Hi Imran sir can i have advance algo series code link,
During Testing algo part 1 and 2
I can’t see Advance algo series codes anywhere,
While testing there was multiple error can i have that code,
For study purpose want to understand what my bot expect to be return for every execution,
Example
If my entry failed,
Bot gives multiple error, bot expect sl order id, price Traded status
Hi imran sir, I have leartn a lot from your algo series. Seroiously it is best on internet. I was looking for data to learn algo past 2-3 months but no hope. But form your series only i am able to create a small algo for me. Only problem is that it runs on 5 minute candleframe via tsl.get_historical_data but i want it for 3 minute and i tried your other method defined in tradehull_v2 which is
chart_3 = tsl.get_intraday_data(tradingsymbol=“NIFTY”, exchange=“NFO”, timeframe=“3”, debug=“NO”)
but evertytime it gives error
{‘status’: ‘failure’, ‘remarks’: {‘error_code’: ‘DH-905’, ‘error_type’: ‘Input_Exception’, ‘error_message’: ‘System is unable to fetch data due to incorrect parameters or no data present’}, ‘data’: {‘errorType’: ‘Input_Exception’, ‘errorCode’: ‘DH-905’, ‘errorMessage’: ‘System is unable to fetch data due to incorrect parameters or no data present’}}
Traceback (most recent call last):
File “e:\Python\DHAN\Algos\Dhan_Tradehull_V2.py”, line 569, in get_intraday_data le to fetch data due to incorrect parameters or no data present’}, ‘data’: {‘errorType’: ‘Input_Exception’, ‘errorCode’: ‘DH-905’,
Exception: {‘status’: ‘failure’, ‘remarks’: {‘error_code’: ‘DH-905’, ‘error_type’: ‘Input_Exception’, ‘error_message’: ‘System is u’errorMessage’: ‘System is unable to fetch data due to incorrect parameters or no data present’}}Traceback (most recent call last):, ‘errorMessage’: ‘System is unable to fetch data due to incorrect parameters or no data present’}}
please help me how to get data on 3 minute candle frame.
Thanxs in advance
hi @Tradehull_Imran
i am facing issue while running codebase usage file:
import pdb
import time
import datetime
import traceback
from Dhan_Tradehull import Tradehull
import pandas as pd
from pprint import pprint
import talib
client_code = ""
token_id = "eyJ0eXAiOiJKV1QiLCJhbGciOiJIUzUxMiJ9.eyJpc3MiOiJkaGFuIiwicGFydG5lcklkIjoiIiwiZXhwIjoxNzYwMDI3NjI5L
tsl = Tradehull(client_code , token_id )
pdb.set_trace()
ltp = tsl.get_ltp_data(names = ["ACC", "CIPLA"])
chart = tsl.get_historical_data(tradingsymbol = 'NIFTY',exchange = 'INDEX',timeframe="5")
data = tsl.get_historical_data(tradingsymbol = 'ACC',exchange = 'NSE',timeframe="5")
order_details = tsl.get_order_detail(orderid=102241104416927)
order_status = tsl.get_order_status(orderid=102241104416927)
order_price = tsl.get_executed_price(orderid=102241104416927)
order_time = tsl.get_exchange_time(orderid=102241104416927)
positions = tsl.get_positions()
orderbook = tsl.get_orderbook()
tradebook = tsl.get_trade_book()
holdings = tsl.get_holdings()
error
C:\Users\DELL\Desktop\Dhan\Session3\Dhan codebase>py How_to_use_updated_codebase.py
Traceback (most recent call last):
File "C:\Users\DELL\Desktop\Dhan\Session3\Dhan codebase\How_to_use_updated_codebase.py", line 5, in <module>
from Dhan_Tradehull_V2 import Tradehull
File "C:\Users\DELL\Desktop\Dhan\Session3\Dhan codebase\Dhan_Tradehull_V2.py", line 33
def__init__(self,ClientCode:str,token_id:str):
^
SyntaxError: invalid syntax
C:\Users\DELL\Desktop\Dhan\Session3\Dhan codebase>
There are some updates to the DhanXTradehull codebase
Please connect us over LinkedIn, for all questions
hi @Tradehull_Imran
i am facing issue while running codebase usage file:
import datetime
import warnings
from dhanhq import marketfeed
import xlwings as xw
import pandas as pd
import time
import os
warnings.filterwarnings("ignore")
def get_instrument_file():
global instrument_df
current_date = time.strftime("%Y-%m-%d")
expected_file = 'all_instrument ' + str(current_date) + '.csv'
for item in os.listdir("Dependencies"):
path = os.path.join(item)
if (item.startswith('all_instrument')) and (current_date not in item.split(" ")[1]):
if os.path.isfile("Dependencies\\" + path):
os.remove("Dependencies\\" + path)
if expected_file in os.listdir("Dependencies"):
try:
print(f"Reading existing file {expected_file}")
instrument_df = pd.read_csv("Dependencies\\" + expected_file, low_memory=False)
except Exception as e:
print("This BOT Is Instrument file is not generated completely, Picking New File from Dhan Again")
