Python ATM Straddle Automator
Budget: ₹600 – ₹1,500 INR
I want my intraday ATM-straddle routine turned into a reusable Python script that I can load straight into AlgoTest or, with minor edits, port to Tradetron later. The flow is simple: sell the at-the-money call and put together, exit the entire position as soon as price touches either premium-defined breakeven, then immediately sell the next ATM straddle and repeat until the session ends or I stop the script.
You will receive the exact breakeven formula— it is tied directly to the combined premium collected— so the entry/exit math is already settled. What I need from you is clean, well-commented code that:
• Polls live option prices, selects current ATM strikes, and fires the sell order for both legs simultaneously.
• Monitors price in real time, checks the dynamic breakeven line for each side, and closes both legs the moment either is hit.
• Re-evaluates the fresh ATM strikes and starts over, looping until a user-set cut-off time.
• Logs every trade, timestamp, strike, premium, and P&L to both console and a CSV for quick analysis.
Use standard Python libraries plus whichever broker/AlgoTest APIs are necessary; no exotic dependencies please. Wrap all configurable items— symbol, lot size, stop time, brokerage credentials— in a simple JSON or YAML settings file so I can tweak without touching the code.
Once done, hand over:
1. The .py file(s) with clear inline comments.
2. A short README that explains installation, required packages, and how to map my broker keys.
3. A five-minute screen-share demo showing the logic running on live or paper feed so I can see entry, exit, and re-entry cycles.
If unit tests for the core functions can be added, that’s a plus.
You will receive the exact breakeven formula— it is tied directly to the combined premium collected— so the entry/exit math is already settled. What I need from you is clean, well-commented code that:
• Polls live option prices, selects current ATM strikes, and fires the sell order for both legs simultaneously.
• Monitors price in real time, checks the dynamic breakeven line for each side, and closes both legs the moment either is hit.
• Re-evaluates the fresh ATM strikes and starts over, looping until a user-set cut-off time.
• Logs every trade, timestamp, strike, premium, and P&L to both console and a CSV for quick analysis.
Use standard Python libraries plus whichever broker/AlgoTest APIs are necessary; no exotic dependencies please. Wrap all configurable items— symbol, lot size, stop time, brokerage credentials— in a simple JSON or YAML settings file so I can tweak without touching the code.
Once done, hand over:
1. The .py file(s) with clear inline comments.
2. A short README that explains installation, required packages, and how to map my broker keys.
3. A five-minute screen-share demo showing the logic running on live or paper feed so I can see entry, exit, and re-entry cycles.
If unit tests for the core functions can be added, that’s a plus.
Related categories:
PHP
JavaScript
Python
Software Architecture
Financial Analysis
JSON
API Development
Backtesting