Gulab Bagh Indore, Madhya Pradesh - 452001                                           GSTN : 23AAACQ7173R1ZV                                         CIN : U72900MP2021PTC054536                                   ISO 9001:2015 :- Certificate Number: 305022081052Q

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Pitfalls in Produce, Backrest and Planting Strategies

Creating, back testing, and planting computer- grounded trading strategies is subject to several pitfalls, any of which can beget your strategies to not serve as you had intended or fail to achieve one or further of the objects of your strategies. strategic trading is fleetly changing as a practice and as an assiduity. Models of requests used to write and test trading strategies are innately limited and frequently fail to perform as anticipated. In addition, trading strategies are enforced in software programming law, and no matter how well designed and completely tested, any similar law can have logical crimes and bugs that beget the strategies to malfunction or suggest trades that, if executed, would affect in losses. It's your obligation to completely and meetly test any trading strategic before you emplace it and to continually cover the operation of any stationed trading strategic to insure it's running duly and in compliance with any applicable rules.
(a) Your strategy may be designed on the base of an incorrect understanding of specialized pointers which may not work as anticipated.
(b) Your strategy may contain logical crimes in the way you understand the pointers and comparators.
(c) Crimes may live in the data used for testing your strategic or the applicable model of the request.
(d) Your strategy might appear to succeed in a back testing terrain using literal data, but fail when using live data.
(e) Your strategy might appear to succeed with some data sources, but fail when using other data sources in our system.
(f) Your strategy may not achieve the returns you anticipate. There are no guarantees, or indeed prospects, that can be made about the unborn gets of a strategy.

Pitfalls of Engaging in Live Strategic Trading and Affiliated Strategies

QUICK ALGO+ PVT. LTD. and broker (s) allows you to engage in live trading. Engaging in live trading subjects you to (a) the pitfalls associated with trading generally, and (b) the pitfalls associated with live strategic trading using QUICK ALGO+ PVT. LTD.
THE Circumstance of any of the events associated with these Pitfalls, alone or in combination with any of the order Pitfalls described in this exposure statement, could affect in thr loss of all of the Plutocrat you have deposited in the brokarage account you use for live trading grounded on the strategies your write, test and run on QUICK ALGO+ PVT. LTD. losses can Be further Snappily when using strategic trading than other forms of trading. You should QUICK ALGO+ PVT. LTD. with an investment professional. The Pitfalls of trading in general and strategic trading in particular. You use any strategy in live trading at your own threat and it is your obligation to completely and mutely test any trading before you emplace it and countinually Cover the operation of any stationed trading strategy to ensure it is running duly and in compliance with any applicable rules.
In addition to all of the pitfalls described over, live strategic trading is subject to the following types of types of threat.
(i) Back testing Cannot Assure Factual Results. It isn't possible for a computer model to truly prognosticate what might have happed if a strategic-based trading strategy was in play in a live trading terrain. For illustration, the perpetration of such a strategy can itself have an impact on the request, and the model may fail to regard for real - life factors that impact the model. Also, the model may fail to regard for prosecution costs including broker commissions, freights, and trading slippage.
A promising model result doesn't inescapably prognosticate a successful strategy. Prosecution of the strategy and the performance of that law may prove to be insolvable in a live trading terrain. Changes in colorful request factors not provisioned in a model can change, causing a strategy to fail. A back test might be over-fitted to once data, and fail when the strategy is applied to new, live data. Orders that were executed rightly in the back testing terrain may be disallowed or rejected because of colorful reasons egg periphery demand, illiquid stocks etc causing the strategy to fail or else not perform as anticipated. Attempts to produce, exit, or cancel orders might fail, or might affect in unanticipated issues. Also, your strategy might not handle request conditions that cannot be nicely anticipated, i.e., a “ flash crash” or an exchange outage. These request conditions, by description, won't have been tested.
(ii) The applicable request might fail or bear suddenly. Request centers in which you seeking to apply your trading strategy may fail or bear inaptly because of specialized reasons relating to structure, connectivity, and analogous factors.
Your strategy might suffer from adverse request conditions. Those conditions can include lack of liquidity, and abrupt and unwarranted price swings. Also possible are late request openings, early request conclusions, request chaos, and mid-day trading pauses, and other similar disruptive events.
(iii) Your broker may witness failures in its structure, fail to execute your orders in a correct or timely fashion or reject your orders.
QUICK ALGO+ PVT. LTD. structure on which you're running your strategy might fail. In addition, indeed if QUICK ALGO+ PVT. LTD. structure or your broker's structure and API are working rightly, the orders may get rejected in error or by design, inaptly execute orders, or induce crimes through unanticipated gets (similar as returning dispatches out of sequence, inaptly admitting orders, or posting incorrect prosecution reports). Still, any losses arise from these pitfalls, QUICK ALGO+ PVT. LTD. If at all. QUICK ALGO+ PVT. LTD. bears no responsibility for this.
(iv) The system you use for generating trading orders, communicating those orders to your broker, and entering queries and trading results from your broker may fail or not serve in a correct or timely manner.
Quiescence (i.e., detainments) within and between your system, as well as those of your broker and the request in which you seeking to affect trades, might beget orders, corrections, and cancels to be placed or not placed in ways that aren't asked. You may admit incorrect information, or be unfit to get information, about your orders, your positions, or request conditions. Incorrect conduct may be taken, or correct conduct may not be taken, because of inaccurate or missing information. In addition, you may be unfit to terminate or edit your strategy.
(v) Time pause at colorful point in live trading might beget unanticipated gets. The time pause between the practicable alert generation time, the time at which you admit the practicable alert, and the time at which you take action on the alert, can beget a delayed order placement in the request, lead to cancellations, and beget you loss (or fail to gain gains) and may deliver unexpected results extensively different from the back test results.
(vi) The systems of third parties in addition to those of the provider from which we gain colorful services, your broker, and the applicable securities request may fail or malfunction. Strategic trading depends on the vacuity of services from third parties in addition to your service provider and your broker.
These, for illustration, include providers of data services, computational services, and network connectivity. The operations of these third parties are beyond all of our reasonable control. Anyhow of the reason for any failure by your broker, the request in which you seek to have trades executed, or these other third parties, we won't have any liability for any similar failure.
Accurate and complete real- time price data is critical for the success of strategic trading. The systems of these data providers could witness failures, crimes, and quiescence, which could affect in missing, incorrect, or banal request data.
(vii) Vicious and felonious conditioning might beget your strategies and strategy to fail or your brokerage account to be compromised.
All computers and networks are subject to vicious “ hacking” attacks and felonious conditioning designed to boost intellectual property, concession tête-à-tête identifiable information, steal finances, or any combination of similar purposes. These attacks might be attacks on a target of occasion or specifically targeted. Each of the colorful systems described above that are necessary for you to engage in live strategic trading is subject to similar attack. Any similar attack could beget the system so attacked to serve inaptly or not at each and could affect in the misappropriation of your intellectual property, the concession of your tête-à-tête identifiable information and particular fiscal information, the theft of your finances and can beget your strategy be misbehave, malfunction or bear aimlessly.

Sample Strategies

Druggies can check the sample strategies handed on the dashboard to understand the working of pointers and how to use them. QUICK ALGO+ PVT. LTD. isn't responsible for any gains / losses passed after planting sample strategies in the request.

Strategy Cautions

Once the strategy is live and an alert is generated grounded on the conditions in the strategy, our systems essay to deliver the alert to the stoner over the internet. By using this service, the stoner acknowledges they understand that the cautions' delivery is dependent on numerous factors similar as the internet connection of the stoner, position, time of the day, garçon cargo, data vacuityetc.
We recommend druggies to be logged in QUICK ALGO+ PVT. LTD., keep it open in their cybersurfer and maintain a fast continued internet connection to their bias to see the stylish cautions delivery.
QUICK ALGO+ PVT. LTD. relies on third party services for request data egg. broker (s) for ticks, etc. However QUICK ALGO+ PVT. LTD. might not be suitable to induce and deliver the practicable cautions on time or at all, If these services are down due to unlooked-for circumstances or witness a down time due to colorful specialized / non specialized issues. Request prices, data and other information available through QUICK ALGO+ PVT. LTD. aren't warranted as to absoluteness or delicacy and are subject to change without notice. System response and account access times may vary due to a variety of factors, including trading volumes, request conditions, system performance, and other factors.
Once a signal is generated, we try to shoot this signal to the stoner's device over the internet. The delivery of these cautions are subject to network conditions of the stoner, internet services and specialized issues.
Accurate and complete real- time price data is critical for the success of strategic trading. Our service providers or systems that give data could witness failures, crimes, pause, and quiescence which could affect in missing, incorrect, or banal request data leading to no / wrong signals ( alert) while driving an alert.
All practicable order cautions are read-only request order cautions, where with a single click the stoner can shoot the order to the exchange. The practicable order cautions are made read-only in order to gain thickness in the stationed and backrest results and to avoid any drastic increase in risk. However, Futures, Currency Futures etc, If on any scrip / instruments similar as Stock., there's high volatility due to news grounded or non news grounded or any academic events/ positions, QUICK ALGO+ PVT. LTD. isn't responsible for advanced slippages. You understand that volatility is the nature of the request.
Upon clicking on steal / sell on the order window, grounded on druggies network speed, a network quiescence can be endured and any rapid-fire clicks on the steal / sell button through same or different windows can lead to multiple order placements. Druggies take full responsibility on making sure the conduct on the announcements are their own conduct and are completely apprehensive of their positions and strategy status when clicking on the steal/ sell button.

