Library to analyse and predict financial data from National Stock Exchange (NSE - India) in pandas dataframe
Project description
nseta :nerd_face:
Python Library (and console/CLI application) to
- Get publicly available data on NSE India website
ie. stock live-quotes and historical data[ EQUITY ONLY AT THIS TIME. No support for Futures/Options/Derivatives yet.]
- Plot various technical indicators
- Pattern recognition and fitment using candlestick charts
- Backtest trading strategies
- Forecasting with standard as well as custom strategies
- Create scanners and generate signals for various technical indicators or for BUY/SELL
- Create and build your own trading strategy
Disclaimer
- The recommendations that you receive when you run the scan for intraday or swing trading is only for academic research purposes.
- Though, you are free to take the recommended BUY/SELL positions, any loss you make from those are entirely at your own risk.
- The author of this library/console cannot be held responsible and is deemed free from any legal liability.
Donate
Libraries Required
- (See requirements.txt file for more)
For Windows systems you can install Anaconda, this will cover many dependancies (You'll have to install requests and beautifulsoup additionally though)
Installation
- From code
python3 setup.py clean build install
- Python pip
pip3 install nseta
- Installing specific version
pip3 install nseta==0.6.68
You can also directly install specific versions from pypi.org:
pip install --index-url https://pypi.org/simple/ --extra-index-url https://pypi.org/simple nseta==<Specific_Version>
- Python shell
python3 -m pip install --upgrade nseta
- Wheel (.whl) file from PyPi.org
Just go ahead and download the
.whlfile fromhttps://pypi.org/project/nseta/#filesand install from the downloaded directory:
pip3 install ./nseta-0.6.68-py3-none-any.whl
where 0.6.68 is the version of the library.
- Specific test versions(under development) can be installed from test.pypi.org
pip install --index-url https://test.pypi.org/simple/ --extra-index-url https://pypi.org/simple nseta==<Specific_Version>
After installation you can check what version you got installed
python3 -c "import nseta; print(nseta.__version__)"
Usage
- Top level command options that provide you with various features
#Usage Commands (You can use nsetacli or nseta - either is good.)
$ nseta
Usage: nseta [OPTIONS] COMMAND [ARGS]...
Options:
--debug / --no-debug --debug to turn debugging on. Default is off
--trace / --no-trace --trace to turn tracing on (works only with --debug). Default is off.
--version Shows the version of this library
--help Show this message and exit.
Commands:
create-cdl-model Create candlestick model.Plot uncovered patterns
forecast-strategy Forecast & measure performance of a trading model
history Get price history of a security for given dates
live-quote Get live price quote of a security
pe-history Get PE history of a security for given dates
plot-ta Plot various technical analysis indicators
scan Scan live price quotes and calculate RSI for...
test-trading-strategy Measure the performance of your trading strategy
- Sample commands
Example:
nseta create-cdl-model -S bandhanbnk -s 2019-07-30 -e 2020-11-20 --steps
nseta forecast-strategy -S bandhanbnk -s 2019-07-30 -e 2020-11-20 --strategy rsi
nseta history -S bandhanbnk -s 2019-07-30 -e 2020-11-20
nseta live-quote -S bandhanbnk
nseta pe-history -S bandhanbnk -s 2019-07-30 -e 2020-11-20
nseta plot-ta -S bandhanbnk -s 2019-07-30 -e 2020-11-20
nseta test-trading-strategy -S bandhanbnk -s 2019-07-30 -e 2020-11-20 --strategy rsi
nseta scan -S HDFC,ABB -s
nseta scan -i
- Test your trading strategies
nseta test-trading-strategy
Please provide start and end date in format yyyy-mm-dd
Usage: [OPTIONS]
Measure the performance of your trading strategy
Options:
-S, --symbol TEXT Security code
-s, --start TEXT Start date in yyyy-mm-dd format
-e, --end TEXT End date in yyyy-mm-dd format
--strategy [rsi|smac|macd|emac|bbands|multi|custom]
rsi, smac, macd, emac, bbands, multi,
custom. Choose one.
-u, --upper TEXT Used as upper limit, for example, for RSI.
Only when strategy is "custom", we buy the
security when the predicted next day return
is > +{upper} %
-l, --lower TEXT Used as lower limit, for example, for RSI.
Only when strategy is "custom", we sell the
security when the predicted next day return
is < -{lower} %
--autosearch / --no-autosearch --auto for allowing to automatically measure
the performance of your trading strategy on
multiple combinations of parameters.
-i, --intraday Test trading strategy for the current
intraday price history (Optional)
--help Show this message and exit.
