Learn Algo Trading with Python | Codes | Youtube Series

[Tradehull_Imran]

Hi @Vasili_Prasad

Good question on F string

lets use an example

entry_time  = '2023-07-20 09:15:00+05:30'
qty         = 25
buy_sell    = 'BUY_CE'
entry_price = 50
sl_price    = 25


# without using F string, its complex to make print statements
print("I want to buy at", entry_time, " with qty: ", qty, " buy_sell: ", buy_sell, " entry_price: ", entry_price, " sl_price: ", sl_price)


# using F string, its easy to make print statements
# inside curly brackets {} we keep variables in f string
print(f"I want to buy at {entry_time} with qty: {qty} buy_sell: {buy_sell} entry_price: {entry_price} sl_price: {sl_price}")

so basically, F string makes code more readable

[Tradehull_Imran]

Hi @Himansshu_Joshi

Solution link : Learn Algo Trading with Python | Codes | Youtube Series - #1365 by Tradehull_Imran

[Tradehull_Imran]

AI AT WORK

AI at work.mp4

[Himansshu_Joshi]

sir modify nahi kar raha he ,

[Kishore007]

Using AI in the software itself , Great Sir, Very Advance Feature

[Himansshu_Joshi]

@Tradehull_Imran Hi sir, a very easy thing but i am not getting it, the thing i want is to extract leg name through order id , what will be the code?

[Subhajitpanja]

AS I can see everybody is enough curious and 147 active users

answer is

api = dhanhq
required_people_intrested = (100 // 147)
url = "https://madefortrade.in/t/learn-algo-trading-with-python-codes-youtube-series/32718"
people_intrested = madefortrade.get_live_data(url)
people_intrested  = 147

if people_intrested > required_people_intrested:
	print("🔴 BUILD ALGO LIVE SESSION ON YOUTUBE")
	print("🔴 LIVE QUESTIONS AND ANSWER IMPLEMENTATION")
else:
	print("Wait ⏳")


print("SEND ME YOUR ANSWER IN CODE")

OUTPUT :
BUILD ALGO LIVE SESSION ON YOUTUBE
LIVE QUESTIONS AND ANSWER IMPLEMENTATION

SEND ME YOUR ANSWER IN CODE

I know it’s over. we joined and really enjoyed

[Subhajitpanja]

@Tradehull_Imran Sir Today I am just doing practical of
9. Session9- 3rd Live Algo Version 2

Where below file is working fine as expected

Pre Market Scanner.py

but when I am trying to run

Breakout Algo on Stock Options.py

getting error and It’s trying to read

all_instrument 2024-12-08.csv

which is not exist at all.

Tomorrow I will try it again in live market

[Subhajitpanja]

Bruteforcing | TradeHull | Algo trading

watch this @Tradehull_Imran sir’s video How use external library and find out any candlestick pattern easily by python code

[Subhajitpanja]

2-Candle Theory: The Ultimate Trading Algorithm || @DhanHQ @OptionsScalping

@Tradehull_Imran sir,
I have just tested it. I think it’s working file

One question Here also it is showing

reading existing file all_instrument 2024-12-09.csv

which is not present at all

[vinay_kumaar]

good morning @Tradehull_Imran Sir

rsi ke sath vwma ko kaise code kre…(exmple - rsi > rsivwma or rsi crossover rsivwma)(vwma period 60 ke sath)
Please help

[Vasili_Prasad]

Very Good Morning sir.
And Thank you very much sir.

VBR Prasad

[Vasili_Prasad]

Sir the following code line, showing error, Please guide.

ltp_data = tsl.get_ltp_data(names=‘BANKNIFTY’, ‘NIFTY’, ‘CRUDEOIL’, ‘RELIANCE’,)
for script_name,ltp in ltp_data.items():
print(script_name,ltp)

Error in cmd prompt:

Syntax Error: positional argument follows keyword argument

Upward arrow is indicated at N of “NIFTY”,

How to resolve sir.

[Tradehull_Imran]

Hi @Himansshu_Joshi
Do run the code in live market, and do send error if any.
Also I have added pseudocode, so do make the necessary adjustments

[Tradehull_Imran]

Hi @Himansshu_Joshi

I am bit unclear on the question. do send it in detail.
In the code both legs buy_entry_orderid and stoploss_orderid are anyways managed seperately.

