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SMA Crossover Strategy Example

This example shows a complete SMA 20 vs SMA 50 crossover strategy for Nifty options trading.

Files​

  • main.py - Entry point to run the strategy
  • strategy.py - Main SMA crossover strategy implementation
  • position_manager.py - Position manager for net PnL tracking
  • README.md - This documentation

Strategy Logic​

  • SMA 20 crosses above SMA 50 → Buy Nifty CE options
  • SMA 20 crosses below SMA 50 → Buy Nifty PE options
  • Position Manager: Exits all positions when net PnL ≥ ₹1000 (profit) or ≤ ₹500 (loss)

Key Features​

  • ✅ Uses built-in SMA indicators
  • ✅ No interval delay - checks every tick for signals
  • ✅ PnL-based position exits (no risk reward needed for options)
  • ✅ Only one position at a time
  • ✅ Trades current week ATM options

Usage​

python main.py

The strategy will automatically:

  • Connect to your broker
  • Subscribe to Nifty market data
  • Calculate SMA indicators
  • Generate crossover signals
  • Execute options trades
  • Manage positions with risk controls

Next Steps​