PatternsRadar · free NSE stock screener with backtesting
Describe the setup.
Get every stock that matches.
Click the scan together from blocks, or write it out. Both are the same query and you can switch between them mid-thought. Then replay it across thirty years of split-adjusted NSE dailies and see what the matches actually did next. Delivery percentage is a field you can screen on here. So is futures open interest, and so are fundamentals valued as the market knew them on the scan date.
- 3,740
- instruments
- 83,77,407
- daily bars
- 1995
- history begins
- 25 Sept 2026
- last session
The last session, in the data
NSE, top 250 by turnover · 25 Sept 2026
Top gainers
Top losers
52-week high breakout
A close at the highest level in a year, on volume half again its own 20-day average. The Darvas entry, written out.
View as codeHide the code
where close is highest in 52w and rel_volume > 1.5
6 matches on 25 Sept 2026, found in 2.53s.
Run this scan yourselfTwo ways to build the same scan.
Blocks and text are the same query seen from two sides. Click it together, or type it out, and switch whenever you like.
The switch above is the switch in the app. It does not translate or approximate: blocks and text are two renderings of one parsed query, so you can start by clicking, finish by typing, and go back without retyping a thing.
Then find out whether it has ever worked.
Every scan replays. The query runs as of each session in a window you choose, every match becomes a signal, and the panel reports what those signals did next: win rate, median move, payoff, and the excess over the index. It runs as one query rather than one per day, so a thirty-year replay comes back in 90–140 ms.
52-week high breakout, replayed when this page was built
- 49%
- closed up · 1d
- median -0.0%
- 52%
- closed up · 5d
- median +0.2%
- 52%
- closed up · 20d
- median +0.5%
1,944 signals across 250 sessions, 23 Sept 2025 to 25 Sept 2026. The panel on the scan page runs the same replay over any window up to 7,500 sessions.
What you can change
- Window
- Six months to 30 years, which is 10 to 7,500 sessions, back to the first bar in 1995.
- Horizons
- Up to 4 forward windows at once, each anywhere from 1 to 60 sessions.
- Entry
- At the signal bar's own close, or at the next session's open. The second is the earliest fill anyone reading an end-of-day scan could actually take.
- Exits
- A stop-loss and a target in percent turn the replay into a trade simulation, and every trade is labelled stop, target or time.
- Benchmark
- Excess return against any of 7 NSE indices. Or against none, when the raw move is what you want.
- Output
- An equity curve, a monthly breakdown, a return histogram and every individual trade. Each one exports as CSV.
There is no annual backtest quota and no depth withheld by tier: every window, horizon and exit rule above is on the Free plan, bounded only by a daily allowance each plan states. Close-to-close, with no brokerage, slippage or position sizing, and universe membership measured as of today — a survivorship lean, stated rather than fixed.
Built on the parts of the data other screeners drop.
Delivery data, as a first-class field
What fraction of the day's volume actually changed hands rather than being squared off intraday. Screen on it, sort by it, put it in a condition.
Thirty years, split- and bonus-adjusted
8.3 million daily bars going back to January 1995, with corporate actions already applied. A 52-week high means what it says across a split, and a replay can reach across several regimes instead of one bull run.
Scan any past session
Every scan is parameterised on a date. Run tonight's screen against a Tuesday in 2019 and see what it would have found.
Dividends by ex-date, back to 2012
Yield, growth, CAGR, paying years and streak, over any span from one to ten years, split-adjusted to match the close. "Yielded over 3% for five straight years" compiles.
F&O signals on the cash screen
Futures open interest, OI change, basis and put-call ratios, as scan fields, for the ~200 stocks that have derivatives. "Price up with OI up" is one line here.
Fundamentals that respect the filing date
P/E, market cap, growth, shareholding and sector, each valued as the market knew it on the scan date. A replayed fundamental screen cannot peek at results before they were filed.
Alerts after every close
Watch a saved scan and it runs itself against each evening's data. New matches arrive as one digest email a day, never one email per scan, and as a signed webhook on Max.
An API and an MCP server
Every plan gets a key that drives both. The MCP endpoint hands Claude Code or Codex the whole query language, so an agent can write and run scans without being taught the syntax.