instrument_df = pd.read_csv("https://images.dhan.co/api-data/api-scrip-master.csv", low_memory=False)
instrument_df.to_csv("Dependencies\\" + expected_file)
else:
# This will fetch instrument_df file from Dhan
print("This BOT Is Picking New File From Dhan")
instrument_df = pd.read_csv("https://images.dhan.co/api-data/api-scrip-master.csv", low_memory=False)
instrument_df.to_csv("Dependencies\\" + expected_file)
return instrument_df
# Excel sheet setup
wb = xw.Book("Websocket.xlsx")
sheet = wb.sheets['LTP']
client_id =
access_token = "eyJ
# Fetch the instrument file
current_date = time.strftime("%Y-%m-%d")
expected_file = 'all_instrument ' + str(current_date) + '.csv'
global instrument_df, old_instruments
old_instruments = list()
instrument_df = get_instrument_file()
def create_instruments(watchlist, stock_exchange):
rows = dict()
row = 1
instruments = list()
instrument_exchange = {'NSE': "NSE", 'BSE': "BSE", 'NFO': 'NSE', 'BFO': 'BSE', 'MCX': 'MCX', 'CUR': 'NSE', 'BSE_IDX': 'BSE', 'NSE_IDX': 'NSE'}
exchange_id = {'NSE': marketfeed.NSE, 'BSE': marketfeed.BSE, 'MCX': marketfeed.MCX, 'NFO': marketfeed.NSE_FNO, 'BFO': marketfeed.BSE_FNO, 'IDX': marketfeed.IDX, 'BSE_IDX': marketfeed.IDX, 'NSE_IDX': marketfeed.IDX}
for tradingsymbol in watchlist:
try:
row += 1
exchange_ = stock_exchange[tradingsymbol]
exchange = instrument_exchange[exchange_]
security_id = instrument_df[
((instrument_df['SEM_TRADING_SYMBOL'] == tradingsymbol) | (instrument_df['SEM_CUSTOM_SYMBOL'] == tradingsymbol)) &
(instrument_df['SEM_EXM_EXCH_ID'] == instrument_exchange[exchange])
].iloc[-1]['SEM_SMST_SECURITY_ID']
exchange_segment = exchange_id[exchange_]
# Subscribe to Quote mode for now, can be changed to Ticker or Depth as needed
instruments.append((exchange_segment, str(security_id), marketfeed.Quote))
rows[security_id] = row
except Exception as e:
print(f"Error: {e} for {tradingsymbol}")
continue
return instruments, rows
def run_feed(client_id, access_token, instruments):
try:
# Initialize DhanFeed
data = marketfeed.DhanFeed(client_id, access_token, instruments)
previous_watchlist = []
rows = {}
old_instruments = instruments
while True:
# Check for updated watchlist
last_row_col1 = sheet.range('A1').end('down').row
last_row_col2 = sheet.range('B1').end('down').row
row = max(last_row_col1, last_row_col2)
data_frame = sheet.range('A1').expand().options(pd.DataFrame, header=1, index=False).value
stock_exchange = sheet.range(f'A2:B{row}').options(dict).value
watchlist = data_frame['Script Name'].to_list()
# If watchlist has changed, update the feed
if watchlist != previous_watchlist:
print("Watchlist changed. Reconnecting the feed...")
# Create new instruments and row mappings before disconnecting
new_instruments, new_rows = create_instruments(watchlist, stock_exchange)
# Disconnect the current connection
data.disconnect()
print("Disconnected from WebSocket feed.")
# Update previous watchlist and rows before reconnecting
previous_watchlist = watchlist
rows = new_rows
old_instruments = new_instruments
# Reconnect with the updated instruments
data = marketfeed.DhanFeed(client_id, access_token, new_instruments)
data.run_forever()
# Start receiving data
response = data.get_data()
if response:
print(f"{datetime.datetime.now().time()}: LTP Received")
if 'LTP' in response.keys():
df = pd.DataFrame(response, index=[0])
security_id = response['security_id']
row = rows.get(int(security_id), None)
if row:
df = df[['LTP', 'avg_price', 'volume', 'total_sell_quantity', 'open', 'close', 'high', 'low']]
sheet.range(f'C{row}').value = df.values.tolist()
except Exception as e:
print(f"WebSocket connection error: {e}")
print("Reconnecting Again...")
# time.sleep(5) # Short delay before reconnecting
run_feed(client_id, access_token, instruments) # Retry the connection
def main_loop():
# Fetch initial instrument data and start the feed
last_row_col1 = sheet.range('A1').end('down').row
last_row_col2 = sheet.range('B1').end('down').row
row = max(last_row_col1, last_row_col2)
data_frame = sheet.range('A1').expand().options(pd.DataFrame, header=1, index=False).value
stock_exchange = sheet.range(f'A2:B{row}').options(dict).value
watchlist = data_frame['Script Name'].to_list()
instruments, rows = create_instruments(watchlist, stock_exchange)
run_feed(client_id, access_token, instruments)
if __name__ == "__main__":
main_loop()
Error
Microsoft Windows [Version 10.0.19045.6332]
(c) Microsoft Corporation. All rights reserved.
