[Errno 2] No such file or directory
You have suggested a good method.
yes it can be done, we can use any common database/pickle/HDF5 and send our data frame to it.
both algo strategy can read from the same source.
Hi @Subhajitpanja
Yes it seems rate limits can create issues, specially if you are working with commodity.
I will take this point in next video on how to manage rate limits.
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Hi @rahulcse56
Added the same. 
1 Like
Hi @Aijaz_Ahmad
Yes Backtesting it possible, however historical data seems to be a challenge as of now.
@Hardik @RahulDeshpande
Please add in roadmap.
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Hi @info_mail
Do check this link : Learn Algo Trading with Python | Codes | Youtube Series - #952 by Tradehull_Imran
It seems a network issue. PIP was not able to connect to download libraries required
Check if you are not behind a firewall or proxy.
If its a office laptop then it may have those restrictions.
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2 candle Theory code files : 2. 2 Candle Theory Algo.zip - Google Drive
Do post your question if you are having any confusion.
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use below pseudocode,
It will move SL to Entry price after options has moved up by 20%
we needed to make changes in trade_info also,
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 pta
import pandas_ta as ta
import warnings
warnings.filterwarnings("ignore")
# ---------------for dhan login ----------------
client_code = "client_code"
token_id = "token_id"
tsl = Tradehull(client_code,token_id)
traded = "no"
trade_info = {"options_name":None, "qty":None, "sl":None, "CE_PE":None, "entry_price":None , "Trailed":None}
while True:
current_time = datetime.datetime.now()
index_chart = tsl.get_historical_data(tradingsymbol='NIFTY NOV FUT', exchange='NFO', timeframe="1")
time.sleep(3)
index_ltp = tsl.get_ltp_data(names = ['NIFTY NOV FUT'])['NIFTY NOV FUT']
if (index_chart == None):
time.sleep(60)
continue
# rsi ------------------------ apply indicators
index_chart['rsi'] = talib.RSI(index_chart['close'], timeperiod=14)
# vwap
index_chart.set_index(pd.DatetimeIndex(index_chart['timestamp']), inplace=True)
index_chart['vwap'] = pta.vwap(index_chart['high'] , index_chart['low'], index_chart['close'] , index_chart['volume'])
# Supertrend
indi = ta.supertrend(index_chart['high'], index_chart['low'], index_chart['close'], 10, 2)
index_chart = pd.concat([index_chart, indi], axis=1, join='inner')
# vwma
index_chart['pv'] = index_chart['close'] * index_chart['volume']
index_chart['vwma'] = index_chart['pv'].rolling(20).mean() / index_chart['volume'].rolling(20).mean()
# volume
volume = 50000
first_candle = index_chart.iloc[-3]
second_candle = index_chart.iloc[-2]
running_candle = index_chart.iloc[-1]
# ---------------------------- BUY ENTRY CONDITIONS ----------------------------
bc1 = first_candle['close'] > first_candle['vwap'] # First Candle close is above VWAP
bc2 = first_candle['close'] > first_candle['SUPERT_10_2.0'] # First Candle close is above Supertrend
bc3 = first_candle['close'] > first_candle['vwma'] # First Candle close is above VWMA
bc4 = first_candle['rsi'] < 80 # First candle RSI < 80
bc5 = second_candle['volume'] > 50000 # Second candle Volume should be greater than 50,000 for Nifty and above 125,000 for Bank Nifty
bc6 = traded == "no"
bc7 = index_ltp > first_candle['low']
print(f"BUY \t {current_time} \t {bc1} \t {bc2} \t {bc3} \t {bc4} \t {bc5} \t {bc7} \t first_candle {str(first_candle['timestamp'].time())}")
# ---------------------------- SELL ENTRY CONDITIONS ----------------------------
sc1 = first_candle['close'] < first_candle['vwap'] # First Candle close is below VWAP
sc2 = first_candle['close'] < first_candle['SUPERT_10_2.0'] # First Candle close is below Supertrend
sc3 = first_candle['close'] < first_candle['vwma'] # First Candle close is below VWMA
sc4 = first_candle['rsi'] > 20 # First candle RSI < 80
sc5 = second_candle['volume'] > 50000 # Second candle Volume should be greater than 50,000 for Nifty and above 125,000 for Bank Nifty
sc6 = traded == "no"
sc7 = index_ltp < first_candle['high']
print(f"SELL \t {current_time} \t {sc1} \t {sc2} \t {sc3} \t {sc4} \t {sc5} \t {sc7} \t first_candle {str(first_candle['timestamp'].time())} \n")
if bc1 and bc2 and bc3 and bc4 and bc5 and bc6 and bc7:
print("Sell Signal Formed")
ce_name, pe_name, strike = tsl.ATM_Strike_Selection(Underlying ='NIFTY',Expiry ='28-11-2024')
lot_size = tsl.get_lot_size(ce_name)*1
entry_orderid = tsl.order_placement(ce_name,'NFO', lot_size, 0, 0, 'MARKET', 'BUY', 'MIS')
traded = "yes"
trade_info['options_name'] = ce_name
trade_info['qty'] = lot_size
trade_info['sl'] = first_candle['low']
trade_info['CE_PE'] = "CE"
time.sleep(1)
trade_info['entry_price'] = tsl.get_executed_price(orderid=trade_info['entry_orderid'])
if sc1 and sc2 and sc3 and sc4 and sc5 and sc6 and sc7:
print("Sell Signal Formed")
ce_name, pe_name, strike = tsl.ATM_Strike_Selection(Underlying ='NIFTY',Expiry ='28-11-2024')
lot_size = tsl.get_lot_size(pe_name)*1
entry_orderid = tsl.order_placement(pe_name,'NFO', lot_size, 0, 0, 'MARKET', 'BUY', 'MIS')
traded = "yes"
trade_info['options_name'] = pe_name
trade_info['qty'] = lot_size
trade_info['sl'] = first_candle['high']
trade_info['CE_PE'] = "PE"
# ---------------------------- check for exit SL/TG
if traded == "yes":
long_position = trade_info['CE_PE'] == "CE"
short_position = trade_info['CE_PE'] == "PE"
if long_position:
price_has_moved_20_pct = ltp > (trade_info['entry_price'])*1.2
position_has_not_been_trailed = trade_info['Trailed'] is None
if price_has_moved_20_pct and position_has_not_been_trailed:
trade_info['sl'] = trade_info['entry_price']
trade_info['Trailed'] = "yes_I_have_trailed"
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')
pdb.set_trace()
if short_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')
pdb.set_trace()
# trade_info = {
# 'CE_PE': 'PE',
# 'options_name': 'NIFTY 21 NOV 23350 PUT',
# 'qty': 25,
# 'sl': 23357.95
# }
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Hi @Naga_Rajesh_K
Sure will take it up on Monday.
Hi @thakurmhn
Link : Learn Algo Trading with Python | Codes | Youtube Series - #1041 by Tradehull_Imran
Do send complete error screenshot.
Hi, @Tradehull_Imran ,
Good Day!
I wanted to check if you have setup available for macOS?
do check this link : TA-Lib
and this one : How do I install TA-lib in python 3 in Mac OS High Sierra? - Stack Overflow
Thanks Imran.
I have tried again to execute that Library and it worked.
1 Like
Hi @Tradehull_Imran,
Can you please share the backtest code in the meantime.
Hi @Tradehull_Imran,
When I am running the algo on weekend/holidays or after market hours, chart = tsl.get_intraday_data(stock_name, U_Exge, 3) function is throwing error so is there any possibility to get this data from the last traded day’s pricing data with this function.
How to Solve error
if (index_chart == None):
time.sleep(60)
continue
C:\Algo Practice\Session 8>py “2 candle theory Algo - Both Side Pseudocode V2.py”
File “2 candle theory Algo - Both Side Pseudocode V2.py”, line 37
if (index_chart == None):
^
SyntaxError: invalid syntax
Hi
@Tradehull_Imran
I applied the code
Trade is execute but sl error
C:\Algo Practice\Session 8>py “RSI Option V2.py”
Codebase Version 2.1
-----Logged into Dhan-----
reading existing file all_instrument 2024-11-25.csv
Got the instrument file
available_balance 275667.47
BUY 09:55:23.121570 True False False cc_1 09:45:00
SELL 09:55:23.121570 True True True cc_1 09:45:00
NIFTY NOV FUT Buy PUT
Traceback (most recent call last):
File “RSI Option V2.py”, line 146, in
price_has_moved_20_pct = ltp > (trade_info[‘entry_price’])*1.2
NameError: name ‘ltp’ is not defined
Please do correction