I need a robust intraday trading algorithm dedicated to the Nifty and Bank Nifty indices. The system must prove its edge before I commit real capital, so hard evidence is essential. Performance expectations I’m aiming for a high win ratio with minimal drawdown. To verify this, I will require: • A comprehensive back-test (minimum 3 months of data) detailing net P&L, win-loss percentage, equity curve, and maximum drawdown. • A forward-test or live paper-trading report that reflects recent market conditions and shows the strategy behaving consistently. Scope of work – Design or refine an intraday strategy suitable for index futures or options on these two instruments. The exact approach—trend following, mean reversion, scalping, or a hybrid—is up to you, provided the metrics above are met. – Code the strategy in any language that supports automation during Indian market hours (Python, Pine Script, AFL, etc.). – Supply clearly commented source code along with deployment instructions. Deliverables 1. Fully functional algorithm source code. 2. Back-test report (PDF/Excel) with trade-by-trade log. 3. Forward-test or paper P&L statement. 4. A brief hand-over session explaining parameters, risk controls, and how to tweak them. Indicator selection is flexible—feel free to recommend whatever combination (Moving Averages, RSI, Bollinger Bands, or others) you believe will deliver the required edge. When you respond, please outline the data you’ll need, your preferred tech stack, and an estimated timeline to produce the initial back-test. I look forward to reviewing evidence-based proposals that can demonstrate real, repeatable profitability in the Indian index market.