50 days before. Under ₹100 = ranked (liquid) stocks with a close below ₹100. NIFTY 50/100/200 and F&O lists: Ranking tab.

Price alerts checked after each evening update (end of day, not live)

StockWhenPriceClose DistanceStatusNote

Fundamental screener

StockClose QuantoMarkSignalMkt cap ₹ crPEP/B ROED/EMarginSales gr. YieldIndustry
All NSE company stocks that traded in the last 10 days, with fundamentals from Yahoo Finance (unofficial; about 600 stocks are refreshed each evening, so each stock about once a week). Not-ranked stocks are too illiquid to rank: their QuantoMark is measured against the ranked stocks, and they get no BUY/SELL signals. Click a column title to sort. ! = Yahoo's price differs from ours by more than 5% (check the numbers). Undervalued = PE ≤ 20 and profitable · High dividend = yield ≥ 2% · Growth = sales and profit growth ≥ 10% · Low debt = D/E ≤ 0.5 · Quality = ROE ≥ 15% and D/E ≤ 0.5. Information only: fundamentals were not tested in the system.

Compare stocks 2 to 4 stocks side by side

Calendar

📊 = results / board meeting (number = QuantoMark) · 💰 = ex-dividend (₹ per share; buy before this date to get the dividend) · ★ = you hold it. From the NSE event and corporate-action files of the evening update.

Calculators

SIP (monthly investment)

Lump sum (compound)

CAGR (return per year)

Market pulse

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Market mood

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Movers

Liquid (ranked) NSE stocks only, split/bonus-adjusted closes. Click a stock to open its chart.

52-week highs and lows

New 52-week highCloseTodayQuantoMarkSignal
New 52-week lowCloseTodayQuantoMarkSignal

Volume shockers today's volume at least 2× its 10-day average

StockCloseVolume ×TodayQuantoMarkSignal

Sector heat map tile size = traded value · colour =

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Sectors = NSE tags (about 750 stocks); other ranked stocks are in "No sector tag". The 20 biggest stocks (by traded value) per sector are shown.

NIFTY 50 and market breadth share of liquid NSE stocks

Background on the NIFTY chart: green = confirmed uptrend, amber = under pressure (4+ distribution days), red = correction / rally attempt. Red dots = distribution days (down ≥ 0.2% on higher volume), green arrows = follow-through days (rally day 4+, up ≥ 1.25% on higher volume). Purple line = 200-day average (the tested system rule). The pulse is our own mechanical O'Neil-style version and is NOT backtested: information only; index volume exists from 2012.
Breadth: % of ranked stocks with 4–5 MA points (healthy trend), above their 50-day average, and with a rising RS200 slope; new 52-week highs minus new lows.

Sector indices return vs NIFTY 50, best 3 months first

Sector index1M3M6M>200dQuadrant
Quadrant (RRG style): RS-ratio = sector ÷ NIFTY vs its 63-day average; RS-momentum = change of that ratio over 21 days. Leading = strong and getting stronger; Weakening = strong but fading; Lagging = weak; Improving = weak but getting better. Tails on the chart = the last 5 weeks.

Stock sectors ranked stocks on the last day, by average QuantoMark

SectorStocksAvg QuantoMarkBUY+HOLDStage 2
NSE sector tags exist for about 750 stocks (current Total Market list).