C:\Users\DELL\Desktop\Dhan\Session3\3. Session3 - Codebase\Dhan codebase>PY Dhan_websocket.py
Reading existing file all_instrument 2025-10-10.csv
Error: single positional indexer is out-of-bounds for SILVER-27Aug2024-78000-PE
Error: single positional indexer is out-of-bounds for SENSEX 06 SEP 83300 PUT
Error: single positional indexer is out-of-bounds for SENSEX 06 SEP 83600 CALL
Error: single positional indexer is out-of-bounds for SENSEX 06 SEP 76800 PUT
Error: single positional indexer is out-of-bounds for SENSEX 06 SEP 78500 PUT
Error: single positional indexer is out-of-bounds for SENSEX 06 SEP 77000 PUT
Error: single positional indexer is out-of-bounds for SENSEX 06 SEP 81600 CALL
Error: single positional indexer is out-of-bounds for SENSEX 06 SEP 80100 CALL
Error: single positional indexer is out-of-bounds for SENSEX 06 SEP 78800 CALL
Error: single positional indexer is out-of-bounds for SENSEX 06 SEP 77300 CALL
Error: single positional indexer is out-of-bounds for SENSEX 06 SEP 79000 CALL
Error: single positional indexer is out-of-bounds for SENSEX 06 SEP 84100 PUT
Error: single positional indexer is out-of-bounds for SENSEX 06 SEP 76800 CALL
Error: single positional indexer is out-of-bounds for SENSEX 06 SEP 81900 PUT
Error: single positional indexer is out-of-bounds for BANKNIFTY 28 AUG 51600 CALL
Error: single positional indexer is out-of-bounds for NIFTY 29 AUG 23200 CALL
Watchlist changed. Reconnecting the feed...
Error: single positional indexer is out-of-bounds for SILVER-27Aug2024-78000-PE
Error: single positional indexer is out-of-bounds for SENSEX 06 SEP 83300 PUT
Error: single positional indexer is out-of-bounds for SENSEX 06 SEP 83600 CALL
Error: single positional indexer is out-of-bounds for SENSEX 06 SEP 76800 PUT
Error: single positional indexer is out-of-bounds for SENSEX 06 SEP 78500 PUT
Error: single positional indexer is out-of-bounds for SENSEX 06 SEP 77000 PUT
Error: single positional indexer is out-of-bounds for SENSEX 06 SEP 81600 CALL
Error: single positional indexer is out-of-bounds for SENSEX 06 SEP 80100 CALL
Error: single positional indexer is out-of-bounds for SENSEX 06 SEP 78800 CALL
Error: single positional indexer is out-of-bounds for SENSEX 06 SEP 77300 CALL
Error: single positional indexer is out-of-bounds for SENSEX 06 SEP 79000 CALL
Error: single positional indexer is out-of-bounds for SENSEX 06 SEP 84100 PUT
Error: single positional indexer is out-of-bounds for SENSEX 06 SEP 76800 CALL
Error: single positional indexer is out-of-bounds for SENSEX 06 SEP 81900 PUT
Error: single positional indexer is out-of-bounds for BANKNIFTY 28 AUG 51600 CALL
Error: single positional indexer is out-of-bounds for NIFTY 29 AUG 23200 CALL
Disconnected from WebSocket feed.
WebSocket connection error: server rejected WebSocket connection: HTTP 400
Reconnecting Again...
Watchlist changed. Reconnecting the feed...
Error: single positional indexer is out-of-bounds for SILVER-27Aug2024-78000-PE
Error: single positional indexer is out-of-bounds for SENSEX 06 SEP 83300 PUT
Error: single positional indexer is out-of-bounds for SENSEX 06 SEP 83600 CALL
Error: single positional indexer is out-of-bounds for SENSEX 06 SEP 76800 PUT
Error: single positional indexer is out-of-bounds for SENSEX 06 SEP 78500 PUT
Error: single positional indexer is out-of-bounds for SENSEX 06 SEP 77000 PUT
Error: single positional indexer is out-of-bounds for SENSEX 06 SEP 81600 CALL
Error: single positional indexer is out-of-bounds for SENSEX 06 SEP 80100 CALL
Error: single positional indexer is out-of-bounds for SENSEX 06 SEP 78800 CALL
Error: single positional indexer is out-of-bounds for SENSEX 06 SEP 77300 CALL
Error: single positional indexer is out-of-bounds for SENSEX 06 SEP 79000 CALL
Error: single positional indexer is out-of-bounds for SENSEX 06 SEP 84100 PUT
Error: single positional indexer is out-of-bounds for SENSEX 06 SEP 76800 CALL
Error: single positional indexer is out-of-bounds for SENSEX 06 SEP 81900 PUT
Error: single positional indexer is out-of-bounds for BANKNIFTY 28 AUG 51600 CALL
Error: single positional indexer is out-of-bounds for NIFTY 29 AUG 23200 CALL
Disconnected from WebSocket feed.
WebSocket connection error: server rejected WebSocket connection: HTTP 400
Reconnecting Again...
Watchlist changed. Reconnecting the feed...