- Test your trading strategies (for example, using RSI as technical indicator)
$ nseta test-trading-strategy -S bandhanbnk -s 2020-01-01 -e 2020-10-03 --strategy rsi --autosearch
init_cash : 100000
buy_prop : 1
sell_prop : 1
commission : 0.0075
===Strategy level arguments===
rsi_period : 14
rsi_upper : 70
rsi_lower : 15
Final Portfolio Value: 162418.36025
Final PnL: 62418.36
Time used (seconds): 0.13728976249694824
Optimal parameters: {'init_cash': 100000, 'buy_prop': 1, 'sell_prop': 1, 'commission': 0.0075, 'execution_type': 'close', 'channel': None, 'symbol': None, 'rsi_period': 14, 'rsi_upper': 70, 'rsi_lower': 15}
Optimal metrics: {'rtot': 0.4850052910757702, 'ravg': 0.00255265942671458, 'rnorm': 0.9026928562651005, 'rnorm100': 90.26928562651005, 'sharperatio': None, 'pnl': 62418.36, 'final_value': 162418.36025}
rsi_period rsi_upper rsi_lower init_cash final_value pnl
0 14 70 15 100000 162418.360250 62418.36
1 11 70 15 100000 154007.773625 54007.77
2 7 70 15 100000 96213.602375 -3786.40
3 14 70 30 100000 83074.073000 -16925.93
4 11 70 30 100000 78397.304875 -21602.70
- Check historical data and export to csv file
$ nseta history -S bandhanbnk -s 2019-01-01 -e 2020-09-30
Symbol Series Date Prev Close Open High Low Last Close VWAP Volume Turnover Trades Deliverable Volume %Deliverable
0 BANDHANBNK EQ 2019-01-01 550.15 552.50 560.0 544.10 558.00 556.70 552.21 589317 3.254256e+13 16658 175430 0.2977
1 BANDHANBNK EQ 2019-01-02 556.70 553.00 563.7 549.60 551.40 552.15 556.91 834846 4.649319e+13 32119 250782 0.3004
2 BANDHANBNK EQ 2019-01-03 552.15 551.00 554.0 530.00 532.05 533.80 540.61 620161 3.352631e+13 18616 282037 0.4548
3 BANDHANBNK EQ 2019-01-04 533.80 534.25 541.7 527.05 528.05 528.90 533.42 579027 3.088645e+13 22405 186702 0.3224
4 BANDHANBNK EQ 2019-01-07 528.90 540.00 542.0 495.55 495.55 498.05 509.49 2684675 1.367813e+14 76816 1160901 0.4324
Saved to: bandhanbnk.csv
- Create candlestick model
nseta create-cdl-model
Usage: [OPTIONS]
Create candlestick model.Plot uncovered patterns
Options:
-S, --symbol TEXT Security code
-s, --start TEXT Start date in yyyy-mm-dd format
-e, --end TEXT End date in yyyy-mm-dd format
-o, --file TEXT Output file name. Default is {symbol}.csv
--steps / --no-steps --steps for saving intermediate steps in output file
-f, --format [csv|pkl] Output format, pkl - to save as Pickel and csv - to
save as csv
--help Show this message and exit.
- Create candlestick models with pattern recognition
$ nseta create-cdl-model -S bandhanbnk -s 2019-01-01 -e 2020-09-30 --steps
Symbol Series Prev Close Open High ... CDLUNIQUE3RIVER CDLUPSIDEGAP2CROWS CDLXSIDEGAP3METHODS candlestick_pattern candlestick_match_count
Date ...
2019-01-01 BANDHANBNK EQ 550.15 552.50 560.0 ... 0 0 0 CDLHARAMI_Bull 0.0
2019-01-02 BANDHANBNK EQ 556.70 553.00 563.7 ... 0 0 0 CDLHARAMI_Bull 0.0
2019-01-03 BANDHANBNK EQ 552.15 551.00 554.0 ... 0 0 0 CDLMATCHINGLOW_Bull 0.0
2019-01-04 BANDHANBNK EQ 533.80 534.25 541.7 ... 0 0 0 CDLBELTHOLD_Bull 0.0
2019-01-07 BANDHANBNK EQ 528.90 540.00 542.0 ... 0 0 0 CDLTHRUSTING_Bear 0.0
[5 rows x 72 columns]
Model saved to: bandhanbnk.csv
Candlestick pattern model plot saved to: bandhanbnk_candles.html
- Create various plots for analysis with technical indicators
$ nseta plot-ta -S bandhanbnk -s 2019-01-01 -e 2020-09-30
- Forecast strategies
nseta forecast-strategy
Usage: [OPTIONS]
Forecast & measure performance of a trading model
Options:
-S, --symbol TEXT Security code
-s, --start TEXT Start date in yyyy-mm-dd format
-e, --end TEXT End date in yyyy-mm-dd format
--strategy [rsi|smac|macd|emac|bbands|multi|custom]
rsi, smac, macd, emac, bbands, multi,
custom. Choose one.
