16 Aug 2026
Candlestick patterns need context
Why a raw candlestick scan returns noise, the three context filters that make patterns tradable — location, trend, volume — and NSE scans with each filter built in.
Read the guide →Guides to the setups the scan library is built from — what each one means, when it works, and how to test it before trusting it. Every article ends in a scan you can run.
16 Aug 2026
Why a raw candlestick scan returns noise, the three context filters that make patterns tradable — location, trend, volume — and NSE scans with each filter built in.
Read the guide →16 Aug 2026
How Chartink's offset-comparison formulas map to Sift's event operators — with side-by-side translations of the crossover, the streak, the N-day high and the volume multiple.
Read the guide →16 Aug 2026
What the 1, 5 and 20-day columns in a hit-rate table actually measure, why hit rate and payoff must be read together, and the three numbers that expose a scan that only looks good.
Read the guide →16 Aug 2026
Connect Claude Code or any MCP client to 30 years of NSE end-of-day data: run screener scans in plain English, backtest them in the same conversation, and save the ones that work.
Read the guide →15 Aug 2026
The research behind buying stocks at 52-week highs, the overhead-supply logic, the entry variants, and ready-made NSE scans for each — with the failure modes stated plainly.
Read the guide →15 Aug 2026
Why volatility contraction predicts expansion, how to measure a squeeze with band width, the NR7 alternative, and ready-made NSE squeeze scans with the breakout confirmations.
Read the guide →15 Aug 2026
The five capabilities that separate stock screeners — historical replay, event conditions, delivery data, data depth, and an API — and how to evaluate any screener against them.
Read the guide →15 Aug 2026
What delivery percentage measures, why it's unique to Indian markets, how to read it against a stock's own baseline, and the scan patterns that turn it into signal.
Read the guide →15 Aug 2026
What the 50/200-day crosses actually mark, why they fire late by design, the whipsaw problem in sideways markets, and how to check their hit rate on NSE stocks.
Read the guide →15 Aug 2026
A five-step method for testing any screener scan against history: pick a horizon, replay the signal, read hit rate and payoff separately, and the three biases that fake good results.
Read the guide →15 Aug 2026
What the OHL strategy actually measures, why open = low is a buy signal, and how to run both sides of it across the NSE — free, on end-of-day data.
Read the guide →15 Aug 2026
Why most RSI-below-30 scans return falling knives, the trend filter that fixes them, the RSI levels that matter in trending stocks, and four ready-made NSE scans.
Read the guide →15 Aug 2026
A working swing-trading screen in three filters: trend, setup, trigger. How to build it for NSE stocks, which scans express each stage, and how to check the screen actually works.
Read the guide →15 Aug 2026
Why volume is the one input that can't be faked, what 2× average volume actually implies, and three ready-made NSE volume breakout scans you can run and backtest.
Read the guide →