Error: single positional indexer is out-of-bounds for SILVER-27Aug2024-78000-PE
Error: single positional indexer is out-of-bounds for SENSEX 06 SEP 83300 PUT
Error: single positional indexer is out-of-bounds for SENSEX 06 SEP 83600 CALL
Error: single positional indexer is out-of-bounds for SENSEX 06 SEP 76800 PUT
Error: single positional indexer is out-of-bounds for SENSEX 06 SEP 78500 PUT
Error: single positional indexer is out-of-bounds for SENSEX 06 SEP 77000 PUT
Error: single positional indexer is out-of-bounds for SENSEX 06 SEP 81600 CALL
Error: single positional indexer is out-of-bounds for SENSEX 06 SEP 80100 CALL
Error: single positional indexer is out-of-bounds for SENSEX 06 SEP 78800 CALL
Error: single positional indexer is out-of-bounds for SENSEX 06 SEP 77300 CALL
Error: single positional indexer is out-of-bounds for SENSEX 06 SEP 79000 CALL
Error: single positional indexer is out-of-bounds for SENSEX 06 SEP 84100 PUT
Error: single positional indexer is out-of-bounds for SENSEX 06 SEP 76800 CALL
Error: single positional indexer is out-of-bounds for SENSEX 06 SEP 81900 PUT
Error: single positional indexer is out-of-bounds for BANKNIFTY 28 AUG 51600 CALL
Error: single positional indexer is out-of-bounds for NIFTY 29 AUG 23200 CALL
Disconnected from WebSocket feed.
@Tradehull_Imran Sir, How to get the today candle(ohlc) after market closed? This code (today = chart.iloc[-1]) shows only day before yesterday candle on week days. Please resolve this issue
yes today’s candle data only available on next day after 9:15 am (daily candle data) 5 min candle data is available after market close
hi @Tradehull_Imran
“I am facing an issue while running the .Session6- 1st Live Algo file. The WebSocket is running, but the code base is not running properly. Please guide me on how to fix this problem.”`import pdb
from Dhan_Tradehull import Tradehull
import pandas as pd
import talib
client_code =
token_id =
tsl = Tradehull(client_code,token_id)
available_balance = tsl.get_balance()
leveraged_margin = available_balance*5
max_trades = 3
per_trade_margin = (leveraged_margin/max_trades)
watchlist = [‘MOTHERSON’, ‘OFSS’, ‘MANAPPURAM’, ‘BSOFT’, ‘CHAMBLFERT’, ‘DIXON’, ‘NATIONALUM’, ‘DLF’, ‘IDEA’, ‘ADANIPORTS’, ‘SAIL’, ‘HINDCOPPER’, ‘INDIGO’, ‘RECLTD’, ‘PNB’, ‘HINDALCO’, ‘RBLBANK’, ‘GNFC’, ‘ALKEM’, ‘CONCOR’, ‘PFC’, ‘GODREJPROP’, ‘MARUTI’, ‘ADANIENT’, ‘ONGC’, ‘CANBK’, ‘OBEROIRLTY’, ‘BANDHANBNK’, ‘SBIN’, ‘HINDPETRO’, ‘CANFINHOME’, ‘TATAMOTORS’, ‘LALPATHLAB’, ‘MCX’, ‘TATACHEM’, ‘BHARTIARTL’, ‘INDIAMART’, ‘LUPIN’, ‘INDUSTOWER’, ‘VEDL’, ‘SHRIRAMFIN’, ‘POLYCAB’, ‘WIPRO’, ‘UBL’, ‘SRF’, ‘BHARATFORG’, ‘GRASIM’, ‘IEX’, ‘BATAINDIA’, ‘AARTIIND’, ‘TATASTEEL’, ‘UPL’, ‘HDFCBANK’, ‘LTF’, ‘TVSMOTOR’, ‘GMRINFRA’, ‘IOC’, ‘ABCAPITAL’, ‘ACC’, ‘IDFCFIRSTB’, ‘ABFRL’, ‘ZYDUSLIFE’, ‘GLENMARK’, ‘TATAPOWER’, ‘PEL’, ‘IDFC’, ‘LAURUSLABS’, ‘BANKBARODA’, ‘KOTAKBANK’, ‘CUB’, ‘GAIL’, ‘DABUR’, ‘TECHM’, ‘CHOLAFIN’, ‘BEL’, ‘SYNGENE’, ‘FEDERALBNK’, ‘NAVINFLUOR’, ‘AXISBANK’, ‘LT’, ‘ICICIGI’, ‘EXIDEIND’, ‘TATACOMM’, ‘RELIANCE’, ‘ICICIPRULI’, ‘IPCALAB’, ‘AUBANK’, ‘INDIACEM’, ‘GRANULES’, ‘HDFCAMC’, ‘COFORGE’, ‘LICHSGFIN’, ‘BAJAJFINSV’, ‘INFY’, ‘BRITANNIA’, ‘M&MFIN’, ‘BAJFINANCE’, ‘PIIND’, ‘DEEPAKNTR’, ‘SHREECEM’, ‘INDUSINDBK’, ‘DRREDDY’, ‘TCS’, ‘BPCL’, ‘PETRONET’, ‘NAUKRI’, ‘JSWSTEEL’, ‘MUTHOOTFIN’, ‘CUMMINSIND’, ‘CROMPTON’, ‘M&M’, ‘GODREJCP’, ‘IGL’, ‘BAJAJ-AUTO’, ‘HEROMOTOCO’, ‘AMBUJACEM’, ‘BIOCON’, ‘ULTRACEMCO’, ‘VOLTAS’, ‘BALRAMCHIN’, ‘SUNPHARMA’, ‘ASIANPAINT’, ‘COALINDIA’, ‘SUNTV’, ‘EICHERMOT’, ‘ESCORTS’, ‘HAL’, ‘ASTRAL’, ‘NMDC’, ‘ICICIBANK’, ‘TORNTPHARM’, ‘JUBLFOOD’, ‘METROPOLIS’, ‘RAMCOCEM’, ‘INDHOTEL’, ‘HINDUNILVR’, ‘TRENT’, ‘TITAN’, ‘JKCEMENT’, ‘ASHOKLEY’, ‘SBICARD’, ‘BERGEPAINT’, ‘JINDALSTEL’, ‘MFSL’, ‘BHEL’, ‘NESTLEIND’, ‘HDFCLIFE’, ‘COROMANDEL’, ‘DIVISLAB’, ‘ITC’, ‘TATACONSUM’, ‘APOLLOTYRE’, ‘AUROPHARMA’, ‘HCLTECH’, ‘LTTS’, ‘BALKRISIND’, ‘DALBHARAT’, ‘APOLLOHOSP’, ‘ABBOTINDIA’, ‘ATUL’, ‘UNITDSPR’, ‘PVRINOX’, ‘SIEMENS’, ‘SBILIFE’, ‘IRCTC’, ‘GUJGASLTD’, ‘BOSCHLTD’, ‘NTPC’, ‘POWERGRID’, ‘MARICO’, ‘HAVELLS’, ‘MPHASIS’, ‘COLPAL’, ‘CIPLA’, ‘MGL’, ‘ABB’, ‘PIDILITIND’, ‘MRF’, ‘LTIM’, ‘PAGEIND’, ‘PERSISTENT’]
