Python Intraday Algo Translation

I already have a fully-tested intraday strategy written in Pine Script that relies on multiple time-frames, several indicators and a jump-based momentum engine with tight session filters. Now I want that exact logic reproduced, line-for-line where practical, in Python.

You will receive the original Pine file so you can translate it directly to Python; I’m not looking for a rewrite or a hybrid approach. real time market data is all we need for this phase, so you can work completely online data source.

My goal is to finish with a clean, well-documented Python module that:

• replicates every signal from the Pine version, including the strict entry/exit windows • can be back-tested locally against supplied CSV/Parquet data sets • exposes a simple function or class I can later plug into a live-trading wrapper

Please keep the code structured and readable—Pandas, NumPy and similar staples are welcome as long as dependencies remain mainstream.

Once the translation matches the Pine results on my test set, the project is complete. If you are comfortable decoding Pine nuances and enjoy building robust, indicator-heavy intraday models, I’d love to hear how you would approach the task. Budget: USD 250–750 Skills: Python, Data Processing, Financial Analysis, NumPy, Data Analysis, Pandas