Algo Trading with aliceblue

Job ID: 33038042

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.
Related categories: Python JSON API