[Tradehull_Imran]

Hi @Subhajitpanja

1. Do expand the dependencies by clicking >
   

   

2. Also go in the folder manually though Windows File Explorer
   to /ALGORITHIM_HQ/2. 2 Candle Theory Algo/Dependencies/.abc.py

and check if all_instrument 2024-12-09.csv is present there.

mostly the instrument file should be there, else its not possible for code to read it

[Tradehull_Imran]

Hi @vinay_kumaar

use this code, for overlapping indicators

chart = tsl.get_historical_data(tradingsymbol = 'ACC',exchange = 'NSE',timeframe="5")
chart['rsi'] = talib.RSI(chart['close'], timeperiod=14)
chart['pv'] = chart['rsi'] * chart['volume']
chart['rsivwma'] = chart['pv'].rolling(10).mean() / chart['volume'].rolling(10).mean()

[Tradehull_Imran]

Hi @Vasili_Prasad

we need to pass names in a list format to get the ltp

use below code

(Pdb++) tsl.get_ltp_data(names=['BANKNIFTY', 'NIFTY', 'CRUDEOIL', 'RELIANCE'])
{'NIFTY': 24662.1, 'BANKNIFTY': 53721.15, 'CRUDEOIL': 5742, 'RELIANCE': 1307.75} ... output

[Subhajitpanja]

@Tradehull_Imran sir
Today I have tried again

# https://ta-lib.github.io/ta-lib-python/
# https://www.notion.so/TradeHull-Dhan-Codebase-76b32fa814e64aea843e14a148854214#efa40986725341e6bfa9ad6fcfc10a6d


import pdb
from Dhan_Tradehull_V2 import Tradehull
import pandas as pd
import talib
import time
import datetime

client_code = ""
token_id    = ""


tsl = Tradehull(client_code,token_id)



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*-1

watchlist = ['TATAMOTORS']
traded_wathclist = []
tarde_info = {'Direction': 'buy', 'level': 819}


while True:

	live_pnl = tsl.get_live_pnl()
	current_time = datetime.datetime.now().time()

	if current_time < datetime.time(9, 30):
		print("wait for market to start", current_time)
		continue

	if (current_time > datetime.time(15, 15)) or (live_pnl < max_loss):
		# I_want_to_trade_no_more = tsl.kill_switch('ON')   # removed Kill swtich as it may get accidenyl hit while Testing and block all future order placement
		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(0.2)
		print(f"Scaning {stock_name}")


		chart_5            = tsl.get_historical_data(tradingsymbol = stock_name, exchange = 'NSE',timeframe="5")       # Upgraded 5 minute chart according to Dhan_Tradehull_V2
		cc_5               = chart_5.iloc[-1]   # pandas
		no_repeat_order    = stock_name not in traded_wathclist


		if (tarde_info['Direction'] == "buy") and no_repeat_order:
			cc_volume      = cc_5['volume']
			average_volume = chart_5['volume'].mean()

			breakout_c1    = cc_5['close'] > tarde_info['level']
			breakout_c2    = cc_volume > 2*average_volume
			breakout_c3    = cc_5['open'] != cc_5['close']

			atm_ce_name, atm_pe_name, strike = tsl.ATM_Strike_Selection(stock_name,'09-12-2024')  #atm_ce_name, pe_strike, ce_OTM_price, pe_OTM_price = tsl.OTM_Strike_Selection(stock_name,'08-08-2024',3)


			atm_ce_ltp     = tsl.get_ltp_data(names = [atm_ce_name])[atm_ce_name]
			lot_size       = tsl.get_lot_size(atm_ce_name)
			entry_price    = round((atm_ce_ltp*1.02),1)

			sl_price       = round((atm_ce_ltp*0.8),1)


			entry_orderid  = tsl.order_placement(atm_ce_name,'NFO', lot_size, entry_price, 0, 'LIMIT', 'BUY', 'MIS')
			sl_orderid     = tsl.order_placement(atm_ce_name,'NFO', lot_size, 0, sl_price, 'STOPMARKET', 'SELL', 'MIS')

			traded_wathclist.append(stock_name)

