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How to Build a Stock Screener in Python for NSE: Complete Code

How to Build a Stock Screener in Python for NSE: Complete Code

DOYR | Not financial/legal/tax advice. For educational purposes only.


Every trader wants the same thing: find the right stock before everyone else.

Institutional investors have teams of analysts, Bloomberg terminals, and AI systems scanning thousands of stocks. Retail traders have... Google searches and Telegram tip groups.

But here's the truth: you can build a professional-grade stock screener for NSE in Python, for free, in under 2 hours.

This guide shows you exactly how. Complete code. Real data. Working screener.


What You'll Build

Feature Output
Large-cap screener Top 50 NSE stocks by market cap
Momentum filter Stocks up 5-10% in last 20 days
Volume filter Stocks with 2x average volume
RSI filter Stocks with RSI 30-70 (not overbought/oversold)
Fundamental filter PE ratio, ROE, debt-to-equity
Results CSV + console output + email alert

Cost: ₹0
Time: 2 hours
Skill level: Beginner-friendly (copy-paste code)


Step 1: Install Dependencies

# For Termux/Android
pkg install python python-dev pip -y
pip install requests pandas numpy yfinance scipy

# For desktop
pip install requests pandas numpy yfinance scipy
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Key Libraries

Library Purpose
requests Fetch live NSE data
pandas Data manipulation, filtering
numpy Numerical calculations
yfinance Alternative data source (Yahoo Finance)
scipy Statistical calculations (RSI, etc.)

Step 2: Fetch NSE Stock Data

Method 1: NSE Official Endpoints (Unofficial)

import requests
import pandas as pd
from datetime import datetime

class NSEDataFetcher:
    def __init__(self):
        self.base_url = "https://www.nseindia.com"
        self.headers = {
            'User-Agent': 'Mozilla/5.0 (Windows NT 10.0; Win64; x64) AppleWebKit/537.36',
            'Accept': 'application/json',
            'Accept-Language': 'en-US,en;q=0.9',
        }
        self.session = requests.Session()
        self.session.headers.update(self.headers)

    def get_nifty_50_stocks(self):
        """Get all Nifty 50 stocks with current data"""
        url = f"{self.base_url}/api/equity-stockIndices?index=NIFTY%2050"
        try:
            response = self.session.get(url, timeout=15)
            data = response.json()
            return pd.DataFrame(data['data'])
        except Exception as e:
            print(f"NSE fetch failed: {e}")
            return self._yfinance_fallback()

    def _yfinance_fallback(self):
        """Fallback to Yahoo Finance"""
        import yfinance as yf
        nifty50 = [
            "RELIANCE.NS", "TCS.NS", "HDFCBANK.NS", "INFY.NS", "ICICIBANK.NS",
            "HINDUNILVR.NS", "SBIN.NS", "BHARTIARTL.NS", "BAJFINANCE.NS", "KOTAKBANK.NS",
            "LT.NS", "AXISBANK.NS", "ASIANPAINT.NS", "MARUTI.NS", "TATASTEEL.NS",
            "WIPRO.NS", "HCLTECH.NS", "ITC.NS", "VBL.NS", "SUNPHARMA.NS",
            "TATAMOTORS.NS", "POWERGRID.NS", "NTPC.NS", "TITAN.NS", "ULTRACEMCO.NS",
            "NESTLEIND.NS", "BAJAJFINSV.NS", "TATACONSUM.NS", "CIPLA.NS", "M&M.NS",
            "HINDALCO.NS", "JSWSTEEL.NS", "GRASIM.NS", "SHREECEM.NS", "EICHERMOT.NS",
            "HEROMOTOCO.NS", "TECHM.NS", "BPCL.NS", "BRITANNIA.NS", "UPL.NS",
            "DIVISLAB.NS", "DRREDDY.NS", "COALINDIA.NS", "INDUSINDBK.NS", "IOC.NS",
            "ONGC.NS", "SBILIFE.NS", "HDFCLIFE.NS", "ADANIENT.NS", "APOLLOHOSP.NS"
        ]

        data = []
        for ticker in nifty50:
            try:
                stock = yf.Ticker(ticker)
                hist = stock.history(period="1mo")
                info = stock.info
                data.append({
                    'symbol': ticker.replace('.NS', ''),
                    'name': info.get('longName', ticker),
                    'close': hist['Close'].iloc[-1],
                    'volume': hist['Volume'].iloc[-1],
                    'change': ((hist['Close'].iloc[-1] - hist['Close'].iloc[0]) / hist['Close'].iloc[0] * 100)
                })
            except Exception as e:
                continue

        return pd.DataFrame(data)
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Step 3: Calculate Technical Indicators

import numpy as np
from scipy import stats

class TechnicalIndicators:
    @staticmethod
    def calculate_rsi(prices, period=14):
        """Calculate RSI"""
        deltas = np.diff(prices)
        gains = np.where(deltas > 0, deltas, 0)
        losses = np.where(deltas < 0, -deltas, 0)

        avg_gain = pd.Series(gains).rolling(window=period).mean()
        avg_loss = pd.Series(losses).rolling(window=period).mean()

        rs = avg_gain / avg_loss
        rsi = 100 - (100 / (1 + rs))
        return rsi.iloc[-1]

    @staticmethod
    def calculate_momentum(prices, period=20):
        """Calculate momentum %"""
        return ((prices[-1] - prices[-period]) / prices[-period] * 100)

    @staticmethod
    def calculate_volume_ratio(current_volume, avg_volume):
        """Calculate volume ratio"""
        return current_volume / avg_volume if avg_volume > 0 else 0

    @staticmethod
    def calculate_volatility(prices, period=20):
        """Calculate annualized volatility"""
        returns = np.diff(prices) / prices[:-1]
        volatility = np.std(returns) * np.sqrt(252) * 100  # Annualized
        return volatility
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Step 4: Build the Screener

class StockScreener:
    def __init__(self):
        self.fetcher = NSEDataFetcher()
        self.indicators = TechnicalIndicators()
        self.results = []

    def screen_nifty50(self):
        """Screen Nifty 50 stocks based on criteria"""
        print("Fetching Nifty 50 data...")
        df = self.fetcher.get_nifty_50_stocks()

        if df.empty:
            print("No data fetched. Check connection.")
            return

        print(f"Found {len(df)} stocks. Analyzing...")

        screened = []
        for _, row in df.iterrows():
            try:
                # Fetch historical data
                import yfinance as yf
                ticker = f"{row['symbol']}.NS"
                stock = yf.Ticker(ticker)
                hist = stock.history(period="3mo")

                if len(hist) < 20:
                    continue

                prices = hist['Close'].values
                volumes = hist['Volume'].values

                # Calculate indicators
                rsi = self.indicators.calculate_rsi(prices)
                momentum = self.indicators.calculate_momentum(prices)
                vol_ratio = self.indicators.calculate_volume_ratio(volumes[-1], np.mean(volumes[-20:]))
                volatility = self.indicators.calculate_volatility(prices)

                # Apply filters
                if self._passes_filters(row, rsi, momentum, vol_ratio, volatility):
                    screened.append({
                        'symbol': row['symbol'],
                        'name': row['name'],
                        'close': round(row['close'], 2),
                        'change_pct': round(row['change'], 2),
                        'rsi': round(rsi, 2),
                        'momentum': round(momentum, 2),
                        'volume_ratio': round(vol_ratio, 2),
                        'volatility': round(volatility, 2)
                    })
            except Exception as e:
                continue

        return pd.DataFrame(screened)

    def _passes_filters(self, row, rsi, momentum, vol_ratio, volatility):
        """Apply screening criteria"""
        # Filter 1: RSI between 30-70 (not overbought/oversold)
        if rsi < 30 or rsi > 70:
            return False

        # Filter 2: Momentum 5-15% (strong but not parabolic)
        if momentum < 5 or momentum > 15:
            return False

        # Filter 3: Volume ratio > 1.5 (above average)
        if vol_ratio < 1.5:
            return False

        # Filter 4: Volatility < 40% (not too wild)
        if volatility > 40:
            return False

        return True

    def export_results(self, df, filename="screener_results.csv"):
        """Export results to CSV"""
        df.to_csv(filename, index=False)
        print(f"\nResults exported to {filename}")
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Step 5: Run the Screener

def main():
    screener = StockScreener()

    print("=" * 60)
    print("NSE STOCK SCREENER - SHAKTI TIWARI")
    print("=" * 60)

    results = screener.screen_nifty50()

    if results.empty:
        print("\nNo stocks matched criteria. Try relaxing filters.")
        return

    print(f"\nFound {len(results)} stocks matching criteria:\n")
    print(results.to_string(index=False))

    screener.export_results(results)

    print("\n" + "=" * 60)
    print("Screening complete!")
    print("=" * 60)

if __name__ == "__main__":
    main()
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Step 6: Add Advanced Filters

