NSE Options Trading System

Automated options trading system for the National Stock Exchange (NSE) of India, focused on option buying (directional CE/PE trades) for NIFTY, BANKNIFTY, and F&O stock options.

Features

• Multi-factor signal engine — Combines technical analysis (EMA, RSI, MACD, SuperTrend, VWAP, ADX), Open Interest analysis (PCR, OI buildup/unwinding, max pain), IV analysis, and price action
• 4 trading strategies — Momentum buying, breakout buying, OI reversal, and expiry day specials
• Strict risk management — 2% risk per trade, 5% daily loss cap, trailing stops, time-based exits, VIX-adjusted sizing
• Stock scanner — Scans F&O universe for high-momentum, liquid stocks
• Backtesting engine — Test strategies against historical data with detailed reports
• Paper trading — Simulate trades with real market data before going live
• Real-time dashboard — Streamlit-based monitoring with P&L, positions, and signals
• Telegram alerts — Get notified on signals, orders, and exits

Architecture

Data Layer → Signal Engine → Strategy → Risk Check → Order Execution
    ↑              ↓                                        ↓
  Angel One    4 Components                          Position Manager
  SmartAPI     (Tech + OI +                          (SL/Target/Trail)
               IV + Price Action)

Quick Start

1. Install Dependencies

pip install -r requirements.txt

2. Configure

cp .env.example .env
# Edit .env with your Angel One API credentials

3. Run (Paper Trading)

python -m src.main

4. Run Dashboard

streamlit run src/dashboard/app.py

5. Run Tests

pytest tests/ -v

Configuration

All parameters are in config/settings.yaml:

Parameter	Default	Description
trading.mode	paper	paper or live
trading.capital	100000	Trading capital in INR
signals.min_score	75	Minimum signal score to trade (0-100)
stop_loss.initial_pct	30	Initial SL as % of premium
stop_loss.trailing_activation_pct	20	Activate trailing SL after this profit %

Broker Setup (Angel One)

1. Open an Angel One account with API access
2. Get your API Key from SmartAPI portal
3. Set up TOTP authentication
4. Add credentials to .env file

Strategies

Strategy	Min Score	Target	Stop Loss	Best For
Momentum Buy	75	40%	30%	Trending markets
Breakout Buy	78	50%	30%	Range breakouts
OI Reversal	80	35%	25%	Short covering rallies
Expiry Day	72	75%	40%	Weekly expiry plays

Disclaimer

This software is for educational purposes only. Trading in options involves substantial risk of loss. Past performance does not guarantee future results. Use at your own risk.