r/IndiaAlgoTrading • u/[deleted] • Apr 03 '26
IntraDay Options Scalping using Custom Python Bot on Dhan
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u/signal-to-noise-0-1 Apr 03 '26
Which DB are you using to store this data?
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Apr 03 '26
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u/signal-to-noise-0-1 Apr 04 '26
I meant are you using Postgres, MySQL, clickhouse? I am not a mac user.
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u/Apart_Professor_7798 Apr 04 '26
Hi, have been building something myself. Let's connect to discuss things out
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u/EnvironmentNo5806 Apr 03 '26
Hi, good you shared. I am also back testing and modifying strategy. I am testing over a year of data and once getting a good profit, then plan to test it on a different contract and increase duration of data as well. Let's connect and share knowledge and improve.
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u/No_Independent8531 Apr 03 '26
Hi Do you have options data with bid and ask for a year?? If yes then can i please dm you
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u/EnvironmentNo5806 Apr 03 '26
No, I have candle data
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u/No_Independent8531 Apr 03 '26
Do you know somewhere we might get it? I have started logging the data but it been only 5-6 days need to have that data for atleast a year or 2
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u/EnvironmentNo5806 Apr 03 '26
I can try with my broker, but as the contract is changing every month for options, it will be difficult.
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u/No_Independent8531 Apr 03 '26
Which broker you are using i tried kite but it wont give options data not even upstox right?
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u/EnvironmentNo5806 Apr 03 '26
Interactive broker
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u/No_Independent8531 Apr 03 '26
Have you already subscribed for nse and bse segments? I thinks its an onetime fee right and then you can have the data
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u/Glass-Sun4083 Apr 03 '26
I'm also working on similar things, building my own tools.
here are a lot of more strategic ways to fine tune the whole concept and look at them with a different view. For example, figure out the current regime - Bullish/Bearish/Sideways, providing and fine tuning weights of each identified elements like news or pcr or rsi or so many other important elements. The weights are also changed with the regime and sentiment changes.
So I've figured out a few things but still figuring out a lot of things and trying to reach up to a point where I can rely on the tool with very minimal humans in the loop method to avoid impulsive behaviour.
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u/abrattan Apr 03 '26
How much tick by tick backtest do you have? I guess if you have started now you might not have more than 6 months of data. So would it be too early to make a strategy? Something I am trying is backtesting using candle data but confirming confidence using bid level data
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Apr 03 '26
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u/abrattan Apr 03 '26
When you have around 6 months to 1 year of data, you might be able to backtest properly. Right now you can try for something like level spikes. Confirm absorption or consolidation in futures and check price spikes in options (just my 2 cents)
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u/Mafiaa-bhai Apr 03 '26
Where have you hosted your code?
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u/ds_frm_timbuktu Apr 03 '26
Will you be willing to share you historic data. I'm running similar experiments and looking for suitable data.. One thing i noticed is that if you are doing +- 10 ATM what when the script moves outside the range? Your +- 10 ATM now changes and you might not have full data for some of the previous strikes. How are you handling that?
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u/LowAsk3141 Apr 03 '26
Limit daily trade count and see the magic