traded_wathclist =
while True:
for stock_name in watchlist:
print(stock_name)
chart = tsl.get_intraday_data(stock_name, 'NSE', 1)
chart['rsi'] = talib.RSI(chart['close'], timeperiod=14) #pandas
bc = chart.iloc[-2] #pandas breakout candle
ic = chart.iloc[-3] #pandas inside candle
ba_c = chart.iloc[-4] #pandas base candle
uptrend = bc['rsi'] > 50
downtrend = bc['rsi'] < 49
inside_candle_formed = (ba_c['high'] > ic['high']) and (ba_c['low'] < ic['low'])
upper_side_breakout = bc['high'] > ba_c['high']
down_side_breakout = bc['low'] < ba_c['low']
no_repeat_order = stock_name not in traded_wathclist
max_order_limit = len(traded_wathclist) <= max_trades
if uptrend and inside_candle_formed and upper_side_breakout and no_repeat_order and max_order_limit:
print(stock_name, "is in uptrend, Buy this script")
qty = int(per_trade_margin/bc['close'])
buy_entry_orderid = tsl.order_placement(stock_name,'NSE', 1, 0, 0, 'MARKET', 'BUY', 'MIS')
traded_wathclist.append(stock_name)
if downtrend and inside_candle_formed and down_side_breakout and no_repeat_order and max_order_limit:
print(stock_name, "is in downtrend SELL this script")
qty = int(per_trade_margin/bc['close'])
sell_entry_orderid = tsl.order_placement(stock_name,'NSE', 1, 0, 0, 'MARKET', 'SELL', 'MIS')
traded_wathclist.append(stock_name)
Erorr :
Microsoft Windows [Version 10.0.26100.6725]
(c) Microsoft Corporation. All rights reserved.
C:\Users\Desh Deppak Verma\OneDrive\Desktop\Dhan\6. Session6- 1st Live Algo\1st live Algo>py "Dhan_codebase usage.py"
-----Logged into Dhan-----
reading existing file all_instrument 2025-10-15.csv
Got the instrument file
MOTHERSON
intraday_minute_data() missing 2 required positional arguments: 'from_date' and 'to_date'
Traceback (most recent call last):
File "C:\Users\Desh Deppak Verma\OneDrive\Desktop\Dhan\6. Session6- 1st Live Algo\1st live Algo\Dhan_Tradehull.py", line 253, in get_intraday_data
ohlc = self.Dhan.intraday_minute_data(str(security_id),exchangeSegment,instrument_type)
TypeError: intraday_minute_data() missing 2 required positional arguments: 'from_date' and 'to_date'
Traceback (most recent call last):
File "Dhan_codebase usage.py", line 28, in <module>
chart['rsi'] = talib.RSI(chart['close'], timeperiod=14) #pandas
TypeError: 'NoneType' object is not subscriptable
`
Hi @Desh_Deepak_Verma ,
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='NIFTY', exchange='INDEX', timeframe="DAY")
data = tsl.get_historical_data(tradingsymbol='ACC', exchange='NSE', timeframe="1")
Do update to our latest codebase version 3.0.6:
pip install Dhan-Tradehullpip show Dhan-TradehullGuide to use the updated codebase:
Refer the below pypi link for more details:
Hello @Tradehull_Imran
I am getting this error when i run the script, also even tough the script runs, it doesnt places order , could you please help on this
I am using Dhan_Tradehull_V2.py and updated codebase 3.0
D:\ALgo Programming\9. Session9- 3rd Live Algo\Running Algo>py “4.1 small code Indicator Based Scanner.py”
Codebase Version 2.2 : Rate Limits
-----Logged into Dhan-----