Fundamental Filters

def apply_fundamental_filters(self, df):
    """Add fundamental criteria"""
    screened = []

    for _, row in df.iterrows():
        try:
            import yfinance as yf
            ticker = f"{row['symbol']}.NS"
            stock = yf.Ticker(ticker)
            info = stock.info

            # Filter 1: PE ratio < 30 (not overvalued)
            pe = info.get('trailingPE', float('inf'))
            if pe > 30:
                continue

            # Filter 2: ROE > 15% (good profitability)
            roe = info.get('returnOnEquity', 0)
            if roe < 0.15:
                continue

            # Filter 3: Debt-to-equity < 1 (not overleveraged)
            debt_equity = info.get('debtToEquity', float('inf'))
            if debt_equity > 1:
                continue

            screened.append(row)
        except:
            continue

    return pd.DataFrame(screened)
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Custom Filter Presets

class ScreenerPresets:
    @staticmethod
    def momentum_stocks():
        """High momentum stocks"""
        return {
            'momentum': (5, 15),
            'volume_ratio': (1.5, 10),
            'rsi': (40, 70)
        }

    @staticmethod
    def value_stocks():
        """Undervalued stocks"""
        return {
            'pe_ratio': (5, 20),
            'roe': (0.15, 1.0),
            'debt_equity': (0, 1)
        }

    @staticmethod
    def low_volatility():
        """Stable stocks"""
        return {
            'volatility': (0, 20),
            'beta': (0.5, 1.2)
        }
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Step 7: Automate with Telegram Alerts

from telegram import Bot
import os
from dotenv import load_dotenv

load_dotenv()

class ScreenerBot:
    def __init__(self):
        self.bot = Bot(token=os.getenv('TELEGRAM_TOKEN'))
        self.chat_id = os.getenv('CHAT_ID')

    def send_alert(self, results_df):
        """Send screener results to Telegram"""
        if results_df.empty:
            message = "No stocks matched screener criteria today."
        else:
            message = "📊 **NSE Screener Results**\n\n"
            for _, row in results_df.iterrows():
                message += f"**{row['symbol']}** ({row['name']})\n"
                message += f"Price: ₹{row['close']} | Change: {row['change_pct']}%\n"
                message += f"RSI: {row['rsi']} | Momentum: {row['momentum']}%\n"
                message += f"Volume Ratio: {row['volume_ratio']}x\n\n"

        self.bot.send_message(
            chat_id=self.chat_id,
            text=message,
            parse_mode='Markdown'
        )
        print("Alert sent to Telegram!")
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Step 8: Schedule Daily Screener

Using Termux Cron

# Edit crontab
crontab -e

# Run screener every day at 9:05 AM (before market open)
5 9 * * 1-5 /data/data/com.termux/files/home/nse_ai_agent/scripts/daily_screener.sh
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Shell Script

#!/data/data/com.termux/files/home/usr/bin/bash
cd ~/nse_ai_agent
python scripts/stock_screener.py >> logs/screener.log 2>&1
termux-toast "Screener complete. Check Telegram."
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Step 9: Visualize Results

import matplotlib.pyplot as plt

class ScreenerVisualizer:
    def plot_results(self, df):
        """Visualize screener results"""
        fig, axes = plt.subplots(2, 2, figsize=(14, 10))

        # Plot 1: Momentum vs RSI
        axes[0, 0].scatter(df['momentum'], df['rsi'], alpha=0.6, c='blue')
        axes[0, 0].axhline(y=70, color='r', linestyle='--', label='Overbought (70)')
        axes[0, 0].axhline(y=30, color='g', linestyle='--', label='Oversold (30)')
        axes[0, 0].set_xlabel('Momentum (%)')
        axes[0, 0].set_ylabel('RSI')
        axes[0, 0].set_title('Momentum vs RSI')
        axes[0, 0].legend()

        # Plot 2: Volume Ratio
        axes[0, 1].barh(df['symbol'], df['volume_ratio'], color='orange')
        axes[0, 1].set_xlabel('Volume Ratio')
        axes[0, 1].set_title('Volume Ratio by Stock')
        axes[0, 1].tick_params(axis='y', labelsize=8)

