FNOTrader AI Access — capabilities
Everything the backtest engine supports. Use it two ways: visually in the
Algo app's Strategy Builder, or by connecting Claude (or any MCP-capable AI)
and describing strategies in plain English — same engine, same features, same results.
Data: NIFTY 2021-05-28 → today · SENSEX 2023-05-15 → today · BANKNIFTY 2024-09-30 → today · 1-minute bars · strikes ATM±10 · weekly & monthly expiries
Markets & data
- NIFTY (from 2021-05-28, ~5 years), SENSEX (from 2023-05-15), BANKNIFTY (from 2024-09-30) — extended daily
- 200+ single-stock option underlyings (RELIANCE, HDFCBANK, TCS…) with real per-stock lot sizes — recent history (from 2026-06-18), growing every day
- 1-minute resolution: option OHLC, OI, IV, spot OHLC, Black-76 greeks/delta
- Strikes: ATM ± 10 (ATM, OTM1..OTM10, ITM1..ITM10) or absolute strikes
- Expiry per leg: current weekly, current monthly, next weekly, next monthly — resolved from real historical expiry calendars
- All timestamps IST; intrabar SL/target touch fills (live-accurate) or close-only mode
Strategy building blocks
- Any number of legs: BUY/SELL × CE/PE, per-leg quantity (contracts or lots) and expiry
- Strike selection per leg: relative distance, absolute strike, closest-to-delta (e.g. 0.25Δ), premium-closest (e.g. nearest ₹100), max-OI walls (rank ± offset), straddle-premium distance, % of spot
- Entry window + square-off time; run only on chosen weekdays (mon..sun)
- DTE filters (e.g. only 1-3 days to weekly expiry, or expiry day only)
- Gap gate: skip days that open beyond ±X% (up, down, or either)
- Overnight hold / BTST mode; overnight protection hedges (6 methods)
Risk management
- Per-leg stop-loss & target — 8 trigger types: % of premium, premium points, spot move (any/up/down), ₹ PnL, ATR-multiple, delta threshold
- Ladder exits: multiple SL/target rungs, each closing a % of remaining qty with its own optional action
- Trailing SL per leg (trigger %, step %, optional profit lock) and combined trailing across the basket
- Combined (basket) SL/target in ₹ — single trigger, ladders, or condition lists (OR/AND)
- On-hit actions: re-execute the same leg (re-entry up to N times with wait), close whole strategy, close & re-enter the strategy, move SL to cost
- Adjustment rules simulated per bar: roll the tested side in/away, with min-gap, max-rolls, cooldown
- Max-lots cap, friction model: flat ₹ per order + slippage % per side
Conditional entries & exits
- Entry/exit condition objects (19 types) or free-form expressions
- Expression language with ~120 identifiers: EMA/SMA/RSI/ATR/VWAP/Supertrend/MACD/Bollinger, 4 pivot families (classic/camarilla/fibonacci/central), OHLC & previous-day values, IV, delta, OI and their _CHG/_FROM_OPEN/_FROM_PREV_CLOSE variants, TIME, option references (ATM_CE, OTM2_PE, LEG1...)
- Multi-timeframe spot/future instruments with per-instrument candle buckets
- External signals: upload TradingView-style entry/exit event lists that gate entries (long/short/all)
Results & analysis
- Stats: total/avg PnL, win rate, best/worst day, max drawdown, return % and CAGR on your capital
- Daily PnL series and full trade list with per-leg entry/exit prices and exit reasons
- Persistent history — re-open, compare or delete past runs
- Parameter sweeps: up to 12 variants of one strategy in a single job (e.g. SL 20/25/30/35%)
Mutual funds (research & backtesting)
- Search 10,000+ Indian schemes by name/category with AUM, expense ratio, risk ratios (Sharpe, Sortino, beta, capture) and category ranks
- Full factsheet per scheme: trailing returns 1D→10Y CAGR, 52-week/ATH stats, NAV history span
- SIP backtest: any monthly amount, SIP day and period — invested vs value, XIRR, max drawdown
- Lumpsum backtest: final value, absolute return, CAGR, max drawdown at daily NAV granularity
- Rolling-returns distribution (e.g. every 3-year window since launch): min/median/max, % negative windows
- Side-by-side comparison of up to 6 schemes on identical SIP/lumpsum simulations
- Daily-updated NAVs (34M+ data points, nightly AMFI sync); MF tools are free — no credits
Access, security & billing
- Personal token (rotate/revoke anytime) — backtesting only, live trading is NOT exposed over MCP
- Billing: 1 credit per started year of backtest range (× variants); free weekly allowance for short runs
- Rate limits protect the service; your AI is told exact limits via get_capabilities
Things you can literally ask your AI
“Backtest a NIFTY 09:20 short straddle with 30% SL per leg, square off 15:25, from Jan 2023 to Dec 2025 with ₹20 per order costs.”
“Short strangle OTM3 on SENSEX, combined stop of ₹3,000 that closes everything and re-enters up to 2 times (wait 60s), last 12 months.”
“Iron condor on NIFTY (sell OTM2 CE+PE, buy OTM5 wings) only on Mon/Wed/Thu with 1-3 days to weekly expiry.”
“Sell the CE and PE closest to 0.25 delta at 09:30, trail the SL: start trailing after 20% profit in steps of 5%.”
“Ladder exits: book 50% of the position at 25% profit and the rest at 50% profit, SL 30%.”
“Buy an ATM CE when EMA(9) crosses above EMA(21) on 5-minute candles and RSI(14) > 55; exit by 15:15 or at 40% target.”
“Sell strikes at the maximum-OI walls on BANKNIFTY and hold to expiry with a 2× ATR stop.”
“Same straddle but skip any day that gaps more than 0.5% either way, and run it only on expiry day (DTE 0).”
“Run a sweep on my straddle: try per-leg SL of 20, 25, 30 and 40 percent and show me which wins on CAGR and drawdown.”
“9:20 straddle vs 9:45 straddle vs 10:15 straddle on NIFTY for 2024-2025 — which entry time had the best risk-adjusted result?”
“Sell a monthly ATM straddle on the first trading day of each week, hold overnight (BTST on), with basket target ₹5,000.”
“Roll the tested side: if spot comes within 100 points of my short strike, move that leg one strike away (max 3 rolls, 60s cooldown).”
“Take my TradingView signal export and use it to gate entries on a NIFTY ATM CE buy, 35% SL, 1:2 target.”
“Compare my saved 'IC re-enter' strategy across 2024 vs 2025 and summarize which market regime suited it.”
“What did the worst 5 days of my last backtest have in common? Show the trades and exit reasons.”
…and for mutual funds
“Backtest a ₹10,000 monthly SIP in Parag Parikh Flexi Cap from 2019 to today — XIRR and worst drawdown.”
“Compare a ₹5 lakh lumpsum in a Nifty 50 index fund vs Quant Small Cap over the last 5 years.”
“Show the 3-year rolling-returns distribution for HDFC Mid-Cap Opportunities — how often was it negative?”
“Find the largest ELSS funds by AUM and compare their 5-year SIP outcomes on ₹12,500/month.”
“Which flexi-cap funds beat the index fund on both return AND drawdown for the same SIP?”
This page is the overview. Learning the product? Read the full illustrated
Help & User Manual, or the
Feature Guide — every Builder and Backtest feature explained
with when and how to use it. Your AI reads the same material over MCP, so it can compose any
combination of the above.
Connect your AI →