reading existing file all_instrument 2025-10-16.csv
Got the instrument file
Scanner Started to scan at 12:55:47.598878
Scanning TATASTEEL 2025-10-16 12:55:47.598878
Checking TATASTEEL…
BUY SIGNAL: TATASTEEL
Traceback (most recent call last):
File “D:\ALgo Programming\9. Session9- 3rd Live Algo\Running Algo\Dhan_Tradehull_V2.py”, line 139, in order_placement
orderid = order[“data”][“orderId”]
KeyError: ‘orderId’
Traceback (most recent call last):
File “D:\ALgo Programming\9. Session9- 3rd Live Algo\Running Algo\Dhan_Tradehull_V2.py”, line 139, in order_placement
orderid = order[“data”][“orderId”]
KeyError: ‘orderId’
Traceback (most recent call last):
File “D:\ALgo Programming\9. Session9- 3rd Live Algo\Running Algo\Dhan_Tradehull_V2.py”, line 139, in order_placement
orderid = order[“data”][“orderId”]
KeyError: ‘orderId’
Scan cycle completed. Waiting before next scan…
Hi @Priyesh_Sharma
Please share code as well
@Tradehull_Imran
Here is the code
import pdb
import time
import datetime
import traceback
from Dhan_Tradehull_V2 import Tradehull
import pandas as pd
from pprint import pprint
import talib
import pandas_ta as ta
client_code = “19”
token_id = “eA”
tsl = Tradehull(client_code, token_id)
watchlist = [‘TATASTEEL’]
available_balance = tsl.get_balance()
leveraged_margin = available_balance * 5
max_trades = 1
per_trade_margin = (leveraged_margin / max_trades)
max_loss = (available_balance * 1) / 100 * -2
positions = {} # {stock_name: {‘status’: ‘Buy’/‘Sell’, ‘entry_price’: price, ‘qty’: qty}}
traded_watchlist =
while True:
live_pnl = tsl.get_live_pnl()
current_time = datetime.datetime.now().time()
if current_time < datetime.time(9, 15):
print("wait for market to start", current_time)
continue
if (current_time > datetime.time(15, 00)) or (live_pnl < max_loss):
I_want_to_trade_no_more = tsl.kill_switch('ON')
order_details = tsl.cancel_all_orders()
print("MAX LOSS or Market is over, Bye Bye see you tomorrow", current_time)
break
try:
# Get ltp
all_ltp = tsl.get_ltp_data(names=watchlist)
current_time = datetime.datetime.now().time()
print("Scanner Started to scan at ", current_time)
for stock_name in watchlist:
try:
current_time = datetime.datetime.now()
print(f"Scanning {stock_name} ", current_time)
time.sleep(0.1) # Prevent API rate limit issues
print(f"Checking {stock_name}...") # Fixed: was stock_name, should be name
chart = tsl.get_historical_data(tradingsymbol=stock_name, exchange='NSE', timeframe="5")
if chart is None or not isinstance(chart, pd.DataFrame):
print(f"Failed to retrieve historical data for {stock_name}")
continue
# Calculate indicators
chart['rsi'] = talib.RSI(chart['close'], timeperiod=14)
chart['CDLENGULFING'] = talib.CDLENGULFING(chart['open'], chart['high'], chart['low'], chart['close'])
# Supertrend indicators
indi = ta.supertrend(chart['high'], chart['low'], chart['close'], 10, 2)
chart = pd.concat([chart, indi], axis=1, join='inner')
indi = ta.supertrend(chart['high'], chart['low'], chart['close'], 10, 4)
chart = pd.concat([chart, indi], axis=1, join='inner')
indi = ta.supertrend(chart['high'], chart['low'], chart['close'], 10, 6)
chart = pd.concat([chart, indi], axis=1, join='inner')
chart['MFI'] = talib.MFI(chart['high'], chart['low'], chart['close'], chart['volume'], timeperiod=14)
cc_5 = chart.iloc[-1] # Most recent running candle
cc_3 = chart.iloc[-2] # Previous completed candle
# Get LTP from all_ltp with error handling
try:
ltp = all_ltp.get(stock_name)
except:
print(f"LTP not available for {stock_name}")
continue
# Buy entry conditions
bc1 = cc_5['rsi'] > 40 and cc_5['MFI'] > 40
bc2 = (cc_5['SUPERTd_10_2.0'] == 1)
bc3 = (cc_5['SUPERTd_10_4.0'] == 1)