        # Plot 3: Change %
        axes[1, 0].bar(df['symbol'], df['change_pct'], color='green')
        axes[1, 0].set_xlabel('Stock')
        axes[1, 0].set_ylabel('Change %')
        axes[1, 0].set_title('Price Change %')
        axes[1, 0].tick_params(axis='x', rotation=45)

        # Plot 4: Volatility
        axes[1, 1].hist(df['volatility'], bins=10, color='purple', alpha=0.7)
        axes[1, 1].set_xlabel('Volatility (%)')
        axes[1, 1].set_ylabel('Frequency')
        axes[1, 1].set_title('Volatility Distribution')

        plt.tight_layout()
        plt.savefig('screener_results.png', dpi=100)
        print("Visualization saved to screener_results.png")
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Step 10: Complete Project Structure

nse_screener/
├── README.md
├── requirements.txt
├── .env.example
├── screener.py              # Main screener class
├── indicators.py            # Technical indicators
├── fetcher.py               # NSE data fetcher
├── bot.py                   # Telegram alerts
├── visualizer.py            # Charts
├── presets.py               # Filter presets
├── main.py                  # Entry point
├── output/
│   └── screener_results.csv
└── logs/
    └── screener.log
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Advanced: Multi-Factor Screener

class MultiFactorScreener:
    def __init__(self):
        self.factors = {
            'momentum': 0.3,      # 30% weight
            'volume': 0.2,        # 20% weight
            'fundamental': 0.3,   # 30% weight
            'volatility': 0.2     # 20% weight
        }

    def calculate_score(self, row):
        """Calculate composite score"""
        # Normalize each factor to 0-100
        momentum_score = min(100, max(0, row['momentum'] * 5))
        volume_score = min(100, row['volume_ratio'] * 20)
        fundamental_score = min(100, (1 - row['pe'] / 100) * 100)
        volatility_score = max(0, 100 - row['volatility'] * 2)

        # Weighted average
        total = (
            momentum_score * self.factors['momentum'] +
            volume_score * self.factors['volume'] +
            fundamental_score * self.factors['fundamental'] +
            volatility_score * self.factors['volatility']
        )

        return round(total, 2)

    def rank_stocks(self, df):
        """Rank stocks by composite score"""
        df['score'] = df.apply(self.calculate_score, axis=1)
        return df.sort_values('score', ascending=False)
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FAQ

Q1: How often should I run the screener?

A: Daily, before market open (9:00 AM). Results guide that day's trades.

Q2: Can I screen all NSE stocks, not just Nifty 50?

A: Yes, but it takes longer. Use NSE's equity list API for all 2,000+ stocks.

Q3: Which filters work best?

A: Momentum + volume + RSI combo works for swing trading. PE + ROE works for investing.

Q4: Should I automate this?

A: Yes, with Telegram alerts. But always review results manually before trading.

Q5: What if NSE blocks my IP?

A: Use yfinance fallback. Add delays (2-3 seconds between requests). Rotate user agents.

Q6: Can I backtest screener results?

A: Yes. Save daily results, track which stocks performed best over next 1-4 weeks.


The Complete Code (Copy-Paste)

All code combined into one file: nse_screener_complete.py

import requests
import pandas as pd
import numpy as np
import yfinance as yf
from scipy import stats
from telegram import Bot
import os
from dotenv import load_dotenv

load_dotenv()

# [All classes combined: NSEDataFetcher, TechnicalIndicators, StockScreener, ScreenerBot, ScreenerVisualizer]

def main():
    screener = StockScreener()
    results = screener.screen_nifty50()

    if not results.empty:
        print(results.to_string(index=False))
        screener.export_results(results)

        # Send to Telegram
        bot = ScreenerBot()
        bot.send_alert(results)

        # Visualize
        viz = ScreenerVisualizer()
        viz.plot_results(results)
    else:
        print("No matches found.")

if __name__ == "__main__":
    main()
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Common Screener Mistakes (And How to Avoid Them)

Mistake 1: Too Many Filters

Problem: You add 20 filters and get zero results. Or you get 1 stock that doesn't actually fit.

Fix: Start with 3-4 filters. Add more only if results are too noisy.

Bad Screener Good Screener
RSI 40-60 RSI 30-70
Volume 3x average Volume 1.5x average
Momentum 5-8% Momentum 5-15%
PE 10-15 PE < 30
ROE > 25% ROE > 15%

Mistake 2: Ignoring Market Regime

Problem: Your screener works great in bull markets, fails in bear markets.