but getting same error

PS C:\Users\Subhajit Panja\Documents\Algorithim_HQ> & "c:/Users/Subhajit Panja/Documents/Algorithim_HQ/.venv/Scripts/python.exe" "c:/Users/Subhajit Panja/Documents/Algorithim_HQ/3rd live Algo/Breakout Algo on Stock Options.py"
Codebase Version 2.1
-----Logged into Dhan-----
reading existing file all_instrument 2024-12-09.csv
Got the instrument file
Scaning TATAMOTORS
Traceback (most recent call last):
  File "c:\Users\Subhajit Panja\Documents\Algorithim_HQ\3rd live Algo\Dhan_Tradehull_V2.py", line 514, in ATM_Strike_Selection
    closest_index = ce_df['diff'].idxmin()
  File "C:\Users\Subhajit Panja\AppData\Local\Programs\Python\Python38\lib\site-packages\pandas\core\series.py", line 2460, in idxmin
    i = self.argmin(axis, skipna, *args, **kwargs)  # type: ignore[arg-type]
  File "C:\Users\Subhajit Panja\AppData\Local\Programs\Python\Python38\lib\site-packages\pandas\core\base.py", line 742, in argmin
    return nanops.nanargmin(  # type: ignore[return-value]
  File "C:\Users\Subhajit Panja\AppData\Local\Programs\Python\Python38\lib\site-packages\pandas\core\nanops.py", line 96, in _f
    return f(*args, **kwargs)
  File "C:\Users\Subhajit Panja\AppData\Local\Programs\Python\Python38\lib\site-packages\pandas\core\nanops.py", line 1193, in nanargmin
    result = values.argmin(axis)  # type: ignore[var-annotated]
ValueError: attempt to get argmin of an empty sequence
--- Logging error ---
Traceback (most recent call last):
  File "c:\Users\Subhajit Panja\Documents\Algorithim_HQ\3rd live Algo\Dhan_Tradehull_V2.py", line 514, in ATM_Strike_Selection
    closest_index = ce_df['diff'].idxmin()
  File "C:\Users\Subhajit Panja\AppData\Local\Programs\Python\Python38\lib\site-packages\pandas\core\series.py", line 2460, in idxmin
    i = self.argmin(axis, skipna, *args, **kwargs)  # type: ignore[arg-type]
  File "C:\Users\Subhajit Panja\AppData\Local\Programs\Python\Python38\lib\site-packages\pandas\core\base.py", line 742, in argmin
    return nanops.nanargmin(  # type: ignore[return-value]
  File "C:\Users\Subhajit Panja\AppData\Local\Programs\Python\Python38\lib\site-packages\pandas\core\nanops.py", line 96, in _f
    return f(*args, **kwargs)
  File "C:\Users\Subhajit Panja\AppData\Local\Programs\Python\Python38\lib\site-packages\pandas\core\nanops.py", line 1193, in nanargmin
    result = values.argmin(axis)  # type: ignore[var-annotated]
ValueError: attempt to get argmin of an empty sequence

During handling of the above exception, another exception occurred:

Traceback (most recent call last):
  File "C:\Users\Subhajit Panja\AppData\Local\Programs\Python\Python38\lib\logging\__init__.py", line 1081, in emit
    msg = self.format(record)
  File "C:\Users\Subhajit Panja\AppData\Local\Programs\Python\Python38\lib\logging\__init__.py", line 925, in format
    return fmt.format(record)
  File "C:\Users\Subhajit Panja\AppData\Local\Programs\Python\Python38\lib\logging\__init__.py", line 664, in format
    record.message = record.getMessage()
  File "C:\Users\Subhajit Panja\AppData\Local\Programs\Python\Python38\lib\logging\__init__.py", line 369, in getMessage
    msg = msg % self.args
TypeError: not all arguments converted during string formatting
Call stack:
  File "c:/Users/Subhajit Panja/Documents/Algorithim_HQ/3rd live Algo/Breakout Algo on Stock Options.py", line 64, in <module>
    atm_ce_name, atm_pe_name, strike = tsl.ATM_Strike_Selection(stock_name,'09-12-2024')  #atm_ce_name, pe_strike, ce_OTM_price, pe_OTM_price = tsl.OTM_Strike_Selection(stock_name,'08-08-2024',3)
  File "c:\Users\Subhajit Panja\Documents\Algorithim_HQ\3rd live Algo\Dhan_Tradehull_V2.py", line 541, in ATM_Strike_Selection
    self.logger.exception("Got exception in ce_pe_option_df ", e)
Message: 'Got exception in ce_pe_option_df '
Arguments: (ValueError('attempt to get argmin of an empty sequence'),)
exception got in ce_pe_option_df attempt to get argmin of an empty sequence
None
Traceback (most recent call last):
  File "c:/Users/Subhajit Panja/Documents/Algorithim_HQ/3rd live Algo/Breakout Algo on Stock Options.py", line 67, in <module>
    atm_ce_ltp     = tsl.get_ltp_data(names = [atm_ce_name])[atm_ce_name]
KeyError: None

updated below things

atm_ce_name, atm_pe_name, strike = tsl.ATM_Strike_Selection(stock_name,'09-12-2024')

watchlist = [‘TATAMOTORS’]
tarde_info = {‘Direction’: ‘buy’, ‘level’: 819}

@Tradehull_Imran sir here also same

[Subhajitpanja]