I am planning to develop a Auto Trader using Kite Connect and Python. How do I get the following using Python and Kite Connect?
- 5 min or 15 min candles from day start.
- OHLC ( Open is same ) for current candle at every tick. The Entry and Exit are based on the price at a tick satisfying the logic which is based on current and previous candle prices.
- Identifying n candles previous to the current forming candle.
- Identifying first candle of the day and its OHLC whenever the application starts within the trading period.
- Highest, Lowest, Highest Open and Highest Close prior to the current forming candle. Example : If the current 15min candle is 0 and there are n 15min candles before the current candle, the requirement is to get Highest, Lowest, Highest Open and Highest Close of these n candles.
In case there is any training that takes care of these in Python API, please suggest me.