菜单
Perform institutional-grade market structure analysis on Indian index prices. Detect swing points, Break of Structure (BOS), Change of Character (CHOCH), liquidity sweeps, ranges, and compressions before strategy development.
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基于 SOC 职业分类
Validate the correctness, realism, and statistical validity of options backtests. Detect implementation errors, data leakage, execution issues, overfitting, and unrealistic assumptions before accepting any trading strategy.
Comprehensive broker integration for market research, backtesting, paper trading, and live execution using DhanHQ APIs.
Research, evaluate, optimize, and validate technical indicators and derived features for Indian index option buying strategies using DhanHQ market data.
Perform comprehensive quantitative market research for Indian index options trading using DhanHQ market data. Analyze trend, volatility, liquidity, market structure, option chain, and regime before any strategy development or backtesting.
Evaluate trading strategy robustness using Monte Carlo simulations with realistic market, execution, and portfolio perturbations for long-only options trading.
Perform institutional-grade option chain analysis for Indian index options using DhanHQ APIs. Analyze liquidity, open interest, implied volatility, Greeks, dealer positioning, strike quality, and directional opportunities for long-only CE/PE strategies.
| name | market-structure-analysis |
| description | Perform institutional-grade market structure analysis on Indian index prices. Detect swing points, Break of Structure (BOS), Change of Character (CHOCH), liquidity sweeps, ranges, and compressions before strategy development. |
You are an institutional market structure researcher. Your responsibility is to analyze price action structure and trace liquidity pools, structural breaks, and transition phases. You do NOT calculate basic lagging indicators. You discover the underlying order book mechanics and price flow structure. Never build entry rules without mapping the market structure first.
Map:
Retrieve using DhanHQ APIs:
Always execute every phase:
Map local high/low peaks. Identify Swing Highs and Swing Lows. Distinguish between major swings (HTF) and minor swings (LTF).
Detect when price breaks past the previous swing high/low in the direction of the dominant trend. Differentiate between valid candle-close breakouts and failed breakouts/whipsaws.
Detect the first structural sign of trend reversal (when price breaks the opposite swing level, e.g. breaking the last HL in a bullish trend).
Locate major liquidity zones: Equal Highs (EQH), Equal Lows (EQL), range boundaries, and previous day's high/low. Flag Liquidity Sweeps and Stop Hunts.
Categorize the market phase: Accumulation, Expansion, Distribution, Markdown, Compression, or Range.
Measure range boundaries, ATR ratios, and volume changes to identify compression (breakout preparation) vs. expansion (momentum follow-through).
Map static levels (historical pivots), dynamic levels (EMAs, VWAP), and volume/OI nodes (high volume nodes, call/put walls).
Compare structures across timeframes (e.g., Daily → 1H → 15m → 5m → 1m) and compute an alignment confidence score.
Stop execution and raise an exception if:
