COMMAND COVERAGE — observed MTQuant workflow versus QuantStudio

WORKING
Multi-Leg / Strategies: saved portfolio grid, enable/disable, search, sort and drag-to-group.
Add Portfolio: 1–24 option legs, CE/PE, buy/sell, lots/units and current product multiplier.
Strike selection: ATM steps, ATM points, fixed strike, premium, model delta and straddle width.
Expiry: nearest/next/third/fourth available expiry. Imported expiry-month/fixed-date restrictions are displayed in the leg editor; selecting a rank replaces them. Imported commodity CM selects the nearest unexpired monthly contract, rolling forward after expiry.
Edit: validates and persists configuration. Make Copy: persists an independent copy. Clone: opens an editable unsaved copy.
Delete portfolio: confirmation removes the library record; the previous library is backed up on write. Historical reports stay intact.
Mark Completed / Reset: persisted library flags; reset enables the portfolio for another run.
ReExecute: portfolio SL/target cycle counts, shared count cap, delay/cutoff and per-leg cost/immediate re-entry.
MTQuant import profile: SL/target triggers share the saved re-execution count; zero-delay restarts use the same snapshot.
Payoff: explicit-strike, explicit-premium expiry payoff calculator. It requires actual strikes for relative-selection portfolios.
Chart: saved result's cumulative equity and detailed report.
Execution Parameters: entry/exit times, weekdays, DTE and re-entry cutoff. Initial entries follow the configured ORB/momentum conditions and quote policy before Exit Time; there is no automatic five-minute initial-entry cancellation. SL, re-entry and exit rules retain their existing timing.
Low-premium carry: an open NFO/BFO/MCX option leg with a latest recorded positive premium strictly below Rs 0.40 retains that quote until a newer tick arrives. Exactly Rs 0.40 is excluded. Close at the configured exit or an existing risk exit, not immediately on reaching a low price. This exception does not relax entry/re-entry freshness or other stale-price rules. Reports retain the actual source quote time and disclose carried exits; normal costs apply.
Range Breakout: observed option-premium range breakout.
Wait & Trade: option-premium momentum gate.
Target Settings: portfolio target and stepped profit lock.
Stoploss Settings: amount/premium-percent portfolio stop, breach wait, warm-up, losing-only close, trail-to-cost and leg step trailing.
Exit Settings: all-leg exit on a leg risk trigger, intraday scheduled exit.
Costs & Data: points/percentage slippage, fee per side, quote-age/gap policy, Off/Strong risk quotes, recorded-futures/synthetic MCX reference and modeled-delta assumptions.
Run Backtest: single portfolio or combined basket with shared daily risk and parallel day workers.
Cancel: stops further day scheduling; already scheduled days finish and are saved in a cancelled result.
Positions / Order Book: actual simulated closed fills from a selected saved run.
Backtest Results: saved reports, CSV, result JSON export, native result import, archive and restore.
Import/Export portfolios: QuantStudio JSON, plus review-and-accept compatible AlgoTest/StraddleLab/Stoxxo mappings.
MTQuant PORT V2 import: reviewed relative-strike MCX profiles, leg percent/point stops and targets, explicit expiry policy, per-record review, source archive and duplicate protection. Unknown active rules block saving the entire file.
MTQuant comparison: saved-reference case table and detailed trade differences, available in Backtest Results.
Repaint: reload portfolio/data/report metadata. Portfolio/Legs switch: expands configured leg details.
Logs: level filter, text search, copy, export and clear.
User Settings: own login, password change, native Browse controls for historical data and result storage, Save locations, and data catalog status/refresh. Saving validates the catalog and result-folder write access and applies both paths immediately without a restart. Active backtests/data reads block location changes. Existing reports remain accessible in their original folders; login and strategies stay in state.

DIFFERENCES / NOT IMPLEMENTED
This is not a complete one-for-one MTQuant replacement yet.
The reviewed Strong profile includes causal stream and per-leg price-jump filters. Dynamic slippage and other vendor protection modes are not reproduced.
Dynamic hedge, arbitrary indicator/strategy scripting, positional carry and broker-side execution settings are not implemented in this UI.
Live Greeks refresh, portfolio auto-enable scheduler, parked portfolios and MTQuant's proprietary result format are not implemented.
PORT V2 support is limited to reviewed mappings. Protected files and the supplied C15 move-to-cost preset remain unsupported.
Supported native result import validates daily/trade P&L; it does not include the separate intraday stream.
Historical lot-size schedules are not applied automatically.
Underlying cash-stock backtests and NIFTY 50 constituent stocks are not included in this options engine.
Same-second ordering, data gaps, strike availability and slippage can differ from MTQuant.
Paired saved MTQuant v1.0.2.114 reports: 30/30 CRUDEOIL portfolio/date cases match all tested trade fields across five dates, totaling 180 trades and INR113,980. The original seven differences are resolved. Reference: FreakProtect Strong, dynamic slippage Off. Other dates, strategies, intraday equity/drawdown and current v1.0.2.115 remain uncertified.
Fresh reference comparison (11-Oct-2026): six CRUDEOIL portfolios over 01-Oct-2023 through 09-Oct-2026 have 7,272 exactly matching trade rows out of 9,330 reference rows. Full-period parity is not achieved; entry/exit and session coverage differences remain. Expiry matching is limited to month/day because the reference export omits its year. See Backtest Results > Reference comparison for the latest case details; the earlier five-date comparison is archived separately.

Live execution is intentionally excluded as requested.

Integrated data downloader: User Settings > Download historical data. Browse to
an exact data folder, choose dates/symbols and Start download. Safe Stop,
catalog-only update, automatic catalog merge/load and resume are supported.
The same folder holds ticks, _state and dataset_catalog.csv. Keep _state.
Downloads block backtests and data reads until all catalog updates finish.
VIX is a bundled historical snapshot or an authorized D99 export, not live feed.

Strategy Tags (12 Oct 2026): Strategies shows one row per tag. Add/rename/delete tags; DEFAULT cannot be removed. Multi-Leg tag selectors, tag filtering and drag-to-group link to the portfolio editor. Imports retain tags or use DEFAULT. Deleting a custom tag moves portfolios to DEFAULT after confirmation.
Max Profit / Max Loss: enter positive rupee values in Strategies and Save limits. 0 disables. Daily realized + open P&L of included same-tag portfolios triggers exits for that tag, blocks new entries/re-entry until next day, and leaves other tags running. Per-portfolio and global basket rules also apply. Run settings are snapshotted. Tag Risk report tab and risk_events.csv show actual triggered events/fills.

Index movement entry: Execution Parameters > Wait for index movement before entry. Set points and Either side / Up only / Down only. Set Spot monitoring time independently (Use 09:15 or type a custom time). Uses SPOT at monitoring time; entry waits until both the index threshold and strategy Start Time have passed. A threshold hit before Start Time latches, with ATM/strike selection and Wait & Trade / ORB starting at Start Time. Later triggers activate immediately before SqOff. No hit means no trade. Default off; NSE/BSE indices only. Baseline and trigger evidence is saved in trade/daily reports.
