HI
@Tradehull_Imran
How can we run 2 strategy in a window
-
yes the calculations are okey,
just for a correction point
The data api per day limit is 10000.
7000 is the per day limit for order Apiās. -
In case you have two family account with both data api subscription the method you are suggesting will work. no issues in that.
Hi @Himansshu_Joshi
I am not clear on your error, do share complete error
Also on a high level guess
It seems hat your are sending below command on pdb
& C:/Users/DELL/AppData/Local/Programs/Python/Python38/python.exe "C:/Users/DELL/Downloads/2. 2 Candle Theory Algo/2. 2 candle theory Algo/2. 2 candle theory Algo - Both Side Pseudocode.py"
which will give syntax error
trying to send below command on pdb
print(index_chart)
Thanks for the reply⦠please share the link of the files⦠i am not able to find the link.
Yes sir @Tradehull_Imran and thank you to correct me.
Hi @Dhan, @Hardik @RahulDeshpande
As algo developer/user we need strategy which should work as seamless process, maybe in a sever too.
If I am a commodity trader then itās very difficult go with this daily 10000 data api limit.
And one person required atleast two three strategy which they can use. But with this daily 10000 data api limit, itās almostā¦
Hope @Dhan team will look into this matterš
Hi @rahulcse56
Session 9 Code files
Session 9 was recorded in first week of Aug, till then Dhanhq used WebSocket method to get ltp
Dhan_Tradehull_V2 was created a lot later on
As of now we donāt need to use WebSocket ,
the Session 9 Code files I have shared are updated to match with Dhan_Tradehull_V2
Hi @Shiv_Kumar
Now we have moved to a easier method
Check this link : Learn Algo Trading with Python | Codes | Youtube Series - #952 by Tradehull_Imran
Thanks a ton
Hi @Kalpeshh_Patel
If you want to run 2 strategies parallelly, you can open 2 CMD prompt
like this one
Also do note
-
If 2 strategies are running parallelly then the API will be used by both of them, which will essentially half the rate limits for each algo
-
Also both the algo will use CPU AND RAM, so we need to monitor in Task Manager that we have enough capacity to run both the strategies paralelly.
Hi
@Tradehull_Imran
there are some common data charts to import
Can we merge those both algo strategy in to one
So Data API usage count can reduce
@Tradehull_Imran sir please donāt consider as silly question this one.
suppose we have implemented one algo strategy properly with your guidance
Which will take entry properly but before exit data api limit exceeded. Then
When you will build tick by tick strategy please do consider to create notification /alert something which will confirm us how many data api usage are left for the day
Hello @Tradehull_Imran
i want to add few more points, please enable telegram alerts in the algo so that we get notification for any order execution through algo, also let us know how to do cloud deployment of this algo so that we dont need to worry about execute the algo on daily 9:15am.
Thanks in advance
Is it possible or is there a way to backtest the algo for last 6 months period if the algo uses 5 min & daily time frame, asking as dhan provides 5min data for last 3-4 days only.
@Tradehull_Imran excel not getting automatic data from dhan through api
Tag to sir
While installing āinstall Librariesā in personal laptop, I am getting the following error
ERROR: Could not find a version that satisfies the requirement dhanhq (from versions: none)
ERROR: No matching distribution found for dhanhq
Can You plesase help me to add one more condition for sl and tgt
=>
Cond1 - sl_hit = index_ltp > trade_info[āslā]
Cond2 to add----> If LTP traded on (order price + 20%) then sl price update to orderprice
Cond3 - tg_hit = index_ltp < running_candle[āSUPERT_10_2.0ā]
if long_position:
sl_hit = index_ltp < trade_info['sl']
tg_hit = index_ltp < running_candle['SUPERT_10_2.0']
if sl_hit or tg_hit:
print("Order Exited", trade_info)
exit_orderid = tsl.order_placement(trade_info['options_name'],'NFO', trade_info['qty'], 0, 0, 'MARKET', 'SELL', 'MIS')
I tried for that following codes
Please verify
if traded == āyesā:
long_position = trade_info['CE_PE'] == "CE"
short_position = trade_info['CE_PE'] == "PE"
if long_position:
sl_hit = index_ltp < trade_info['sl']
if chart_15['close'].iloc[-1] > order_price*1.20:
sl_hit = order_price
tg_hit = index_ltp < cc5_2['SUPERT_10_3.0']
if sl_hit or tg_hit:
print("Order Exited", trade_info)
exit_orderid = tsl.order_placement(trade_info['options_name'],'NFO', trade_info['qty'], 0, 0, 'MARKET', 'SELL', 'MIS')
Sir If you donāt mind can you please solve my issue with BFO.
Well, @Hardik would be the best person to address whether weāre planning to increase the rate limit. However, itās encouraging to see that users are keen on this featureā we have noted it down.
That said, increasing the rate limit involves a lot of behind-the-scenes work. Our current system architecture would require significant changes to accommodate this, so itās not a straightforward task.
We appreciate your interest and suggestionsāplease keep them coming!
Have you already uploaded code for two candle strategy?