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I’m ready to turn my existing options-buying strategy into a fully automated Python system that places live orders through Zerodha Kite Connect. The core logic is already defined; what I need now is a clean, production-ready codebase that can: • Translate my entry and exit rules into trade signals for option contracts • Fire market or limit orders instantly via the Kite API, handling throttling, errors, and reconnections gracefully • Stream live P&L, Greeks, and position data to a lightweight dashboard or terminal view so I can supervise performance in real time • Run historical backtests on minute-level data to validate tweaks before they go live, outputting metrics like win rate, drawdown, and expectancy I value readable, modular code (separate data,...

I have a clearly-defined intraday options strategy for the NSE NIFTY 50 and I now want it translated into a robust, fully-automated Tradetron algo. Signals will be generated from the NIFTY Spot Index on 5-minute candles and rely on three core indicators—EMA, RSI and ADX. Those indicator levels are the most critical configurable inputs, so they must appear as editable Tradetron variables alongside every other setting (ATR values, lot size, time filters, daily trade cap, square-off time, etc.). Execution must fire CE or PE market orders only; no other order type is required at this stage. Each position will carry ATR-driven targets and stop-losses, a hard limit of three trades per day, and an automatic intraday square-off. Because I need the strategy ready to run straight away, the f...

Project Title: Pine Script V5 Strategy: 200 EMA Trend Following with Advanced Trailing Stop Project Overview:I need a professional Pine Script (Version 5) developer to create a backtesting and automated trading strategy for TradingView. The strategy is focused on trend-following for Cryptocurrency markets using the 200 Exponential Moving Average (EMA) with strict risk management. Core Strategy Logic:Long Entry: Enter a Buy position when a candle closes above the 200 Entry: Enter a Sell position when a candle closes below the 200 EMA. Initial Risk Management:Stop Loss (SL): For a Long trade, the SL will be the Low of the entry candle. For a Short trade, the SL will be the High of the entry Profit (TP): Fixed target at 1:5 Risk-to-Reward (RR) Trailing Stop-Loss Logic:The strategy must d...

I’m building a fully automated, trend-following system for the Indian markets—specifically Nifty, Bank Nifty and Sensex—and I need the core logic coded in both Python and Pine Script. The strategy is straightforward in concept but I want it engineered for speed, stability and clean hand-off. Strategy outline • Entry and exit logic driven by moving-average crossovers supplemented with real-time VWAP confirmation. Target Should be 1:2/1:3 and Stop Loss - ATR or 50 Points or 1500 Rs • Only market orders are required; no limit or stop logic is necessary at this stage. Your task 1. Write the Pine Script version for TradingView so I can visual-back-test and fine-tune parameters on the chart. 2. Build the production-grade Python counterpart ready to plug into m...

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I need a clean, reproducible backtest for my Nifty straddle strategy. Each trading day the system must open the position at a specific, user-defined time, apply a percentage-based stop loss to both legs, and automatically re-enter once the stop is hit—always on the same day, never carrying positions overnight. Key logic to capture • Entry: one straddle on the nearest weekly Nifty options, placed exactly at the scheduled daily time I supply. • Risk control: single percentage stop loss that exits the whole straddle; the percentage should be an external parameter so I can optimise it later. • Re-entry: if the stop is triggered before a fixed cut-off time, the script should immediately open a fresh straddle under the same rules. This cycle can repeat until the mar...

I’m ready to turn the stock market into a dependable source of roughly $1,000 in profit every single day, but I’m starting from a blank slate. I’ll open the brokerage accounts you recommend; what I need from you is the complete, step-by-step blueprint that makes those accounts grow. Here’s what I have in mind: • A clearly defined strategy for active investing or swing trading in stocks, backed by both fundamental and technical analysis. • Exact entry, exit, and risk-management rules I can apply on platforms such as Interactive Brokers or Thinkorswim. • A position-sizing model that shows how much capital is required to reach the $1K-per-day goal and how to scale safely. • A walk-through of any screeners, indicators, or automated tools (...

expert to design, and develop, a System Dynamics Model to strengthen its capacity for forward-looking micro-prudential supervision and forecasting. The model will provide supervisors with a dynamic tool to better understand how financial sector risks evolve in response to macroeconomic changes, policy shifts, and institutional behaviour. The primary objective is to develop a model that: • Simulates key banking sector risk indicators, including capital adequacy (CAR), liquidity, profitability, non-performing loans (NPLs), and leverage. • Integrates key macroeconomic variables such as GDP growth, interest rates, inflation, and fiscal policy changes, allowing supervisors to assess their influence on institutional risk profiles. • Provides scenario-based early warning functional...

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Need an experienced Python Quant Developer to build a backtesting and research engine for a crypto futures trading strategy (BTC and ETH perpetual futures). This is a Phase 1 research project only. I am NOT looking for a live trading bot at this stage. The objective is to validate the strategy using historical data, realistic execution assumptions, fees, slippage and performance analysis before considering live deployment.