@Delta_Trading
Sir Work to kar rha hai
Aap apne code ko check kre
ce_name, pe_name, ce_strike, pe_strike = tsl.ITM_Strike_Selection(Underlying ='NIFTY', Expiry = 0, ITM_count=1)
ce_name, pe_name, strike = tsl.ATM_Strike_Selection(Underlying ='NIFTY', Expiry = 0)
ce_name, pe_name, ce_strike, pe_strike = tsl.OTM_Strike_Selection(Underlying ='NIFTY', Expiry = 0, OTM_count=1)
ce_name, pe_name, ce_strike, pe_strike = tsl.OTM_Strike_Selection(Underlying ='NIFTY', Expiry = 0, OTM_count=2)
[UPDATE]
@Tradehull_Imran @Dhan Algo successfully deployed on AWS EC2. It auto-triggers at 09:00 IST, runs through the trading session, and terminates gracefully at 16:00.
Solved!!
I was using the older codebase version, now updated to latest one, and the issue is solved.
is it possible to fetch customer time frame interval using resampling
yes it is possible..
use below codes
chart = tsl.get_historical_data(tradingsymbol=‘NSE’, exchange=‘INDEX’, timeframe=‘1’)
chart_resmapled = tsl.resample_timeframe(chart, timeframe=‘3’)
Hi @ranjith_katta ,
tsl.get_intraday_data was a old method to get historical data.. it gives data only for today, which makes problem if we want to create indicators on it.
Dhanhq was upgraded and now we can use get_historical_data which gives data for last 5 working days.
Retrieve historical or intraday data:
Get Historical Data
data = tsl.get_historical_data(tradingsymbol='ACC', exchange='NSE', timeframe="1")
thankyou so much brother it made so much easy for me now
Hi @Delta_Trading , @Bhoopendra_Choudhary ,
Probably you would be using old version of codebase. Run the below code to confirm the version of the codebase:
`pip show Dhan-Tradehull`
The issue is already resolved in the latest codebase. Make sure you are using the latest codebase version.
aap usme current sessiion logic dalo try karo aajayega
Is the tradehull workign today? I’m getting the below error.
Exception at getting Expiry list as {'status': 'failure', 'remarks': 'Expecting value: line 1 column 1 (char 0)', 'data': ''}
also, what is the official working Dhan python library? is it 2.0.2 or 2.1 ? Can someone give confirmation?
Thanks in advance.
@Sadhanandhan_N
@Dhan
@Tradehull_Imran
Dhan does not provide data on market holidays, they should consider addressing this.
Exception at calling ltp as {'status': 'failure', 'remarks': 'Expecting value: line 1 column 1 (char 0)', 'data': ''}
No. it’s unique. I was testing codes every weekend. Never faced this issue. Even Dhanhq (official dhan python library is also throwing error). I think they should address this issue on priority basis. This is really concerning. I reached out to dhan support team also - doesn’t seem like they are concerned about it. @Hardik
Same error! has the TradeHull version been updated? Dhan is not able to help.
@Tradehull_Imran
Hi @Tradehull_Imran sir,
kaise hai ap ap ke help se mai ek chota sa algo banaya hai iske liye thank you but sir is me ek error rha hai
please help & share code proper testing
Error:
Scanning CIPLA 2025-07-17 12:47:58.276160
'NoneType' object is not subscriptable
Scanning HCLTECH 2025-07-17 12:48:00.633788
Scanning HEROMOTOCO 2025-07-17 12:48:02.988629
Scanning ITC 2025-07-17 12:48:05.346589
Scanning INDUSINDBK 2025-07-17 12:48:08.742576
Scanning LT 2025-07-17 12:48:11.029972
code :
import pdb
import time
import datetime
import traceback
from Dhan_Tradehull_V2 import Tradehull
import pandas as pd
import xlwings as xw
from pprint import pprint
import talib
import pandas_ta as ta
import winsound
client_code = "xxxxxx"
token_id = "xxxxxxxxxxx"
tsl = Tradehull(client_code,token_id)
pre_market_watchlist = ['ADANIENT', 'ADANIPORTS', 'APOLLOHOSP', 'ASIANPAINT', 'AXISBANK', 'BAJAJ-AUTO', 'BAJFINANCE', 'BAJAJFINSV', 'BEL', 'BHARTIARTL', 'CIPLA', 'COALINDIA', 'DRREDDY', 'EICHERMOT', 'ETERNAL', 'GRASIM', 'HCLTECH', 'HDFCBANK', 'HDFCLIFE', 'HEROMOTOCO', 'HINDALCO', 'HINDUNILVR', 'ICICIBANK', 'ITC', 'INDUSINDBK', 'INFY', 'JSWSTEEL', 'JIOFIN', 'KOTAKBANK', 'LT', 'M&M', 'MARUTI', 'NTPC', 'NESTLEIND', 'ONGC', 'POWERGRID', 'RELIANCE', 'SBILIFE', 'SHRIRAMFIN', 'SBIN', 'SUNPHARMA', 'TCS', 'TATACONSUM', 'TATAMOTORS', 'TATASTEEL', 'TECHM', 'TITAN', 'TRENT', 'ULTRACEMCO', 'WIPRO']
