PyAlgoTrade - An excellent open source python library

[lemondew]

Panet,

can this one log into nse now/nest trader and automatically place a basket order(series of orders).? Can you share the code for the same.

 

[lemondew]

Or can this one fetch LTP/ ask bid price from the terminal on periodic basis like the RTD server.

Fetching data every few seconds. Firing orders. If the 2 can be done nothing like it. I think zerodha developer does the same but they charge around 3k.

 

[pannet1]

Or can this one fetch LTP/ ask bid price from the terminal on periodic basis like the RTD server.

Fetching data every few seconds. Firing orders. If the 2 can be done nothing like it. I think zerodha developer does the same but they charge around 3k.

Lemondew,

Z wants to charge for their API. If I cant make around 3K for the subscription then whats the point. Python cannot do anything on its own without publicly exposed data. If you see NSE servers expose them on their server but there is time delay. If you want to get it in real time then I guess you need to go through the legal route (paying Z etc).

PyAlgoTrade comes handy for positional trades based on Daily Time frame EOD. My hunch is scripts that were mostly profitable during my actual day trades were also profitable on the tests. I can't prove this. Powergrid was showing profit whereas SBIN was loosing.

 

[lemondew]

By what time the data is delayed from nse servers?

Lemondew,

Z wants to charge for their API. If I cant make around 3K for the subscription then whats the point. Python cannot do anything on its own without publicly exposed data. If you see NSE servers expose them on their server but there is time delay. If you want to get it in real time then I guess you need to go through the legal route (paying Z etc).

PyAlgoTrade comes handy for positional trades based on Daily Time frame EOD. My hunch is scripts that were mostly profitable during my actual day trades were also profitable on the tests. I can't prove this. Powergrid was showing profit whereas SBIN was loosing.

 

[pannet1]

5 min I guess. More than enough to make the data useless for Intraday

 

[pannet1]

Panet,

can this one log into nse now/nest trader and automatically place a basket order(series of orders).? Can you share the code for the same.

Z provides the API with one month trial I think. But the caveat is they will automatically charge you after one month unless you tell them otherwise. Multi order management should be there, I guess.

Phew, I dont know many things.

 

[lemondew]

The money part is ok. But they dont have coders neither do they have sample codes which we can just copy paste and get going.

By the way 5 min delay is ok with me. Do you have a set of lines of running code which will
a) connect the server fetch prices at some interval.
b) Connect to the broker and fire orders.

Z provides the API with one month trial I think. But the caveat is they will automatically charge you after one month unless you tell them otherwise. Multi order management should be there, I guess.

Phew, I dont know many things.

 

[pannet1]

The money part is ok. But they dont have coders neither do they have sample codes which we can just copy paste and get going.

By the way 5 min delay is ok with me. Do you have a set of lines of running code which will
a) connect the server fetch prices at some interval.
b) Connect to the broker and fire orders.

wow. lemondew. sounds very logical.

please give me sometime ... i will have a look and get back to you soon. give about a month's time.

 

[lemondew]

Months time

As far as i know you can connect to RTD server through C# get real time quotes. With python its difficult but you can read a excel file with python that will have some lag of few seconds....

Second part I really dont know..

Bhai let me check if interactive brokers give more programming options...

. Something from brokers end is good as we dont ve to worry about power failures/system crashes.

wow. lemondew. sounds very logical.

please give me sometime ... i will have a look and get back to you soon. give about a month's time.

 

[TracerBullet]

Months time

As far as i know you can connect to RTD server through C# get real time quotes. With python its difficult but you can read a excel file with python that will have some lag of few seconds....

Second part I really dont know..

See This. This is one of the sources i looked at while writing rtdman. python code is much smaller vs c++

Bhai let me check if interactive brokers give more programming options...

. Something from brokers end is good as we dont ve to worry about power failures/system crashes.

From what i read IB has api to talk with desktop application among other things. So it should work very well. But they have some minimum capital requirements which makes it harder to use while learning with small amounts.

Can consider once we are ready to earn. Their tech should be much better/reliable than what we get here.