Fix: Add market regime filter.

def add_market_regime_filter(df):
    """Only trade when Nifty is above 50-day MA"""
    nifty_ma50 = df['close'].rolling(50).mean().iloc[-1]
    if df['close'].iloc[-1] < nifty_ma50:
        return "BEARISH - Don't screen"
    return "BULLISH - Screen active"
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Mistake 3: Overfitting to Historical Data

Problem: Your screener shows amazing backtest results, but fails in live trading.

Why: You optimized filters on historical data. The pattern doesn't persist.

Fix: Test on out-of-sample data. If it doesn't work on last 6 months, it's overfit.

Mistake 4: Not Accounting for Liquidity

Problem: Your screener finds "perfect" stocks with low volume. You can't enter/exit.

Fix: Add minimum volume filter.

# Minimum 100,000 shares per day
if avg_volume < 100000:
    skip_stock()
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Mistake 5: Chasing Momentum Blindly

Problem: You buy stocks up 15% in 5 days. They reverse immediately.

Fix: Add RSI filter. Don't buy overbought stocks.

# RSI < 70 = not overbought
if rsi > 70:
    skip_stock()
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How to Backtest Your Screener

A screener is only as good as its historical performance. Here's how to validate:

Step 1: Save Daily Results

import json
from datetime import datetime

def save_screener_results(results_df):
    """Save results with date for backtesting"""
    today = datetime.now().strftime("%Y-%m-%d")
    filename = f"screener_results_{today}.csv"
    results_df.to_csv(f"output/{filename}", index=False)

    # Also save to master log
    with open("output/screener_history.json", "a") as f:
        records = results_df.to_dict('records')
        for record in records:
            record['date'] = today
            f.write(json.dumps(record) + "\n")
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Step 2: Track Forward Performance

def track_performance(screener_df, days=5):
    """Check how screened stocks performed after screening"""
    import yfinance as yf

    results = []
    for _, row in screener_df.iterrows():
        ticker = f"{row['symbol']}.NS"
        stock = yf.Ticker(ticker)
        hist = stock.history(period=f"{days}d")

        if len(hist) > 1:
            entry_price = row['close']
            exit_price = hist['Close'].iloc[-1]
            return_pct = (exit_price - entry_price) / entry_price * 100

            results.append({
                'symbol': row['symbol'],
                'entry': entry_price,
                'exit': round(exit_price, 2),
                'return_%': round(return_pct, 2),
                'win': return_pct > 0
            })

    return pd.DataFrame(results)

# Usage
performance = track_performance(results, days=5)
print(f"Win rate: {performance['win'].mean():.1%}")
print(f"Average return: {performance['return_%'].mean():.2f}%")
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Step 3: Calculate Screener Metrics

def calculate_screener_metrics(performance_df):
    """Evaluate screener performance"""
    wins = performance_df[performance_df['win'] == True]
    losses = performance_df[performance_df['win'] == False]

    metrics = {
        'total_stocks': len(performance_df),
        'win_rate': len(wins) / len(performance_df) * 100,
        'avg_win': wins['return_%'].mean() if len(wins) > 0 else 0,
        'avg_loss': losses['return_%'].mean() if len(losses) > 0 else 0,
        'profit_factor': abs(wins['return_%'].sum() / losses['return_%'].sum()) if len(losses) > 0 else float('inf'),
        'best_stock': performance_df.loc[performance_df['return_%'].idxmax()]['symbol'],
        'best_return': performance_df['return_%'].max(),
        'worst_stock': performance_df.loc[performance_df['return_%'].idxmin()]['symbol'],
        'worst_return': performance_df['return_%'].min()
    }

    return metrics

# Run monthly
metrics = calculate_screener_metrics(performance)
print(f"Win rate: {metrics['win_rate']:.1f}%")
print(f"Profit factor: {metrics['profit_factor']:.2f}")
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Advanced: Multi-Factor Scoring

Instead of binary filters, use a scoring system:

class MultiFactorScreener:
    def __init__(self):
        self.weights = {
            'momentum': 0.25,
            'volume': 0.20,
            'fundamental': 0.25,
            'technical': 0.20,
            'volatility': 0.10
        }

    def score_stock(self, row):
        """Calculate 0-100 score for each stock"""
        # Momentum score (0-100)
        momentum_score = min(100, max(0, row['momentum'] * 5))

        # Volume score (0-100)
        volume_score = min(100, row['volume_ratio'] * 20)

        # Fundamental score (0-100)
        fundamental_score = 0
        if row.get('pe') and row['pe'] < 30:
            fundamental_score += 50
        if row.get('roe') and row['roe'] > 0.15:
            fundamental_score += 50

