create an alerts.txt file with following:

25000, above
24900, below

Then create a python script  nifty_tray.py :

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import time
import threading
import requests
"""from win10toast import ToastNotifier"""
import pystray
from PIL import Image, ImageDraw
import os
import queue
from winotify import Notification, audio

CHECK_INTERVAL = 30
ALERTS_FILE = os.path.join(os.path.dirname(__file__), "alerts.txt")

current_ltp = 0
icon = None
alerts = []
"""toaster = ToastNotifier()"""
alert_state = {}
notif_queue = queue.Queue()


def load_alerts():
    """Load alerts from alerts.txt"""
    global alerts, alert_state
    alerts = []
    if not os.path.exists(ALERTS_FILE):
        return
    with open(ALERTS_FILE, "r") as f:
        for line in f:
            line = line.strip()
            if not line or line.startswith("#"):
                continue
            try:
                level_str, direction = line.split(",")
                level = float(level_str.strip())
                direction = direction.strip().lower()
                alerts.append((level, direction))
                if (level, direction) not in alert_state:
                    alert_state[(level, direction)] = False
            except Exception:
                continue


def fetch_nifty():
    """Fetch latest Nifty value"""
    url = "https://www.nseindia.com/api/marketStatus"
    headers = {
        "User-Agent": "Mozilla/5.0",
        "Accept": "application/json",
        "Referer": "https://www.nseindia.com/"
    }
    try:
        resp = requests.get(url, headers=headers, timeout=10)
        data = resp.json()
        return float(data["marketState"][0]["last"])
    except Exception:
        return 0


def queue_notification(title, message):
    notif_queue.put((title, message))


def process_notifications():
    while not notif_queue.empty():
        title, message = notif_queue.get_nowait()
        toast = Notification(app_id="Nifty Tray",
                             title=title,
                             msg=message,
                             duration="short")
        toast.set_audio(audio.Default, loop=False)
        toast.show()


def monitor_price():
    """Monitor Nifty price and trigger alerts"""
    global current_ltp, icon
    while True:
        load_alerts()
        ltp = fetch_nifty()
        if ltp > 0:
            current_ltp = ltp
            if icon:
                icon.title = f"Nifty: {ltp}"

            for level, direction in alerts:
                key = (level, direction)
                if direction == "above":
                    if ltp > level and not alert_state[key]:
                        queue_notification("Nifty Alert", f"Nifty crossed above {level} (Now {ltp})")
                        alert_state[key] = True
                    elif ltp <= level:
                        alert_state[key] = False
                elif direction == "below":
                    if ltp < level and not alert_state[key]:
                        queue_notification("Nifty Alert", f"Nifty crossed below {level} (Now {ltp})")
                        alert_state[key] = True
                    elif ltp >= level:
                        alert_state[key] = False

        time.sleep(CHECK_INTERVAL)


def notification_loop():
    """Background loop to process notifications"""
    while True:
        process_notifications()
        time.sleep(1)


def create_image():
    """Tray icon image"""
    img = Image.new("RGB", (64, 64), "green")
    d = ImageDraw.Draw(img)
    d.rectangle([16, 16, 48, 48], fill="white")
    return img


def quit_app(icon_obj, item):
    icon_obj.stop()


def run_tray():
    global icon
    load_alerts()
    icon = pystray.Icon(
        "nifty",
        create_image(),
        "Nifty: Loading...",
        menu=pystray.Menu(pystray.MenuItem("Quit", quit_app))
    )

    # background threads
    threading.Thread(target=monitor_price, daemon=True).start()
    threading.Thread(target=notification_loop, daemon=True).start()

    # run tray icon loop
    icon.run()


if __name__ == "__main__":
    run_tray()

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install following python modules

pip install requests plyer pystray pillow
pip install pyinstaller
pip install win10toast
pip install winotify
pip install –upgrade packaging

Now Compile the above script to generate an exe file:

C:\Users\admin\AppData\Roaming\Python\Python312\Scripts\pyinstaller.exe --noconsole --onefile nifty_tray.py