watchlist = []
for name in pre_market_watchlist:
print("Pre market scanning ", name)
day_chart = tsl.get_historical_data(tradingsymbol = name,exchange = 'NSE',timeframe="DAY")
# indi = ta.supertrend(day_chart['high'], day_chart['low'], day_chart['close'], 10, 2) # appy suppertrand
# day_chart = pd.concat([day_chart, indi], axis=1, join='inner')
# if day_chart.iloc[-1]['SUPERTd_10_2.0'] == 1:
# watchlist.append(name)
day_chart['upperband'], day_chart['middleband'], day_chart['lowerband'] = talib.BBANDS(day_chart['close'], timeperiod=20, nbdevup=2, nbdevdn=2, matype=0)
last_dat_candle = day_chart.iloc[-1]
upper_breakout = last_dat_candle['high'] > last_dat_candle['upperband']
lower_breakout = last_dat_candle['low'] < last_dat_candle['lowerband']
if upper_breakout or lower_breakout:
watchlist.append(name)
print(f"\t selected {name} for trading")
print(watchlist)
# pdb.set_trace()
single_order = {'name' :None , 'date' :None , 'entry_time' :None , 'entry_price' :None , 'buy_sell' :None , 'qty' :None , 'sl' :None , 'exit_time' :None , 'exit_price' :None , 'pnl' :None , 'remark' :None , 'traded' :None , 'pyramiding' :None , 'Traling' :None ,}
orderbook = {}
wb = xw.Book('Live Trade Data.xlsx')
live_Trading = wb.sheets['Live_Trading']
completed_orders_sheet = wb.sheets['completed_orders']
reentry = "yes" #"yes/no"
completed_orders = []
bot_token = "7747163783:AAHV4vxVsAewDmzNDQFcSeCA3b9t8df9-sE"
receiver_chat_id = "5490108905"
live_Trading.range("A2:Z100").value = None
completed_orders_sheet.range("A2:Z100").value = None
for name in watchlist:
orderbook[name] = single_order.copy()
while True:
print("starting while loop \n\n")
current_time = datetime.datetime.now().time()
if current_time < datetime.time(9, 20):
print(f"wait for market to start", current_time)
time.sleep(1)
continue
if current_time > datetime.time(15, 15):
order_details = tsl.cancel_all_orders()
print(f"Market over closing all trades !! Bye Bye See you Tomorrow", current_time)
pdb.set_trace()
break
all_ltp = tsl.get_ltp_data(names = watchlist)
for name in watchlist:
orderbook_df = pd.DataFrame(orderbook).T
live_Trading.range('A1').value = orderbook_df
completed_orders_df = pd.DataFrame(completed_orders)
completed_orders_sheet.range('A1').value = completed_orders_df
current_time = datetime.datetime.now()
print(f"Scanning {name} {current_time}")
try:
chart = tsl.get_historical_data(tradingsymbol = name,exchange = 'NSE',timeframe="5")
chart['rsi'] = talib.RSI(chart['close'], timeperiod=14)
chart['ema'] = talib.EMA(chart['close'], timeperiod=21)
indi = ta.supertrend(chart['high'], chart['low'], chart['close'], 7, 3)
chart = pd.concat([chart, indi], axis=1, join='inner')
cc = chart.iloc[-2]
bc1 = cc['rsi'] > 60
bc2 = cc['SUPERTd_7_3.0'] == 1
bc3 = True # cc['ema'] > chart['ema'].iloc[-2]
bc4 = orderbook[name]['traded'] is None
# sc1 = cc['rsi'] < 40
# sc2 = orderbook[name]['traded'] is None
except Exception as e:
print(e)
continue
if bc1 and bc2 and bc3 and bc4:
print("buy ", name, "\t")
margin_avialable = tsl.get_balance()
margin_required = cc['close']/4.8
if margin_avialable < margin_required:
print(f"Less margin, not taking order : margin_avialable is {margin_avialable} and margin_required is {margin_required} for {name}")
continue
orderbook[name]['name'] = name
orderbook[name]['date'] = str(current_time.date())
orderbook[name]['entry_time'] = str(current_time.time())[:8]
orderbook[name]['buy_sell'] = "BUY"
orderbook[name]['qty'] = 1 #int(10000/close)
try:
entry_orderid = tsl.order_placement(tradingsymbol=name ,exchange='NSE', quantity=orderbook[name]['qty'], price=0, trigger_price=0, order_type='MARKET', transaction_type='BUY', trade_type='MIS')
