How to create a stratergy using kiteconnect module

chiju · July 2018

Do you guys have any examples so that I can start create one.

Imran · July 2018

hii @chiju

opening range breakout code:

from kiteconnect import WebSocket;
from kiteconnect import KiteConnect;
import time,os,datetime,math;
trd_portfolio = {325121:"AMBUJACEM",40193:"APOLLOHOSP",41729:"APOLLOTYRE",49409:"ARVIND",54273:"ASHOKLEY",60417:"ASIANPAINT",1510401:"AXISBANK",1214721:"BANKINDIA",94977:"BATAINDIA",108033:"BHARATFORG",2714625:"BHARTIARTL",558337:"BOSCHLTD",134657:"BPCL",2763265:"CANBK",320001:"CASTROLIND",3905025:"CEATLTD",177665:"CIPLA",5215745:"COALINDIA",3876097:"COLPAL",197633:"DABUR",3513601:"DCBBANK",261889:"FEDERALBNK",1207553:"GAIL",340481:"HDFC",341249:"HDFCBANK",345089:"HEROMOTOCO",356865:"HINDUNILVR",1346049:"INDUSINDBK",415745:"IOC",424961:"ITC",3001089:"JSWSTEEL",492033:"KOTAKBANK",2061825:"KTKBANK",2939649:"LT",2815745:"MARUTI",4464129:"OIL",633601:"ONGC",636673:"ORIENTBANK",2905857:"PETRONET",3834113:"POWERGRID",738561:"RELIANCE",779521:"SBIN",1887745:"STAR",895745:"TATASTEEL",3050241:"YESBANK"}
buy_percentage_distribution = []
sell_percentage_distribution = []
trd_tkn1 = [];
live_open = {}
live_high = {}
live_low = {}
live_close = {}
buy_count = {}
sell_count = {}

for x in trd_portfolio:
	trd_tkn1.append(x)
	live_open[x] = 0
	live_high[x] = 0
	live_low[x] = 0
	live_close[x] = 0
	buy_count[x] = 0
	sell_count[x] = 0

#--- Taking input credentials from user to make connection with ZERODHA API
c_id = "xxxxxx"
ak = "xxxxxxxxxxxxxxxxxxxxx"
asecret = "xxxxxxxxxxxxxxxxxxxxxxxxxxxxxxx"

try:	
	trd_capital = int(input("[*] Enter Trading Capital (eg. 10000, 25000) : "));   
	trd_tp = float(input("[*] Enter your Reward (eg.2500, 4500, 6000 ) : "))
	trd_sl = float(input("[*] Enter your Risk (eg.1200, 1500, 1800 ) : "))
	trd_inc_dec = float(input("[*] Enter Percentage Increment Decrement (eg. 0.25%,0.5%,1%,2%) : "))/100
	time_frame = int(input("[*] Enter timeframe (eg. 5, 15) : "));
	trailing_stoploss = int(input("[*] Enter trailing-stoploss (eg. 1, 2) : "));


	print("------------------------ ENTER BUY PRICE PERCENTAGE DISTRIBUTION ------------------------")
	total_percentage = 0;
	while total_percentage is not 100:
		print("\t[+] Please make total percentage 100")
		total_percentage = 0;
		buy_percentage_distribution = []
		for x in range(1,5):
			buy_percentage_distribution.append(int(input("\t"+str(x)+": ")))
			total_percentage+=buy_percentage_distribution[x-1]


	print("------------------------ ENTER SELL PRICE PERCENTAGE DISTRIBUTION ------------------------")
	total_percentage = 0;
	while total_percentage is not 100:
		print("\t[+] Please make total percentage 100")
		total_percentage = 0;
		sell_percentage_distribution = []
		for x in range(1,5):
			sell_percentage_distribution.append(int(input("\t"+str(x)+": ")))
			total_percentage+=sell_percentage_distribution[x-1]

except Exception as e:
	print(e)
	print("[!] Please enter correct data")
	i = input("[!] PRESS ENTER TO EXIT... ")
	exit();


kite = KiteConnect(api_key=ak)
print("[*] Generate access Token : ",kite.login_url())
request_tkn = input("[*] Enter Your Request Token Here : ")[-32:];
data = kite.request_access_token(request_tkn, secret=asecret)
kite.set_access_token(data["access_token"])
kws = WebSocket(ak, data["public_token"], c_id)