bc4 = (cc_5['SUPERTd_10_6.0'] == 1)
# Sell entry conditions
sc1 = cc_5['rsi'] < 30
sc2 = (cc_5['SUPERTd_10_2.0'] == -1)
sc3 = (cc_5['SUPERTd_10_4.0'] == -1)
sc4 = (cc_5['SUPERTd_10_6.0'] == -1)
no_repeat_order = stock_name not in traded_watchlist
max_order_limit = len(traded_watchlist) <= max_trades
if bc1 :#and bc2 and bc3 and bc4 and no_repeat_order and max_order_limit:
print("✅ BUY SIGNAL: ", stock_name, "\t")
position = 'Buy'
#print(f"{stock_name} RSI: {cc_5['rsi']:.2f}, MFI: {cc_5['MFI']:.2f}, LTP: {ltp}")
sl_price = round((cc_5['close'] * 0.99), 1)
qty = 1 #int(per_trade_margin / cc_5['close'])
sell_price = round((cc_5['close'] * 1.01), 1)
buy_entry_orderid = tsl.order_placement(stock_name, 'NSE', qty, 0, 0, 'MARKET', 'BUY', 'MIS')
sl_orderid = tsl.order_placement(stock_name, 'NSE', qty, 0, sl_price, 'STOPMARKET', 'SELL', 'MIS')
sell_orderid = tsl.order_placement(stock_name, 'NSE', qty, 0, sell_price, 'LIMIT', 'SELL', 'MIS')
traded_watchlist.append(stock_name)
if sc1 and sc2 and sc3 and sc4 and no_repeat_order and max_order_limit:
print("❌ SELL SIGNAL: ", stock_name, "\t")
position = 'Sell'
#print(f"{stock_name} RSI: {cc_5['rsi']:.2f}, LTP: {ltp}")
sl_price = round((cc_5['close']*1.01),1)
qty = int(per_trade_margin/cc_5['close'])
buy_price = round((cc_5['close']*0.99),1)
buy_entry_orderid = tsl.order_placement(stock_name,'NSE', qty, 0, 0, 'MARKET', 'SELL', 'MIS')
sl_orderid = tsl.order_placement(stock_name,'NSE', qty, 0, sl_price, 'STOPMARKET', 'BUY', 'MIS')
sell_orderid = tsl.order_placement(stock_name, 'NSE', qty, 0, sell_price, 'LIMIT', 'SELL', 'MIS')
traded_watchlist.append(stock_name)
# Exit conditions
if stock_name in positions:
if positions[stock_name]['status'] == 'Buy':
if (cc_5['SUPERTd_10_2'] == -1 or
cc_5['SUPERTd_10_4'] == -1 or
cc_5['SUPERTd_10_6'] == -1):
order_details = tsl.cancel_all_orders(stock_name)
print(f"Exit Buy {stock_name} (One or more Supertrends turned red)")
if stock_name in positions:
if positions[stock_name]['status'] == 'Buy':
if (cc_5['SUPERTd_10_2'] == 1 or
cc_5['SUPERTd_10_4'] == 1 or
cc_5['SUPERTd_10_6'] == 1):
order_details = tsl.cancel_all_orders(stock_name)
print(f"Exit Sell {stock_name} (One or more Supertrends turned green)")
except Exception as stock_error:
print(f"Error processing {stock_name}: {stock_error}")
continue
print("Scan cycle completed. Waiting before next scan...")
time.sleep(30) # Wait 30 seconds before next full scan cycle
except Exception as e:
print(f"Main loop error: {e}")
print("Waiting 60 seconds before retrying...")
time.sleep(30)
continue
@Tradehull_Imran
Also Getting issues with Supertrend also in the above code
While running it at 9.20 am
here is the error
D:\ALgo Programming\9. Session9- 3rd Live Algo\Running Algo>py “4.1 small code Indicator Based Scanner.py”
Codebase Version 2.2 : Rate Limits
-----Logged into Dhan-----
reading existing file all_instrument 2025-10-16.csv
Got the instrument file
Scanner Started to scan at 09:20:12.829371
Scanning CANBK 2025-10-16 09:20:12.829371
Checking CANBK…
Error processing CANBK: ‘SUPERTd_10_2.0’
Scan cycle completed. Waiting before next scan…
Scanner Started to scan at 09:20:47.846151
Scanning CANBK 2025-10-16 09:20:47.846151
Checking CANBK…
Error processing CANBK: ‘SUPERTd_10_2.0’
Scan cycle completed. Waiting before next scan…
Traceback (most recent call last):
File “4.1 small code Indicator Based Scanner.py”, line 153, in
time.sleep(30) # Wait 30 seconds before next full scan cycle
Hi @Priyesh_Sharma ,
SUPERTd_10_2 or SUPERTd_10_2.0, and update your condition lines accordingly.Let me know if you face any challenge.
