OR: Nifty Regime

NIFTY Regime Engine — Direction × Volatility × Risk

This indicator is a daily regime classification and execution framework for NIFTY options trading.

Instead of relying on price-only signals, the model combines three orthogonal dimensions:

1. Directional Bias

Normalized price displacement from EMA20 using ATR:

Captures trend strength in volatility-adjusted terms
2. Volatility Regime (RV Ratio)

Short-term vs long-term realized volatility:

Identifies compression (breakout risk)
Identifies expansion (active trend phase)
3. VIX-Based Position Sizing

India VIX is used to dynamically scale exposure:

Reduces size in high-volatility regimes
Eliminates trades in extreme conditions
What this solves

Most retail option systems fail because they:

Trade direction without understanding volatility
Sell premium in compressed regimes before expansion
Ignore position sizing entirely

This engine addresses those gaps by combining:

Direction + Structure + Risk

Outputs
Regime classification (Bullish / Bearish / Range / Breakout Risk / Skip)
Recommended position size (lots + %)
ATR-based strike mapping
Max loss estimation
Visual dashboard + alerts
Use case

Designed for:

Credit spread traders
Iron condor strategies
Systematic NIFTY option sellers

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