Algo Trading with aliceblue
Budget: ₹1,500 – ₹12,500 INR
I need a python based option selling(short Selling) algo where it is completely rule based.
ENTRY CONDITIONS:
IF DAY=Expiry, TIME = 10AM, POSITIONS==0:
select next week expiry;
IF DAY!= Expiry, TIME = 9AM, POSITIONS==0:
select current week expiry
TAKE POSITIONS:
BUY CALL & PUT WHOSE PREMIUMS ARE NEAR 10 (FOR HEDGING)
SELL PUT WHOSE PREMIUM IS NEAR 155
SELL CALL WHOSE PREMIUM IS NEAR 155
ADJUSTMENT CONDITONS:
CONDTIONS 1:- CONTINUOUS ADJUSTMENTS
IF LTP(PE)-LTP(CE)>LTP(PE)*0.6: (IF SPOT PRICE IS BEARISH)
CLOSE CE POSITION BY BUYING CE OF SAME STRIKE PRICE (WHICH WE BROUGHT EARLY)
TAKE POSITION:
SELL CE WHERE PREMIUM SHOULD BE >90% OF LTP(PE)
CONDTIONS 2:-CONTINUOUS ADJUSTMENTS
IF LTP(CE)-LTP(PE)>LTP(CE)*0.6: (IF SPOT PRICE IS BULLISH)
CLOSE PE POSITION BY BUYING PE OF SAME STRIKE PRICE (WHICH WE BROUGHT EARLY)
TAKE POSITION:
SELL CE WHERE PREMIUM SHOULD BE >90% OF LTP(CE)
CONDTIONS 3:-CONTINUOUS ADJUSTMENTS
IF TIME>=1500 AND LTP(PE)-LTP(CE)<LTP(PE)*0.8:
CLOSE CE POSITION AND BY BUYING CE OF SAME STRIKE PRICE (WHICH WE BROUGHT EARLY)
TAKE POSITION:
SELL CE WHERE PREMIUM SHOULD BE >95% OF LTP(PE)
CONDTIONS 4:-CONTINUOUS ADJUSTMENTS
IF TIME>=1500 AND LTP(CE)-LTP(PE)<LTP(CE)*0.8:
CLOSE CE POSITION BY BUYING PE OF SAME STRIKE PRICE (WHICH WE BROUGHT EARLY)
TAKE POSITION:
SELL CE WHERE PREMIUM SHOULD BE >95% OF LTP(CE)
EXIT CONDITONS:
IF PNL>=4000:
EXIT ALL TRADES.
ELIF STRIKE PRICE CE = STRIKE PRICE PE: (STRANGLE == STRADDLE)
EXIT ALL TRADES.
ELIF DAY = EXPITYDAY, TIME =0930:
NOTE:
This program should be able to find weather its a trading day? weekly expiry?
i would like to deploy the same in aws
This is my strategy, other than this i need logging in excel where any condition fulfills or trade taken it should be logged in a excel sheet background.
ENTRY CONDITIONS:
IF DAY=Expiry, TIME = 10AM, POSITIONS==0:
select next week expiry;
IF DAY!= Expiry, TIME = 9AM, POSITIONS==0:
select current week expiry
TAKE POSITIONS:
BUY CALL & PUT WHOSE PREMIUMS ARE NEAR 10 (FOR HEDGING)
SELL PUT WHOSE PREMIUM IS NEAR 155
SELL CALL WHOSE PREMIUM IS NEAR 155
ADJUSTMENT CONDITONS:
CONDTIONS 1:- CONTINUOUS ADJUSTMENTS
IF LTP(PE)-LTP(CE)>LTP(PE)*0.6: (IF SPOT PRICE IS BEARISH)
CLOSE CE POSITION BY BUYING CE OF SAME STRIKE PRICE (WHICH WE BROUGHT EARLY)
TAKE POSITION:
SELL CE WHERE PREMIUM SHOULD BE >90% OF LTP(PE)
CONDTIONS 2:-CONTINUOUS ADJUSTMENTS
IF LTP(CE)-LTP(PE)>LTP(CE)*0.6: (IF SPOT PRICE IS BULLISH)
CLOSE PE POSITION BY BUYING PE OF SAME STRIKE PRICE (WHICH WE BROUGHT EARLY)
TAKE POSITION:
SELL CE WHERE PREMIUM SHOULD BE >90% OF LTP(CE)
CONDTIONS 3:-CONTINUOUS ADJUSTMENTS
IF TIME>=1500 AND LTP(PE)-LTP(CE)<LTP(PE)*0.8:
CLOSE CE POSITION AND BY BUYING CE OF SAME STRIKE PRICE (WHICH WE BROUGHT EARLY)
TAKE POSITION:
SELL CE WHERE PREMIUM SHOULD BE >95% OF LTP(PE)
CONDTIONS 4:-CONTINUOUS ADJUSTMENTS
IF TIME>=1500 AND LTP(CE)-LTP(PE)<LTP(CE)*0.8:
CLOSE CE POSITION BY BUYING PE OF SAME STRIKE PRICE (WHICH WE BROUGHT EARLY)
TAKE POSITION:
SELL CE WHERE PREMIUM SHOULD BE >95% OF LTP(CE)
EXIT CONDITONS:
IF PNL>=4000:
EXIT ALL TRADES.
ELIF STRIKE PRICE CE = STRIKE PRICE PE: (STRANGLE == STRADDLE)
EXIT ALL TRADES.
ELIF DAY = EXPITYDAY, TIME =0930:
NOTE:
This program should be able to find weather its a trading day? weekly expiry?
i would like to deploy the same in aws
This is my strategy, other than this i need logging in excel where any condition fulfills or trade taken it should be logged in a excel sheet background.