zerodha-algo-trading
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Provide relative Options data in Strategy computation as Indicator
Ability to provide the option scripts as PEITM1, PEITM2, PEITM3 where PEITM1 is PutInTheMoneyNearest1, PEITM2 is PutInTheMoneyNearest2 and so on. This will make the strategy builders not to rely on extracting the names form scripts, but they can build a strategy based on standard variables. This can actually help us to write our own scripting language in future.
This appears to be a challenging task. And a design change is Must.