nse-vcp-screener

Name: nse-vcp-screener
Author: ajeeshworkspace

48stars41forks

How to install nse-vcp-screener?

ajeeshworkspace/indian-trading-skills/nse-vcp-screener

$npx -y skills add ajeeshworkspace/indian-trading-skills --skill nse-vcp-screener

Installs into the current project.

Summary

Screen Nifty 500 stocks for Mark Minervini's Volatility Contraction Pattern (VCP) — identifying Stage 2 uptrends with tightening price ranges and declining volume before potential breakouts. Use this skill when the user requests VCP screening, Minervini-style setups, Stage 2 brea

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SKILL.md

1	# NSE VCP Screener
2
3	## Overview
4
5	This skill screens Indian stocks (Nifty 50/200/500) for Mark Minervini's Volatility Contraction Pattern (VCP). The VCP identifies stocks in Stage 2 uptrends that are forming tightening bases with declining volume — the classic setup before a potential breakout.
6
7	The screening pipeline has 3 phases:
8	1. Pre-filter: Quick quote-based filtering to eliminate obvious non-candidates
9	2. Trend Template: Apply Minervini's 7-point Stage 2 criteria using 260-day histories
10	3. VCP Detection & Scoring: Pattern analysis with 5-component composite scoring
11
12	## Data Source
13
14	This screener uses yfinance with `.NS` suffix for NSE stocks and the niftystocks package for stock universe lists. No paid API keys required.
15
16	## Execution
17
18	```bash
19	python3 scripts/screen_vcp.py --universe nifty500
20	```
21
22	### Command-Line Arguments
23
24	\| Argument \| Default \| Description \|
25	\|----------\|---------\|-------------\|
26	\| `--universe` \| `nifty50` \| Stock universe: `nifty50`, `nifty200`, `nifty500`, or `custom` \|
27	\| `--custom-tickers` \| — \| Comma-separated tickers for custom universe (e.g., `RELIANCE,TCS,INFY`) \|
28	\| `--min-contractions` \| `2` \| Minimum number of contractions (2-4) \|
29	\| `--t1-depth-min` \| `10` \| Minimum T1 contraction depth % \|
30	\| `--t1-depth-max` \| `40` \| Maximum T1 contraction depth % \|
31	\| `--contraction-ratio` \| `0.75` \| Each contraction must be ≤ this ratio of the previous \|
32	\| `--min-contraction-days` \| `5` \| Minimum days per contraction \|
33	\| `--lookback-days` \| `120` \| Days to look back for pattern detection \|
34	\| `--breakout-volume-ratio` \| `1.5` \| Minimum volume ratio for breakout confirmation \|
35	\| `--trend-min-score` \| `85` \| Minimum trend template score (0-100) \|
36	\| `--output-dir` \| `reports/` \| Output directory for results \|
37
38	## Workflow
39
40	### Step 1: Execute the Screener
41
42	Run the Python script with desired parameters:
43
44	```bash
45	python3 skills/nse-vcp-screener/scripts/screen_vcp.py \
46	--universe nifty500 \
47	--output-dir reports/
48	```
49
50	### Step 2: Review Results
51
52	Load and review the generated reports:
53	- JSON: `reports/vcp_screener_YYYY-MM-DD_HHMMSS.json` (structured data)
54	- Markdown: `reports/vcp_screener_YYYY-MM-DD_HHMMSS.md` (human-readable report)
55
56	### Step 3: Load References for Interpretation
57
58	```
59	Read: references/vcp_methodology.md
60	Read: references/scoring_system.md
61	```
62
63	### Step 4: Present Top Candidates
64
65	For each top-scoring candidate, present:
66	1. Composite Score (0-100)
67	2. Contraction Structure (T1/T2/T3 depths and durations)
68	3. Volume Pattern (dry-up ratio)
69	4. Pivot Level (breakout price)
70	5. Relative Strength vs Nifty 50
71
72	### Step 5: Actionable Insights
73
74	For the top 5-10 candidates:
75	- Note proximity to pivot/breakout level
76	- Assess if volume is confirming or diverging
77	- Check for upcoming F&O expiry or result season impacts
78	- Identify F&O lot size (if stock is in F&O segment)
79
80	## Scoring System
81
82	The composite score (0-100) weights 5 components:
83
84	\| Component \| Weight \| What It Measures \|
85	\|-----------\|--------\|-----------------\|
86	\| Trend Template \| 25% \| Minervini's 7-point Stage 2 criteria \|
87	\| Contraction Quality \| 25% \| Tightening base structure \|
88	\| Volume Pattern \| 20% \| Volume dry-up ratio \|
89	\| Pivot Proximity \| 15% \| Distance from breakout level \|
90	\| Relative Strength \| 15% \| Performance vs Nifty 50 \|
91
92	## Indian Market Adaptations
93
94	- Universe: Nifty 50/200/500 instead of S&P 500
95	- Benchmark: Relative strength measured vs Nifty 50 (^NSEI) instead of S&P 500
96	- Volatility: T1 depth range widened to 10-40% (vs 8-35% for US) due to higher small-cap volatility
97	- Circuit Limits: Stocks hitting circuits may show false VCP patterns — flagged in results
98	- Liquidity Filter: Minimum average daily volume of ₹1 crore to filter illiquid stocks
99	- F&O Availability: Results indicate whether the stock is in the F&O segment
100
101	## Resources
102
103	### references/vcp_methodology.md
104	Mark Minervini's VCP theory, Stage 2 criteria, contraction rules, and entry methodology adapted for Indian markets.
105
106	### references/scoring_system.md
107	Detailed breakdown of the 5-component composite scoring system with thresholds and examples.

