Creating a trading system from scratch

[srfelixmca]

Hi UberMachine.

Great work. I am not familar with coding. but i am planning to automate my trading. Is it possible to record video of your work. it will help to us to follow.

 

[marimuthu13]

hi
can anyone back-test below mentioned idea..

Short at close of 1st 5 min candle if open=high and opens above yesterday HIGH. ( both 2 conditions has to be met)..

long at close of 1st 5 Min candle if open=low and opens below yesterday LOW (both 2 conditions has to be met)..

baskets of stocks should be all F&O stocks..trading in Cash only..

exit at market close..3.15 pm to 3.20 PM.

i manually tested with few scripts , it is giving around 85% success rate

 

[UberMachine]

hi
can anyone back-test below mentioned idea..

Short at close of 1st 5 min candle if open=high and opens above yesterday HIGH. ( both 2 conditions has to be met)..

long at close of 1st 5 Min candle if open=low and opens below yesterday LOW (both 2 conditions has to be met)..

baskets of stocks should be all F&O stocks..trading in Cash only..

exit at market close..3.15 pm to 3.20 PM.

i manually tested with few scripts , it is giving around 85% success rate

If you have intraday data (or could point out to any source), this could be tested.

1. What is the price to long or short?
2. Orders to be placed at 9:20? - I think yes
3. What in case of multiple securities showing up? - Can it be automatically resolved?

 

[marimuthu13]

If you have intraday data (or could point out to any source), this could be tested.

1. What is the price to long or short?
2. Orders to be placed at 9:20? - I think yes
3. What in case of multiple securities showing up? - Can it be automatically resolved?

Regarding data I don't have an idea but seen in this forum data's are freely available.. Will search and give you links.

Order placement is at 9.20 am.

Multiple scripts can be traded in a given single day.. But with conditions that I mentioned is rare and powerful..

We could have many scripts if we select conditions such as open=low and opens is above yesterday high.. But my selection conditions is ulta..so we will have less scripts per day

 

[VJAY]

Bank nifty's lot size changed from 40 to 20...!!!
Any strategy for it...?

If you have intraday data (or could point out to any source), this could be tested.

1. What is the price to long or short?
2. Orders to be placed at 9:20? - I think yes
3. What in case of multiple securities showing up? - Can it be automatically resolved?

Dear ub,
I think we can get data same as we do at preopening...need to fletch data from nse @9.20 ...i think within 2 minuits we can put orders....

 

[VJAY]

Yes for backtest we need 1st 5min ohlc data....its need some work

 

[Shivam_]

TimePass return on muhrat day trading and diwali to diwali nifty

 

[vinit_7801]

TimePass return on muhrat day trading and diwali to diwali nifty View attachment 30004

View attachment 30003

is it from fastbt simulator?

 

[Shivam_]

is it from fastbt simulator?

it is use of simple pandas dataframe and matpoltlib on rocks nothing fancy

 

[vinit_7801]

Dear ub,
I think we can get data same as we do at preopening...need to fletch data from nse @9.20 ...i think within 2 minuits we can put orders....

i think that will add a layer of complexity because right now we are just generating orders and pushing it through system....now we have to generate orders track it real time n then generate order file at 9.20