Build Intraday NSE Trading Algo

I want my proprietary intraday strategies on the National Stock Exchange translated into clean, production-ready Python. Your code should accept live market feeds, apply my logic in real time, and place orders automatically through the broker API I’ll provide. Before we go live, I also need a back-test harness so we can replay historical NSE ticks and verify performance side-by-side with the live engine.

Because the strategies already exist on paper, the task is purely technical: translate rules into well-structured functions, handle edge cases such as partial fills or data lags, log every decision, and expose a simple config file where I can fine-tune parameters without touching the source. Pandas, NumPy, ta-lib, and a mainstream broker SDK such as Kite or FYERS are the tools I usually see for jobs like this—use what you’re comfortable with as long as the final script behaves deterministically and is easy to audit.

I’m based in Bangalore and daily collaboration is simpler if you’re nearby, but I’m open to anyone within India who can hop on quick calls during market hours. Please share a short note on your past intraday or automated trading work on NSE, a GitHub link or executable demo of a back-test you built, and how long you’d need for:

• First working prototype with hard-coded parameters
• Completed back-testing module with sample report
• Final production version ready for live orders

I’ll supply the strategy rules under NDA the moment we start.