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Frequently asked questions and troubleshooting tips

Getting Started

Common Issues

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Getting Started

Creating your first strategy is simple:

  1. Sign up or log in to your account
  2. Describe your trading idea in plain English (e.g., "Buy when RSI < 30")
  3. Select a ticker from the dropdown
  4. Use the auto-populated dates and parameters or customize them
  5. Click "Execute Strategy"

The entire process takes less than a minute!

No programming knowledge required!

Our AI handles all the code generation. Simply describe your strategy in natural language:

  • "Buy when price crosses above 50-day moving average"
  • "Sell when RSI exceeds 70"
  • "Use Bollinger Bands for entries and exits"

The AI translates your ideas into working Python code automatically.

We provide comprehensive historical data for NSE stocks including:

  • Adjusted OHLCV data: Open, High, Low, Close, Volume
  • Corporate actions: Splits and dividends adjusted
  • Date ranges: Varies by ticker (typically 5-10+ years)
  • Major stocks: RELIANCE, TCS, INFY, HDFC, and many more

The system automatically shows available date ranges for each ticker.

Your strategy limit depends on your subscription tier:

  • Free: 50 strategies
  • Tier 1: 200 strategies (₹999/month)
  • Tier 2: 500 strategies (₹1999/month)

Tip: Use the "Reuse" feature to test saved strategies on different tickers without consuming your quota!

Common Issues & Gotchas

Problem: You're trying to backtest outside available data range.

Solution:

  • Each ticker has different data availability (check metadata)
  • Use the auto-suggested dates that appear when you select a ticker
  • Don't select future dates or dates before data exists
  • System automatically validates and shows valid date ranges

Tip: Let the auto-populate feature fill dates for you!

Problem: Backtest runs but shows 0 trades.

Common causes:

  • Too restrictive conditions: Your entry/exit thresholds may never trigger
  • Conflicting signals: Buy and sell conditions contradict each other
  • Short time period: Not enough time for signals to generate
  • Incorrect indicator periods: E.g., 200-day MA on 100 days of data

Solutions:

  • Loosen your thresholds (e.g., RSI < 40 instead of < 20)
  • Use longer backtesting periods (1+ years)
  • Simplify your strategy description
  • Check the generated code for logic errors

Problem: Strategy shows negative returns or poor metrics.

This is normal! Not all strategies work. Here's what to do:

  • Iterate: Modify your strategy logic and test again
  • Try different tickers: Same strategy may work better on different stocks
  • Adjust parameters: Tweak indicator periods or thresholds
  • Check drawdown: Even profitable strategies need manageable risk
  • Test across time periods: Bull vs bear markets behave differently

Remember: Backtesting helps you learn what doesn't work - that's valuable!

Problem: AI couldn't generate valid code from your description.

Solutions:

  • Be more specific: Include exact thresholds and conditions
  • Use standard terminology: RSI, MA, Bollinger Bands, MACD, etc.
  • Simplify: Break complex strategies into steps
  • Provide examples: "Like a mean reversion strategy"
  • Check for typos: Misspelled indicator names can confuse the AI

Good: "Buy when RSI(14) < 30 and price > 50-day MA"

Bad: "Buy low sell high momentum thing"

Problem: Strategy takes too long to execute.

Causes & Solutions:

  • Complex calculations: Simplify indicator combinations
  • Very long time periods: Use 1-3 years max for initial tests
  • Server load: Try again during off-peak hours
  • Network issues: Check your internet connection

Typical execution: 5-15 seconds. If > 30 seconds, refresh and retry.

Problem: Your strategy library appears empty or strategies are missing.

Solutions:

  • Check login: Make sure you're logged into the correct account
  • Refresh page: Sometimes cache needs clearing (Ctrl+F5)
  • Browser cookies: Ensure cookies are enabled for authentication
  • Account issues: Contact support if strategies are genuinely missing

All strategies are safely stored in the database and tied to your account.

Understanding Metrics

Sharpe Ratio measures risk-adjusted returns - how much return you get per unit of risk.

  • > 2.0: Excellent (very good risk-adjusted returns)
  • 1.0 - 2.0: Good (decent risk-adjusted returns)
  • 0.5 - 1.0: Acceptable (moderate efficiency)
  • < 0.5: Poor (too much risk for the returns)

Higher is better. A strategy with 15% return and Sharpe 1.8 is often better than 25% return with Sharpe 0.6.

Max Drawdown is the worst peak-to-trough decline in portfolio value during the backtest period.

Example: If your portfolio went from ₹10,000 to ₹12,000, then dropped to ₹9,000, max drawdown is -25% (from ₹12,000 peak).

  • -5% to -10%: Very low risk, conservative
  • -10% to -20%: Moderate risk, acceptable for most
  • -20% to -30%: High risk, requires strong conviction
  • > -30%: Very high risk, psychologically difficult

Lower (less negative) is better. This tells you the worst loss you'd have had to endure.

Win Rate is the percentage of profitable trades out of total trades.

Important: Win rate alone doesn't determine profitability!

  • 50%+ win rate: Generally good, but check average win vs loss size
  • High win rate (>70%): May have small wins and large losses
  • Low win rate (<40%): Can still be profitable if wins are much larger than losses

Focus on: Win Rate × Average Win Size vs Loss Rate × Average Loss Size

Still need help?

Our support team is here to assist you

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