Or skip the browser entirely.
The screener is one client of an API you can call yourself, from a script, a cron job, or a coding agent speaking the Model Context Protocol. Pick your client below. The config goes in as it stands, once you have swapped in a key.
- The agent teaches itself the language
- A sift_reference tool serves the complete query reference, generated from the same catalog the compiler reads. Claude Code or Codex writes a correct scan without you explaining the syntax.
- Everything the screener does
- Ten tools: run scans, replay hit-rate, look up symbols and bars, read and save the scans on your account. They go through the same code paths the browser does.
- One key, both doors
- A key authenticates REST and MCP alike, on every plan including Free. Shown once, stored as a hash, revoked instantly.
Hand it to an agent
Terminal
claude mcp add --transport http patternsradar \
https://api-dev.patternsradar.com/mcp \
--header "Authorization: Bearer prdr_YOUR_KEY"
Or call it from a script
curl -s https://api-dev.patternsradar.com/v1/scan \
-H "Authorization: Bearer prdr_YOUR_KEY" \
-d '{ "source": "close > ema(21) and volume > 2x avg(volume, 20)" }'
What it will not do
Worth knowing before you sign up rather than after.
- No intraday
- Daily bars only. There is no 5-minute anything, and alerts fire after the close.
- Fundamentals still filling in
- P/E, market cap, growth and shareholding are point-in-time and screenable. The filings backfill is still running, so a stock whose results have not been parsed yet shows no P/E at all rather than a guessed one.
- F&O is aggregates
- Futures OI, OI change, basis, rollover and put-call ratios, per stock, for the ~200 stocks with listed derivatives. There is no per-strike option-chain screening.
- NSE only
- No BSE listings and no US tickers.
- No costs in the replay
- It simulates stops, targets and entry timing. It does not simulate brokerage, slippage or position sizing, and it measures the universe as of today, which leans survivorship-positive.
- No portfolio
- It finds candidates. What you do next is your business.
Screening is free. You pay for the alerts.
Every plan gets the whole screener, all 30 years of history, and API and MCP access. Paid tiers add one thing: PatternsRadar watches your scans for you and emails you after each close.
Free
The whole screener, and room to keep a few scans.
Free
- Scans200 a day
- Replays20 a day
- Matches per scan500
- Saved scans5
- Email alertsNone
- Webhooks
- Run history7 days
- Scan rate20 a minute
- API rate60 a minute
- REST API access
- API keys2
- MCP server
Pro
Most usefulAn email every evening after the close.
₹400/month
- Scans1,000 a day
- Replays100 a day
- Matches per scan1,000
- Saved scans100
- Email alertson 50 saved scans
- Webhooks
- Run history90 days
- Scan rate100 a minute
- API rate300 a minute
- REST API access
- API keys5
- MCP server
Max
Higher limits, plus a webhook when a scan fires.
₹2,000/month
- Scans2,400 a day
- Replays240 a day
- Matches per scan2,000
- Saved scans500
- Email alertson 200 saved scans
- Webhooks
- Run history1 year
- Scan rate240 a minute
- API rate600 a minute
- REST API access
- API keys10
- MCP server
Common questions
Is PatternsRadar free?
Yes, and you do not need an account. The whole scan library, all 30 years of history and the hit-rate replay cost nothing, because the thing I most want you to try before paying for anything is the replay, and putting it behind a signup would defeat that. Paid plans add end-of-day alerts on the scans you keep, webhooks, and higher API limits, from ₹400 a month.
How does alerting work?
NSE closes at 15:30. That evening the day's data is loaded and every scan you are watching runs against it. You get one email a day listing every scan that fired. If you would rather only hear about names that were not in yesterday's list, there is a setting for that.
What does “end of day” mean?
Alerts on daily bars, sent after the close. There is no intraday data and no live feed, so nothing here fires while the market is open. That is a real limitation. You should know it before you pay.
What happens if I cancel?
It runs to the end of the period you have already paid for. Nothing you saved gets deleted. Scans over the free limit stay readable, and you can edit them again the moment you are back on a paid plan.