Risk Disclaimer

Nothing here is investment advice

QuaTick is software. It is not a broker, not an investment adviser, not a research analyst and not a portfolio manager. Nothing on the platform — no indicator, screener result, signal, marketplace listing, backtest report, heatmap or piece of educational content — constitutes a recommendation to buy, sell or hold any instrument, or an opinion on whether any instrument is suitable for you.

Decisions about what to trade, how much to risk and when to stop are yours alone. If you need advice, consult a professional licensed to give it in your jurisdiction.

Market risk

Trading in equities, futures, options, commodities, currencies and cryptocurrencies carries a substantial risk of loss and is not suitable for every investor. Prices can move sharply against a position, gap through a stop-loss overnight or during a news event, and become illiquid precisely when you most want to exit.

In leveraged instruments — futures, options writing, margin and perpetual swaps — losses can exceed your initial capital and you may be required to deposit additional margin at short notice or have positions closed out at an unfavourable price. Only risk capital you can afford to lose entirely.

Backtested results do not predict future performance

A backtest is a simulation over historical data. It is a useful filter for obviously broken ideas, not a forecast. Every backtest is subject to limitations you should assume are present unless you have specifically ruled them out:

• Hindsight bias — a strategy tuned until it fits past data often fits nothing else.
• Slippage and partial fills — real orders do not always fill at the simulated price, particularly in illiquid strikes or fast markets.
• Costs — brokerage, exchange fees, statutory taxes and the bid-ask spread reduce real returns relative to a gross simulation.
• Candle-close assumptions — bar-based backtests can imply fills that intraday price action would not have produced. Tick-level replay reduces this but cannot eliminate it.
• Survivorship and data quality — historical series may exclude delisted instruments or contain corrections, splits and adjustment artefacts.
• Regime change — a strategy that worked in one volatility regime can fail immediately in another.

Automation failure modes

Automated strategies do exactly what you configured, including when that is not what you intended. Specific things that can and do go wrong:

• A logic error in a strategy can place unintended orders repeatedly and quickly.
• Broker API outages, rate limits, latency or expired sessions can prevent an entry or, worse, an exit from reaching the market.
• Exchange halts, circuit limits and freeze quantities can block an order that the strategy believes has been placed.
• Market data errors or gaps can trigger a condition that real prices never met.
• A stop-loss instruction is not a guarantee of exit at that price; in a gap or a fast market it becomes a market order at whatever price is available.
• Infrastructure failures on our side or on your broker's side can interrupt a running bot.

How to reduce your exposure to these risks

• Paper trade a strategy against live data before committing capital, and compare paper results with the backtest.
• Start with the smallest size that is meaningful, and scale only after the strategy behaves as expected in live conditions.
• Always set a daily loss cap and a maximum position count, and use auto square-off for intraday systems.
• Monitor your positions. Automation is not a reason to stop looking at your book.
• Keep enough margin buffer that a normal adverse move does not trigger a forced liquidation.
• Verify positions directly with your broker if anything looks inconsistent.

Market data accuracy

Quotes, option chains, Greeks, implied volatility, open interest, screener results and historical candles are sourced from brokers, exchanges and third-party providers. Values may be delayed, incomplete, corrected retrospectively or wrong. Greeks and implied volatility are model outputs whose values depend on inputs and assumptions. Do not treat any figure on the platform as an authoritative record — your broker and the exchange are the record of truth for your account and for prices.

Third-party and community content

Marketplace indicators, strategies, bots, overlays, signals, courses and blog posts may be published by third parties. We do not verify their profitability, correctness or suitability. Ratings and install counts reflect community activity, not an endorsement. Read the source, understand the logic and backtest it yourself before trading anything you did not write.

Regulatory responsibility

Algorithmic trading in India operates within a framework set by SEBI and the exchanges, under which your broker is responsible for registering and approving the algorithms routed through them. It is your responsibility to comply with your broker's requirements and with the rules applicable in your jurisdiction. Requirements change; confirm the current position with your broker before automating live size.

No guarantee of results

QuaTick makes no representation that using the platform will be profitable or will avoid losses. Any performance figures, testimonials or example results shown on the site are illustrative and are not a promise of similar outcomes. Past performance, whether real or simulated, is not indicative of future results.