Automated Bank Nifty Options Algo

Заказчик: AI | Опубликовано: 03.01.2026

I need a turnkey Python solution that can sell far-OTM short strangles and iron condors on Bank Nifty and Nifty, place the trades automatically through the Upstox API, and then monitor everything from an Excel/VBA dashboard. Core trading logic The program must follow a rules-based engine that decides which strikes to short, the exact entry time, auto-hedging, and the exit triggers. Both strategies—short strangle and iron condor—should be available as switchable modes so I can alternate or run them in parallel. Back-testing & validation Please back-test the logic on 2023-2025 data (or the closest complete dataset you have) and present win rate and profit factor clearly; other stats such as drawdown can remain optional but the code should still be able to calculate them if I toggle them on later. I will sign off only after the live results closely mirror the back-test numbers. Live execution Once the parameters look solid, integrate the strategy with the Upstox API for fully automated entry, exit, and position sizing. A sandbox/paper-trading phase is mandatory before going live. Dashboard An Excel dashboard (VBA is fine) must pull data from the running script and show: • Automated entry/exit signals as they occur • Real-time P&L, broken down per leg and per day Risk management alerts can be added later, so build the data hooks with that in mind. Deliverables 1. Well-commented Python source code, ready to run on Windows 10/11 2. Back-test report (CSV/Excel) highlighting win rate and profit factor for 2023-2025 3. Upstox API integration module with test keys and live keys separated 4. Excel/VBA dashboard with live data feed and charting 5. Deployment guide + video walkthrough 6. Three months of post-deployment support for bug fixes and minor optimisations Acceptance criteria The first live paper-trading week must achieve at least 90 % of the back-tested win rate with no manual intervention. Any slippages beyond this will trigger a review and adjustment during the support window. If you have prior experience coding with Upstox, Backtrader, or similar frameworks, that will help us move faster. Let me know your estimated timeline for completing each deliverable, and I’ll share access credentials for the sandbox environment.