Strategy Deployment Cycle / Strategy Cycle

The strategy cycle Entry and separate exit of a strategy is defined as a strategy cycle.
Once a strategy is stationed, the stocks are periodically tracked grounded on the conditions in the strategy. The periodicity with which the request is tracked is the same as the candle interval named by the stoner while back testing the strategy and shown in the strategy summary before deployment. An strategy's ideal life cycle and the tree of events that can do during an strategy's life cycle, called an" strategy cycle", has been explained below

  • Delays for the first entry event as per the entry condition in the stationed section.
  • Once the entry event occurs, an entry signal (buy / sell) is started and an practicable alert is transferred to the stoner.
  • The user can choose to act on the alert by clicking buy / sell or choose to ignore the alert and cancel it (cancelling from the announcement window will terminate the strategy).
  • Still, a request order is transferred to the exchange (NSE), If the stoner has clicked on steal/ sell in the alert.
  • The order will either be successfully placed by the exchange or it might get rejected due to reasons similar as inadequate capital, etc. However, the strategy gets terminated, If the order gets rejected by the exchange. QUICK ALGO+ PVT. LTD. doesn't corroborate the periphery demand, broker (s) determines the periphery demand as all orders are placed on broker.
  • After the successful placement of an order, the strategy incontinently triggers an SL-M order. This is a STOP LOSS order which the stoner can place or cancel. Canceling this order will NOT terminate the strategy and your positions will be open and if your Stop Loss is started latterly, also a announcement is transferred again to the stoner. (If you have formerly placed the SL-M order also if the SL hits first also this order will get executed and the position is unrestricted).
  • The strategy continues to track the stock staying for the exit signal (SL or TP) or exit condition. Grounded on the entry price and the SL and TP probabilities entered by the stoner, the SL and TP prices are calculated which are displayed to the stoner in the Stationed Runner Subsection ENTERED.
  • When the SL / TP price occurs or if the exit condition is met, whichever occurs first, an practicable announcement is transferred to the user again. The stoner can also choose to act on it by clicking buy/ sell or choose to ignore the alert and cancel it ( cancel will terminate the strategy). Note If you cancel the SL or TP alert from the announcement / cautions runner the strategy gets terminated. Still, if you cancel the announcement or alert from the order log in stationed runner, the strategy isn't terminated.
  • Still, a request order is transferred to the exchange (NSE) and the strategy's life cycle is now complete, If the stoner has clicked on buy / sell in the alert.
  • The "strategy cycle" sequence defined over is an ideal sequence and is subject to request conditions and user. Grounded on the user action or request conditions, the sequence might not fully do in the same way as it's intended to, since this sequence may have been intruded due to reasons similar as, the stoner stopping the strategy, order rejection by the exchange, network pause, network error etc.
  • For both intraday and late strategies, the strategy cycle has to be defined by the user during deployment. Depending on the number of strategy cycles, the strategy moves to a' complete' state and is stopped.
  • Perimeters aren't blocked till the stoner acts on the practicable cautions (steal / sell) and the order is transferred to the exchange.
  • The strategy can be stopped by the stoner at any time in the life cycle of the strategy by clicking on the" Stop" button. However, it'll be directly stopped else the stoner will be presented with an option to either stop the strategy by keeping the positions open or to exit positions at request and stop the strategy, If the strategy has not entered a position. The strategy will no longer be tracked and no farther cautions will be transferred to the stoner for the separate strategy.
  • In cases where the user stops the strategy and chooses to keep positions open, the responsibility of closing any and all positions is solely on the stoner, and the stoner will get no cautions for that stationed instrument once the strategy is stopped.
  • For order type MIS, all strategies will be stopped at 320 PM (1130 pm for MCX) and the open positions, if any, will be squared off by the separate broker (Illustration, Zerodha, Angel Broking, 5Paisa) before request close and charges for check by broker is applied.
  • All practicable order cautions transferred to the stoner can be used only formerly and will be active for only 5 twinkles after which the alert expires in the announcement / cautions section. Still, these cautions are practicable in the order log section of the Stationed Runner.
  • All practicable alert orders are request orders and druggies can anticipate price variation from the price at which the alert was started to the price at which the order is placed. Slippages are anticipated to do.
#Note:- Quick Algo + is neither advisory nor brokerage firm we are not giving any tips and recommendation in stock market. We do provide only API Bridge or we have some default strategies which is provide by our partner. We request you to kindly go through with our policies before proceeding further.