orderbook[name]['entry_orderid'] = entry_orderid
orderbook[name]['entry_price'] = tsl.get_executed_price(orderid=orderbook[name]['entry_orderid'])
orderbook[name]['tg'] = round(orderbook[name]['entry_price']*1.002, 1) # 1.01
orderbook[name]['sl'] = round(orderbook[name]['entry_price']*0.998, 1) # 0.99
sl_orderid = tsl.order_placement(tradingsymbol=name ,exchange='NSE', quantity=orderbook[name]['qty'], price=0, trigger_price=orderbook[name]['sl'], order_type='STOPMARKET', transaction_type='SELL', trade_type='MIS')
orderbook[name]['sl_orderid'] = sl_orderid
orderbook[name]['traded'] = "yes"
message = "\n".join(f"'{key}': {repr(value)}" for key, value in orderbook[name].items())
message = f"Entry_done {name} \n\n {message}"
tsl.send_telegram_alert(message=message,receiver_chat_id=receiver_chat_id,bot_token=bot_token)
except Exception as e:
print(e)
pdb.set_trace(header = "error in entry order cheking")
if orderbook[name]['traded'] == "yes":
bought = orderbook[name]['buy_sell'] == "BUY"
if bought:
try:
ltp = all_ltp[name]
sl_hit = tsl.get_order_status(orderid=orderbook[name]['sl_orderid']) =="TRADED"
tg_hit = ltp > orderbook[name]['tg']
except Exception as e:
print(e)
pdb.set_trace(header = "error in sl order cheking")
if sl_hit:
try:
orderbook[name]['exit_time'] = str(current_time.time())[:8]
orderbook[name]['exit_price'] = tsl.get_executed_price(orderid=orderbook[name]['sl_orderid'])
orderbook[name]['pnl'] = round((orderbook[name]['exit_price'] - orderbook[name]['entry_price'])*orderbook[name]['qty'],1)
orderbook[name]['remark'] = "Bought_SL_hit"
message = "\n".join(f"'{key}': {repr(value)}" for key, value in orderbook[name].items())
message = f"SL_HIT {name} \n\n {message}"
tsl.send_telegram_alert(message=message,receiver_chat_id=receiver_chat_id,bot_token=bot_token)
if reentry == "yes":
completed_orders.append(orderbook[name])
orderbook[name] = None
except Exception as e:
print(e)
pdb.set_trace(header = "sl_hit")
if tg_hit:
try:
tsl.cancel_order(OrderID=orderbook[name]['sl_orderid'])
time.sleep(2)
square_off_buy_order = tsl.order_placement(tradingsymbol=orderbook[name]['name'] ,exchange='NSE', quantity=orderbook[name]['qty'], price=0, trigger_price=0, order_type='MARKET', transaction_type='SELL', trade_type='MIS')
orderbook[name]['exit_time'] = str(current_time.time())[:8]
orderbook[name]['exit_price'] = tsl.get_executed_price(orderid=square_off_buy_order)
orderbook[name]['pnl'] = round((orderbook[name]['exit_price'] - orderbook[name]['entry_price'])*orderbook[name]['qty'],1)
orderbook[name]['remark'] = "Bought_TG_hit"
message = "\n".join(f"'{key}': {repr(value)}" for key, value in orderbook[name].items())
message = f"TG_HIT {name} \n\n {message}"
tsl.send_telegram_alert(message=message,receiver_chat_id=receiver_chat_id,bot_token=bot_token)
if reentry == "yes":
completed_orders.append(orderbook[name])
orderbook[name] = None
winsound.Beep(1500, 10000)
except Exception as e:
print(e)
pdb.set_trace(header = "error in sl tg_hit")
@Tradehull_Imran why am I getting following error ?
Dhan_Tradehull_V2.py", line 82, in get_login
print(self.response)
AttributeError: ‘Tradehull’ object has no attribute ‘response’
@Tradehull_Imran @RahulDeshpande HI,
Is there way to download historical data (daily and intraday) for expired futures contracts of Nifty, Gold , Silver etc. ?
How to get the security id of expired instruments ?
Thanks
Hi sir @Tradehull_Imran
I can able to make order placement through coding. Soon will test and upload in the server.
When will you release the tested trailing stop-loss code?
Please make some videos on how to run 2 algos on the server.
do we require Data API token by paying 500 everymonth only then excel will work?
first of all note that 500p.m. is for data fetching and excel if u are taking about in relation to websocket, imran has already told 1000 times that wesocket is difficult to implement so go for historical candle option with xlswriter u can see them in excel