This Python project explores how a NIFTY options system can be split into clear parts: strategy signals, execution, market data, and risk controls. Multiple strategies can run alongside one another, with stop-loss and trailing-stop mechanisms handling exits.
The main engineering idea is separation. Strategies can produce signals without owning the order pipeline, while shared execution and risk logic handles the operational side. The project uses the Fyers API and was built as an experiment in organizing live trading code. Results depend on market conditions, so the portfolio's historical accuracy figure should not be read as a guarantee of future performance.