First 30 Mints High, Low

HAs

Need to capture first 30 Mints High and Low in excel sheet. for opening range breakout..

Please Help

Imran

hii ..
you can use this code below for orb..

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()

HAs

Please explain step by how it can be done in Excel and I want make apply for options

HAs

Hi Imran, I belive this code is not for EXCEL...