Do update to our latest codebase version 3.0.6:
pip install Dhan-Tradehullpip show Dhan-TradehullGuide to use the updated codebase:
Refer the below pypi link for more details:
hi sir ,
i learnt a lot from your algo series. I am working on option chain atm_strike, option_chain = tsl.get_option_chain(‘nifty’, ‘INDEX’, 0, num_strikes=10) but the prbolem is data from this option chain differs from NSE website option i.e. chain OI, change in OI, Volume and IV these four column gave wrong results but rest all columns like LTP are accurate. For PCR i need OI and change In OI. Can you please help me in this . I also attached the screenshot for the same comparing both tables form dhan api and NSE
Hello @Tradehull_Imran
I am still unable to place order on Dhan getting this error when i run the script, also even though the script runs, it doesnt places order , could you please help on this
I am using Dhan_Tradehull_V2.py and updated codebase 3.0
D:\ALgo Programming\9. Session9- 3rd Live Algo\Running Algo>py “Multi timeframe Algo.py”
Codebase Version 2.2 : Rate Limits
-----Logged into Dhan-----
reading existing file all_instrument 2025-10-17.csv
Got the instrument file
ADANIPOWER
ADANIPOWER is in uptrend, Buy this script
Traceback (most recent call last):
File “D:\ALgo Programming\9. Session9- 3rd Live Algo\Running Algo\Dhan_Tradehull_V2.py”, line 139, in order_placement
orderid = order[“data”][“orderId”]
KeyError: ‘orderId’
Traceback (most recent call last):
File “D:\ALgo Programming\9. Session9- 3rd Live Algo\Running Algo\Dhan_Tradehull_V2.py”, line 139, in order_placement
orderid = order[“data”][“orderId”]
KeyError: ‘orderId’
Traceback (most recent call last):
File “D:\ALgo Programming\9. Session9- 3rd Live Algo\Running Algo\Dhan_Tradehull_V2.py”, line 139, in order_placement
orderid = order[“data”][“orderId”]
KeyError: ‘orderId’
ADANIPOWER
ADANIPOWER
ADANIPOWER
The Code is given below
import pdb
from Dhan_Tradehull_V2 import Tradehull
import pandas as pd
import talib
import time
import datetime
client_code = “19”
token_id = “”
tsl = Tradehull(client_code, token_id)
available_balance = tsl.get_balance()
leveraged_margin = available_balance5
max_trades = 5
per_trade_margin = (leveraged_margin/max_trades)
max_loss = (available_balance1)/100*-4
watchlist = [‘ADANIPOWER’]
traded_wathclist =
while True:
live_pnl = tsl.get_live_pnl()
current_time = datetime.datetime.now().time()
if current_time < datetime.time(9, 15):
print("wait for market to start", current_time)
continue
if (current_time > datetime.time(15, 00)) or (live_pnl < max_loss):
I_want_to_trade_no_more = tsl.kill_switch('ON')
order_details = tsl.cancel_all_orders()
print("Market is over, Bye Bye see you tomorrow", current_time)
break
for stock_name in watchlist:
time.sleep(0.1)
print(stock_name)
# Conditions that are on 1 minute timeframe
chart_5 = tsl.get_intraday_data(stock_name, 'NSE', 5) # 5 minute chart # this call has been updated to get_historical_data call,
chart_5 = tsl.get_historical_data(tradingsymbol = stock_name,exchange = 'NSE',timeframe="5")
chart_5['rsi'] = talib.RSI(chart_5['close'], timeperiod=14) #pandas
cc_5 = chart_5.iloc[-2] #pandas completed candle of 5 min timeframe
uptrend = cc_5['rsi'] > 40
downtrend = cc_5['rsi'] < 30
# Conditions that are on 5 minute timeframe
chart_5 = tsl.get_intraday_data(stock_name, 'NSE', 5) # 5 minute chart
chart_5 = tsl.get_historical_data(tradingsymbol = stock_name,exchange = 'NSE',timeframe="5") # this call has been updated to get_historical_data call,
chart_5['upperband'], chart_5['middleband'], chart_5['lowerband'] = talib.BBANDS(chart_5['close'], timeperiod=5, nbdevup=2, nbdevdn=2, matype=0)
cc_5 = chart_5.iloc[-1] # pandas
ub_breakout = cc_5['high'] > cc_5['upperband']
lb_breakout = cc_5['low'] < cc_5['lowerband']
no_repeat_order = stock_name not in traded_wathclist
max_order_limit = len(traded_wathclist) <= max_trades
if uptrend and no_repeat_order and max_order_limit:
print(stock_name, "is in uptrend, Buy this script")
sl_price = round((cc_5['close']*0.98),1)
qty = int(per_trade_margin/cc_5['close'])
sell_price = round((cc_5['close']*1.02),1)
buy_entry_orderid = tsl.order_placement(stock_name,'NSE', qty, 0, 0, 'MARKET', 'BUY', 'MIS')
sl_orderid = tsl.order_placement(stock_name,'NSE', qty, 0, sl_price, 'STOPMARKET', 'SELL', 'MIS')
sell_orderid = tsl.order_placement(stock_name,'NSE', qty, 0, sell_price, 'LIMIT', 'SELL', 'MIS')
traded_wathclist.append(stock_name)
if downtrend and no_repeat_order and max_order_limit:
print(stock_name, "is in downtrend, Sell this script")
sl_price = round((cc_5['close']*1.02),1)
qty = int(per_trade_margin/cc_5['close'])
buy_price = round((cc_5['close']*0.98),1)
buy_entry_orderid = tsl.order_placement(stock_name,'NSE', qty, 0, 0, 'MARKET', 'SELL', 'MIS')
sl_orderid = tsl.order_placement(stock_name,'NSE', qty, 0, sl_price, 'STOPMARKET', 'BUY', 'MIS')
sell_orderid = tsl.order_placement(stock_name,'NSE', qty, 0, buy_price, 'LIMIT', 'SELL', 'MIS')
traded_wathclist.append(stock_name)
Hi @akki .
OI data is delayed by 3 minutes always, this delay is set from exchange side. also the OI data in excel divide it by lot size
Hi @Priyesh_Sharma ,
If you are using Codebase version then you don’t require Dhan_Tradehull_V2 file within your folder.
Check the below Video reference on how to use codebase:
pls help me, how can i solve this problem
note: This error originates from a subprocess, and is likely not a problem with pip.
ERROR: Failed building wheel for TA-Lib
Failed to build TA-Lib
error: failed-wheel-build-for-install
Hello @Tradehull_Imran sir,
Please share more details about this opportunity if it is still open.
