Complete NIFTY implementation guide
Architecture:
- Data layer: Dhan WebSocket + NSE historical
- Feature layer: OI, PCR, volume, technicals
- Model layer: XGBoost ensemble
- Signal layer: Threshold + confidence
- Execution layer: Paper → Live
Implementation:
- Week 1: Data pipeline
- Week 2: Feature engineering
- Week 3: Model training
- Week 4: Backtesting
- Week 5: Paper trading
- Week 6: Live with 1 lot
Cost: Zero (local LLM + free APIs)
Time: 6 weeks to live
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