The TradeLyser Trading System

Most traders do not fail from a lack of indicators — they fail from inconsistent execution and no structured feedback loop. TradeLyser is built around four connected ideas plus a weekly ritual: Journals, Strategies, Rules, Insights, and the Friday review that ties them together. You can repeat that loop every week without adding new tools.

This framework is built for Indian markets: NSE and BSE session hours, rupee risk per trade, F&O expiry rhythm, and broker sync with platforms retail traders actually use. It is not a signal service or a promise of returns — it is a repeatable process for knowing what you did, whether it matched your plan, and what to change next week.

The weekly loop

Use the interactive loop above as your map. Journals capture what happened. Strategies separate edges so metrics mean something. Rules score whether you followed your plan. Insights — reports and AI — highlight what to verify in review. The weekly review picks one change for next week. Then Monday pre-market notes open the cycle again.

• Monday–Thursday: log trades, tag strategies, run checklist, note rule breaks.
• Friday (15 min): run the weekly-review checklist on synced data.
• First Friday of month: add strategy scorecards and capital allocation.
• Quarterly: edge audit per live tag — retire or resize based on expectancy.

How the five guides fit together

Start with the journals guide if you are new — without honest entries, nothing downstream works. Add the strategies guide when you run more than one setup so win rate stays meaningful. Rules turn your plan into checklists and discipline scores. Insights explain which reports to open on Friday, not every hour. The weekly-review guide is the checklist mentors ask for — run it even on red weeks.

Why Indian session context matters

NSE cash and derivatives share a 9:15–15:30 window but behave differently across opening drive, lunch lull, and close. Expiry Thursdays on index derivatives compress time and raise gamma risk — your methodology should tag those sessions separately. Rupee max-loss per day is easier to respect than abstract percentages when the screen is red at 10:45. Broker auto-sync from Indian APIs removes the Sunday CSV chore that kills consistency.

Core capabilities

Broker auto-sync and CSV import feed a single trade log. The Strategy Board separates setups so win rate and expectancy are meaningful per playbook. Reports and widgets expose P&L, drawdown, and symbol-level behaviour on NSE and BSE books. Elysia AI adds narrative summaries and scores on top of your own review — not instead of it.

Mentor Hub lets coaches review permissioned journals without screenshot chains. Discipline and emotion fields connect psychology to numbers — revenge-tagged trades should show worse expectancy in your data within weeks if logging is honest.

Who this is for

• Retail traders on NSE/BSE who want a journal that stays in sync with their broker.
• Active traders managing multiple strategies and needing capital allocation clarity.
• Mentors who review mentee journals with permissioned access.
• Traders restarting after drawdown who need evidence before scaling size again.
• Options and futures traders who must separate expiry sessions from normal weeks.

Where to start this week

Week one: connect sync or import last month of trades, create one strategy tag, write three non-negotiable rules in rupees. Week two: log mood on every trade and run your first Friday review using the weekly-review checklist. Week three: compare expectancy for that single tag only — do not add a second strategy until tagging is automatic. Deeper how-tos live in the Learn hub; definitions live in the glossary.

How this differs from spreadsheets

Spreadsheets are flexible but passive. They rarely enforce strategy tags, discipline scores, or session notes on every fill. TradeLyser links those fields to analytics so a red week tells you whether the setup failed or you broke rules — without rebuilding pivot tables every Sunday.

Spreadsheets also struggle with multi-broker history, F&O structure tags, and mentor sharing at scale. The methodology assumes one system holds trades, context, and review — not a folder of exports.

Read the five pillar guides

Each pillar has its own page with India-specific examples, common mistakes, and TradeLyser workflow notes. Journals covers sync, session structure, and no-trade days. Strategies covers tags, sample size, and capital allocation. Rules covers rupee limits, checklists, and discipline scores. Insights covers which reports to open on Friday and how to use AI as a second opinion. Weekly review is the fifteen-minute checklist that closes the loop every Friday.

Methodology vs Learn vs Glossary

This hub describes how TradeLyser fits together as a system — the weekly loop and five pillars. The Learn hub teaches skills in depth: how to build a journal habit, read expectancy, or use AI without overfitting. The glossary defines terms in one place for quick lookup. Product documentation covers clicks and settings. Use methodology for the map, Learn for the lessons, glossary for definitions, and docs when you need button-level help.

When the system breaks down

• Untagged trades — fix tags before reading any report.
• Skipped Friday reviews — process debt compounds into rule breaks.
• Too many simultaneous changes — you cannot attribute improvement.
• Chasing new setups while old tags lack twenty-trade samples.
• Treating AI or mentor notes as orders instead of questions to verify.