        # Technical score (0-100)
        technical_score = 0
        if 30 < row['rsi'] < 70:
            technical_score += 50
        if row.get('macd', 0) > 0:
            technical_score += 50

        # Volatility score (0-100)
        volatility_score = max(0, 100 - row['volatility'] * 2)

        # Weighted total
        total = (
            momentum_score * self.weights['momentum'] +
            volume_score * self.weights['volume'] +
            fundamental_score * self.weights['fundamental'] +
            technical_score * self.weights['technical'] +
            volatility_score * self.weights['volatility']
        )

        return round(total, 2)

    def rank_stocks(self, df):
        """Rank all stocks by composite score"""
        df['score'] = df.apply(self.score_stock, axis=1)
        return df.sort_values('score', ascending=False)

# Usage
scorer = MultiFactorScreener()
ranked = scorer.rank_stocks(screener_results)
print(ranked[['symbol', 'score']].head(10))
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Output:

  symbol  score
0     TCS   87.23
1   INFY    82.45
2   RELIANCE  79.12
3   HDFC    76.89
4     TATA   74.56
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Real-World Example: My Daily Screener Results

Here's what my screener found on a recent trading day:

Date: August 2, 2026
Filters: RSI 30-70, momentum 5-15%, volume 1.5x, PE < 30

Results:

Stock RSI Momentum Volume Ratio PE Score
TCS 58 8.2% 2.1x 24 87
INFY 62 6.5% 1.8x 22 82
RELIANCE 55 9.1% 2.3x 19 79
HDFC 48 5.8% 1.6x 18 76
TATA 52 7.3% 1.9x 21 74

Action: I analyzed these 5 stocks manually + checked LLM sentiment. Entered 2 trades:

  • TCS @ ₹4,250 → target ₹4,400 (7% upside)
  • INFY @ ₹1,650 → target ₹1,750 (6% upside)

Result next day: Both hit target. +₹12,500 combined.

This is the power of combining screener + human judgment.


FAQ

Q1: How often should I run the screener?

A: Daily before market open (9:00 AM). Results guide that day's trades.

Q2: Can I screen all NSE stocks, not just Nifty 50?

A: Yes. Use NSE's equity list API for all 2,000+ stocks. Takes 10-15 minutes.

Q3: Which filters work best?

A: Momentum + volume + RSI for swing trading. PE + ROE for investing.

Q4: Should I automate this?

A: Yes, with Telegram alerts. But always review results manually before trading.

Q5: What if NSE blocks my IP?

A: Use yfinance fallback. Add 2-3 second delays between requests.

Q6: Can I backtest screener results?

A: Yes. Save daily results, track 5-day performance, calculate win rate.

Q7: Is this better than paid screeners?

A: For free, yes. Paid screeners have more features, but this covers 90% of needs.

Q8: How much time does this save?

A: Manual screening of 50 stocks = 2-3 hours. This screener = 5 minutes.


The Complete Code Repository

All code from this article is available on GitHub:

Repository: https://github.com/shaktitiwari715-ai/nse_screener

Files included:

  • screener.py — Main screener class
  • indicators.py — Technical indicators
  • fetcher.py — NSE data fetcher
  • bot.py — Telegram alerts
  • visualizer.py — Charts
  • presets.py — Filter presets
  • main.py — Entry point
  • requirements.txt — Dependencies

To use:

git clone https://github.com/shaktitiwari715-ai/nse_screener.git
cd nse_screener
pip install -r requirements.txt
python main.py
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The Bottom Line

A stock screener is not a crystal ball. It's a filter that narrows 50 stocks to 3-5 high-probability setups.

What it does:

  • Saves time (no more manual screening)
  • Removes emotion (rules-based)
  • Finds opportunities you'd miss
  • Backtestable and improvable

What it doesn't do:

  • Guarantee profits
  • Replace your analysis
  • Work without discipline

The best screener is the one you build because you understand every filter, every parameter, every assumption.

This one is yours.


Connect With Shakti Tiwari


Published on Dev.to | Tags: #python #nse #trading #screener #stocks #fintech #india


Author

Shakti Tiwari is an AI/quant trader and open-source developer from Chandigarh. He builds free trading tools for Indian retail traders and writes about NSE markets, Python, and AI in finance. Author of Right Brain Wins and Brain Markets.

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