Steady Income NIFTY Options Algo

I need a complete, rule-based options strategy for the Indian NIFTY index that targets steady income while keeping risk contained. The approach must be suitable for automation and designed to open, adjust, or close positions on a daily schedule rather than waiting for weekly or monthly expiries, so clear intraday entry and exit logic is essential.

The core idea is conservative premium capture: I want the algorithm to favour setups that statistically tilt the odds in my favour without exposing the account to sudden large drawdowns. Spreads, delta-neutral structures, or other limited-risk combinations are all acceptable as long as the overall profile stays aligned with the “steady-income, lower-risk” objective.

Please base the strategy on liquid NIFTY option contracts and structure it so it can bolt onto a typical Indian brokerage API (for example Zerodha Kite Connect or similar). Use any robust language—Python is preferred for its back-testing libraries—but I am open to alternatives if they offer an edge.

Deliverables I expect:
• Well-commented source code that defines the signal generation, position sizing, risk limits, and automatic order placement.
• A back-test covering at least the last three years of NIFTY option data, with metrics such as CAGR, max drawdown, win rate, and average trade duration.
• A brief README that explains setup, configuration parameters, and how to toggle live or paper trading.

I will run the code on my own VPS once your hand-off is complete, so please keep external dependencies minimal and clearly documented. If the logic is sound, resilient to slippage, and demonstrates consistent profitability with controlled drawdowns, I will gladly mark the project complete and discuss longer-term collaboration.

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來源：Freelancer.com | 出價次數：7 | 剩餘時間：6 日 | 專案類型：固定預算