I AM SORRY i read it. its pain in the bottom. now i have to change my code.
just one question. while placing the order now do is it still mandatory to mention the exchange in kite.place_order() ?
but my holding should represent what i hold , at least in terms of exchange.
also can i sell in BSE if i have buy in NSE and if yes, are there any charges ?
@rakeshr so the data in kite.historical is wrong ? i am confused. can we sell my position on both exchanges .
lets say if ihave it with NSE and here its showing BSE can i sell it in bse ?
@zuser that's the beauty of Gaussian distribution i like. my tradings are limited to top tickers like nifty bank nifty , reliance sbi , usd inr etc these have amazing liquidity , i flip distribution 3 ways , noise is calculated for 3 min period, if…
Gaussian distribution of total qty over the range of market noise (relative to position duration) helps to hide large orders as well as fill position with better average price. only drawback is if trend is too strong only first leg will get executed…
There are two ways I deal with it. For small quantity calculate depth on your side and place order on top, then code algo to chase and stay on top, it will get filled.
If qty is large, calculate 1-3 min noise and distribute your orders in gauss…
it would be helpful if you can cover historical at least for those where we dont have underline index, for example currency pairs. nifty bnifty have index data but where we dont have index, future data is the only thing we got for backtesting algos.
thank you, @rakeshr i have live algo and im hitting this issue every now and then. this is something very important and critical to me.
pl suggest some why where i can get right numbers. happy with 5% here and there but when margin needed becomes…
i dont understand the logic here. for zerodha every order is similar to a message we send in chat, here zerodha sending message to exchange.
volatility has increased , for the sake of love of your clients you can increase the margin for all order …
is there any progress. india vix data is too bad and useless, issues are there even with 2019 feb 2015 multiple months. its just frustrating when you see garbage
@sujith ihope you understand what we are looking for here.
we are looking for futures continuous data for backtesting 5 min and 30 min for last two years
@Jigpylab above looks beautiful . @dropdead84 you can first start with back-testing it and later consult with experts to have position sizing implemented for your strategy specifically. and then go for final automated solution. check once with tra…
@Srinivas217 its not that hard . if you have strategy in mind, you have already completed 75% of the work . for good quality development work i go to tradetogather.com they have good people, also you can use their strategy from day 1
thanks , this explains, i solved it by writing a method which estimates the change request and passes it to kite only if change qualifies to be useful
thanks
Ram
basically you need to get list of your orders and your positions and using parent order id you can try to get you only active position.
once you have above you can simply calculate it .
you can get this done programmatically. develop a function which can take input as details of order like prices, qty etc along with user details .
internally you can run loop which will place order for multiple users. again you might hit other cha…
Keeping impact in mind, Zerodha should at least show some sincerity. i was trading current month nifty contract and it gave me error saying this contract does not exist in the market.
if you are helpless with such issues then you should at least n…
File "", line 120, in my_code
active_positions= kite.positions()['day']
File "C:\Program Files\Anaconda2\lib\site-packages\kiteconnect\__init__.py", line 355, in positions
return self._get("portfolio.positions")
File "C:\Program Fi…
File "", line 113, in my_code
val=kite.margins(segment='equity')['net']
File "C:\Program Files\Anaconda2\lib\site-packages\kiteconnect\__init__.py", line 251, in margins
return self._get("user.margins", {"segment": segment})
File "C…
thanks @sujith , i was going through zerodha q&a articles about this topic and found that its tricky. please correct me if i am wrong.
Suppose i placed 100 qty for buy using BO and my order got separated into 2 parts. now while opening position…
one doubt, in this scenario charges like brokerage,stt etc will be calculated based on one parent order or multiple child orders ?
for ex if i buy 10000 shares and it got executed into two parts then do i need to pay 40+40 rs brokerage or just 40?
it started working and then again stopped and then again started working.
i am doing exception handling but it's frightening to see, i guess its not based on script but its based on server.
biggest challenge is that for any big position if i use BO for cash and my child orders are 50+ then it will be very problematic to update all of them as i will be hitting 3 hit/sec limit easily.
bracket orders are really useful as they keep targe…
first and foremost thing comes into picture is to understand and decide which segment of the market you want to trade and then after that most of the time goes on testing and backtesting of your algo, make sure your algo is not going against any fun…
randomness of these throwbacks is really a major problem, working on high intensity algos becomes difficult if i use time.sleep for even 1 sec after everystep. i am currently deploying all this over aws mumbai server but you think if we get these th…
Sujith,
my main thought was to run from date and to_date first to store data of past 15 days and then keep adding/appending last candel data. i can still do it by taking one day's data and filtering and appending last member. can we add some featur…
i mean, it giving ssl warning and getting exited.
for example my stregey is calculating buy for recent candle then it is placing that buy order and getting closed/ended/exited and command line becomes free whereas i am expecting something
if i run …
Below mentioned comment is regarding Historical() function ?
"During market hours, you can get data till previous minute. For example if you are requesting for 1minute data at 12:01PM then you will get data till 12:00PM."
Thanks @sujith for quick response
Ok, So i need to only include
def get_historical_data():
return kite.historical(instrument_token , from_dt , to_dt , interval)
in my single script to stream data and store it as record.
When you say histori…
similar problem: i am trying to use previous candle open close or high low in python. for current candle it is record["open"] etc but can someone tell me how i can use previous candle in my code?
also one more question, if i have i want to auto trade NFO and MCX both then do it need to combine my code into one script or both will be separate and will be running using same api, secret key and token?