NSE Algo Trading System
Automated stock trading system for Indian NSE markets. Screens 2400+ stocks daily across 10 strategies with multi-checkpoint validation.
The Indian stock market moves fast — 2400+ listed equities, each generating a new candle every day. Manually scanning for setups across that universe is impossible. This system automates the entire pipeline: ingest, screen, validate, and surface only the highest-conviction trades.
Under the hood, ten distinct strategy modules run in parallel — momentum breakouts, mean reversion, RSI divergence, volume spikes, moving average crossovers, and more. Each candidate signal passes through a multi-checkpoint validation gate before it surfaces. The system doesn't just find patterns; it stress-tests them.
The output is a daily briefing: ranked trade candidates with entry/exit levels, position sizing via Kelly Criterion, and a backtest performance snapshot for each strategy. It turns a 2400-stock haystack into a 5-10 trade shortlist every morning.
- ▸Pipeline architecture: data ingestion → strategy modules → validation gate → ranking → output. Each strategy is a pluggable module conforming to a common interface.
- ▸Backtester runs walk-forward optimization to avoid overfitting. Position sizing uses fractional Kelly with a 0.5x safety multiplier.
- ▸Screener uses vectorized pandas operations across all 2400+ stocks simultaneously — no row-level loops.