# VARIABLE DECLARATION
is_ohlc_calculation_done = False;

def calculate_ohlc(tick):
	global live_open,live_high,live_low,live_close;
	for company_data in tick:
		live_open[company_data['instrument_token']]  = company_data['ohlc']['open']
		live_high[company_data['instrument_token']]  = company_data['ohlc']['high']
		live_low[company_data['instrument_token']]   = company_data['ohlc']['low']
		live_close[company_data['instrument_token']] = company_data['ohlc']['close']

def do_buy_sell_operation(tick):
	global live_high,live_low,buy_count,sell_count,trd_inc_dec
	global trd_capital,buy_percentage_distribution,sell_percentage_distribution
	global trd_tp,trd_sl,trailing_stoploss;

	for company_data in tick:
		var_x1 = round(live_high[company_data['instrument_token']]+company_data['ohlc']['open']*(trd_inc_dec*buy_count[company_data['instrument_token']]),2);

		if company_data['last_price'] >= var_x1 and buy_count[company_data['instrument_token']]<4:
			quant = int((trd_capital*(buy_percentage_distribution[buy_count[company_data['instrument_token']]]/100))//company_data['last_price']);
			stoploss = round((trd_tp*buy_percentage_distribution[buy_count[company_data['instrument_token']]]/100)/quant,2)
			takeprofit = round((trd_sl*buy_percentage_distribution[buy_count[company_data['instrument_token']]]/100)/quant,2)

			kite.order_place(tradingsymbol=trd_portfolio[company_data['instrument_token']], exchange="NSE", quantity=quant , transaction_type="BUY",order_type="LIMIT", price=company_data['last_price'], squareoff_value=takeprofit, stoploss_value=stoploss,trailing_stoploss=trailing_stoploss, variety="bo",validity="DAY"); 
				
			print((buy_count[company_data['instrument_token']]+1),". BUY : ",trd_portfolio[company_data['instrument_token']]," AT ",company_data['last_price']," => ",var_x1," QUANTITY : ",quant)
			
			buy_count[company_data['instrument_token']]+=1;
		


		var_x2 = round(live_low[company_data['instrument_token']]-company_data['ohlc']['open']*(trd_inc_dec*buy_count[company_data['instrument_token']]),2);

		if company_data['last_price'] <= var_x2 and sell_count[company_data['instrument_token']]<4:
			quant = int((trd_capital*(sell_percentage_distribution[sell_count[company_data['instrument_token']]]/100))//company_data['last_price']);
			stoploss = round((trd_tp*sell_percentage_distribution[sell_count[company_data['instrument_token']]]/100)/quant,2)
			takeprofit = round((trd_sl*sell_percentage_distribution[sell_count[company_data['instrument_token']]]/100)/quant,2)

			kite.order_place(tradingsymbol=trd_portfolio[company_data['instrument_token']], exchange="NSE", quantity=quant , transaction_type="SELL",order_type="LIMIT", price=company_data['last_price'], squareoff_value=takeprofit, stoploss_value=stoploss,trailing_stoploss=trailing_stoploss, variety="bo",validity="DAY"); 
			
			print((sell_count[company_data['instrument_token']]+1),". SELL : ",trd_portfolio[company_data['instrument_token']]," AT ",company_data['last_price']," => ",var_x2," QUANTITY : ",quant)
			
			sell_count[company_data['instrument_token']]+=1;
		


def on_tick(tick, ws):
	# ACCESSING GLOBAL VARIABLES	
	global is_ohlc_calculation_done;

	if is_ohlc_calculation_done:
		do_buy_sell_operation(tick);

	if not is_ohlc_calculation_done:
		is_ohlc_calculation_done = True;
		calculate_ohlc(tick);	

def on_connect(ws):
	ws.subscribe(trd_tkn1)
	ws.set_mode(ws.MODE_FULL, trd_tkn1)


kws.on_tick = on_tick
kws.on_connect = on_connect
kws.enable_reconnect(reconnect_interval=5, reconnect_tries=50)

time_to_go = "09"+str(15+time_frame)+"00";

while int(time.strftime("%H%M%S")) != int(time_to_go):
	print(time_to_go," : ",time.strftime("%H%M%S"))

kws.connect()

for any queries mail to:[email protected]

Imran · July 2018

also you can find some sample code on github:
example for python : https://github.com/zerodhatech/pykiteconnect/tree/kite3

cdesai1987 · August 2018

Contact me for the best algo developed in India @ 9850073217

shivdaskumar · October 2018

hii imran
I want a algo for a strategy... can you share your contact

Imran · October 2018

hii @shivdaskumar
contact 9370789912 for algo

Parva · October 2018

Hey @Imran
Can you please tell me what Percentage Increment Decrement and buy and sell percentage distribution signify?
Thankyou

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How to create a stratergy using kiteconnect module