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nse-vcp-screener

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View on GitHub

How to install nse-vcp-screener?

ajeeshworkspace/indian-trading-skills/nse-vcp-screener

$npx -y skills add ajeeshworkspace/indian-trading-skills --skill nse-vcp-screener

Installs into the current project.

Summary

Files · 1

View on GitHub

SKILL.md

1	# NSE VCP Screener
2
3	## Overview
4
5	This skill screens Indian stocks (Nifty 50/200/500) for Mark Minervini's Volatility Contraction Pattern (VCP). The VCP identifies stocks in Stage 2 uptrends that are forming tightening bases with declining volume — the classic setup before a potential breakout.
6
7	The screening pipeline has 3 phases:
8	1. Pre-filter: Quick quote-based filtering to eliminate obvious non-candidates
9	2. Trend Template: Apply Minervini's 7-point Stage 2 criteria using 260-day histories
10	3. VCP Detection & Scoring: Pattern analysis with 5-component composite scoring
11
12	## Data Source
13
14	This screener uses yfinance with `.NS` suffix for NSE stocks and the niftystocks package for stock universe lists. No paid API keys required.
15
16	## Execution
17
18	```bash
19	python3 scripts/screen_vcp.py --universe nifty500
20	```
21
22	### Command-Line Arguments
23
24	\| Argument \| Default \| Description \|
25	\|----------\|---------\|-------------\|
26	\| `--universe` \| `nifty50` \| Stock universe: `nifty50`, `nifty200`, `nifty500`, or `custom` \|
27	\| `--custom-tickers` \| — \| Comma-separated tickers for custom universe (e.g., `RELIANCE,TCS,INFY`) \|
28	\| `--min-contractions` \| `2` \| Minimum number of contractions (2-4) \|
29	\| `--t1-depth-min` \| `10` \| Minimum T1 contraction depth % \|
30	\| `--t1-depth-max` \| `40` \| Maximum T1 contraction depth % \|
31	\| `--contraction-ratio` \| `0.75` \| Each contraction must be ≤ this ratio of the previous \|
32	\| `--min-contraction-days` \| `5` \| Minimum days per contraction \|
33	\| `--lookback-days` \| `120` \| Days to look back for pattern detection \|
34	\| `--breakout-volume-ratio` \| `1.5` \| Minimum volume ratio for breakout confirmation \|
35	\| `--trend-min-score` \| `85` \| Minimum trend template score (0-100) \|
36	\| `--output-dir` \| `reports/` \| Output directory for results \|
37
38	## Workflow
39
40	### Step 1: Execute the Screener
41
42	Run the Python script with desired parameters:
43
44	```bash
45	python3 skills/nse-vcp-screener/scripts/screen_vcp.py \
46	--universe nifty500 \
47	--output-dir reports/
48	```
49
50	### Step 2: Review Results
51
52	Load and review the generated reports:
53	- JSON: `reports/vcp_screener_YYYY-MM-DD_HHMMSS.json` (structured data)
54	- Markdown: `reports/vcp_screener_YYYY-MM-DD_HHMMSS.md` (human-readable report)
55
56	### Step 3: Load References for Interpretation
57
58	```
59	Read: references/vcp_methodology.md
60	Read: references/scoring_system.md
61	```
62
63	### Step 4: Present Top Candidates
64
65	For each top-scoring candidate, present:
66	1. Composite Score (0-100)
67	2. Contraction Structure (T1/T2/T3 depths and durations)
68	3. Volume Pattern (dry-up ratio)
69	4. Pivot Level (breakout price)
70	5. Relative Strength vs Nifty 50
71
72	### Step 5: Actionable Insights
73
74	For the top 5-10 candidates:
75	- Note proximity to pivot/breakout level
76	- Assess if volume is confirming or diverging
77	- Check for upcoming F&O expiry or result season impacts
78	- Identify F&O lot size (if stock is in F&O segment)
79
80	## Scoring System
81
82	The composite score (0-100) weights 5 components:
83
84	\| Component \| Weight \| What It Measures \|
85	\|-----------\|--------\|-----------------\|
86	\| Trend Template \| 25% \| Minervini's 7-point Stage 2 criteria \|
87	\| Contraction Quality \| 25% \| Tightening base structure \|
88	\| Volume Pattern \| 20% \| Volume dry-up ratio \|
89	\| Pivot Proximity \| 15% \| Distance from breakout level \|
90	\| Relative Strength \| 15% \| Performance vs Nifty 50 \|
91
92	## Indian Market Adaptations
93
94	- Universe: Nifty 50/200/500 instead of S&P 500
95	- Benchmark: Relative strength measured vs Nifty 50 (^NSEI) instead of S&P 500
96	- Volatility: T1 depth range widened to 10-40% (vs 8-35% for US) due to higher small-cap volatility
97	- Circuit Limits: Stocks hitting circuits may show false VCP patterns — flagged in results
98	- Liquidity Filter: Minimum average daily volume of ₹1 crore to filter illiquid stocks
99	- F&O Availability: Results indicate whether the stock is in the F&O segment
100
101	## Resources
102
103	### references/vcp_methodology.md
104	Mark Minervini's VCP theory, Stage 2 criteria, contraction rules, and entry methodology adapted for Indian markets.
105
106	### references/scoring_system.md
107	Detailed breakdown of the 5-component composite scoring system with thresholds and examples.

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