-u, --upper FLOAT Only when strategy is "custom". We buy the
security when the predicted next day return
is > +{upper} %
-l, --lower FLOAT Only when strategy is "custom". We sell the
security when the predicted next day return
is < -{lower} %
--help Show this message and exit.
- Create forecast strategies and verify them
$ nseta forecast-strategy -S bandhanbnk -s 2019-01-01 -e 2020-09-30 --upper 1.5 --lower 1.5
Initial log joint probability = -6.20343
Iter log prob ||dx|| ||grad|| alpha alpha0 # evals Notes
99 930.108 0.0162936 321.927 1 1 117
Iter log prob ||dx|| ||grad|| alpha alpha0 # evals Notes
199 959.793 0.0202279 367.334 10 1 235
Iter log prob ||dx|| ||grad|| alpha alpha0 # evals Notes
201 959.932 0.000323678 119.582 8.93e-07 0.001 274 LS failed, Hessian reset
299 966.946 0.00436297 112.347 0.8895 0.8895 391
Iter log prob ||dx|| ||grad|| alpha alpha0 # evals Notes
313 969.159 0.000423916 207.361 9.919e-07 0.001 450 LS failed, Hessian reset
399 974.294 0.000208377 85.133 0.5089 0.5089 552
Iter log prob ||dx|| ||grad|| alpha alpha0 # evals Notes
487 980.981 0.000350673 190.2 2.604e-06 0.001 700 LS failed, Hessian reset
499 981.522 0.000224398 86.8409 0.8047 0.8047 713
Iter log prob ||dx|| ||grad|| alpha alpha0 # evals Notes
595 982.077 0.00011557 96.0631 1.437e-06 0.001 871 LS failed, Hessian reset
599 982.082 4.96415e-05 69.7541 0.5502 1 876
Iter log prob ||dx|| ||grad|| alpha alpha0 # evals Notes
643 982.086 5.63279e-06 71.6814 6.367e-08 0.001 975 LS failed, Hessian reset
663 982.086 7.38231e-09 89.4916 0.07783 0.07783 1004
Optimization terminated normally:
Convergence detected: absolute parameter change was below tolerance
Starting Portfolio Value: 100000.00
===Global level arguments===
init_cash : 100000
buy_prop : 1
sell_prop : 1
commission : 0.0075
===Strategy level arguments===
Upper limit: 1.5
Lower limit: -1.5
2019-01-02, BUY CREATE, 552.15
2019-01-02, Cash: 100000.0
2019-01-02, Price: 552.15
2019-01-02, Buy prop size: 179
2019-01-02, Afforded size: 179
2019-01-02, Final size: 179
2019-01-03, BUY EXECUTED, Price: 552.15, Cost: 98834.85, Comm: 741.26, Size: 179.00
2019-01-11, SELL CREATE, 443.20
2019-01-14, SELL EXECUTED, Price: 443.20, Cost: 98834.85, Comm: 595.00, Size: -179.00
2019-01-14, OPERATION PROFIT, GROSS: -19502.05, NET: -20838.31
2019-02-06, BUY CREATE, 440.40
2019-02-06, Cash: 79161.692625
2019-02-06, Price: 440.4
2019-02-06, Buy prop size: 178
2019-02-06, Afforded size: 178
2019-02-06, Final size: 178
2019-02-07, BUY EXECUTED, Price: 440.40, Cost: 78391.20, Comm: 587.93, Size: 178.00
2019-03-01, SELL CREATE, 486.50
2019-03-05, SELL EXECUTED, Price: 486.50, Cost: 78391.20, Comm: 649.48, Size: -178.00
2019-03-05, OPERATION PROFIT, GROSS: 8205.80, NET: 6968.39
2019-04-05, BUY CREATE, 548.15
2019-04-05, Cash: 86130.08112500001
2019-04-05, Price: 548.15
2019-04-05, Buy prop size: 155
2019-04-05, Afforded size: 155
2019-04-05, Final size: 155
2019-04-08, BUY EXECUTED, Price: 548.15, Cost: 84963.25, Comm: 637.22, Size: 155.00
2019-07-12, SELL CREATE, 549.40
2019-07-15, SELL EXECUTED, Price: 549.40, Cost: 84963.25, Comm: 638.68, Size: -155.00
2019-07-15, OPERATION PROFIT, GROSS: 193.75, NET: -1082.15
2019-10-01, BUY CREATE, 470.35
2019-10-01, Cash: 85047.92925
2019-10-01, Price: 470.35
2019-10-01, Buy prop size: 179
2019-10-01, Afforded size: 179
2019-10-01, Final size: 179
2019-10-03, BUY EXECUTED, Price: 470.35, Cost: 84192.65, Comm: 631.44, Size: 179.00
2019-10-25, SELL CREATE, 592.15
2019-10-27, SELL EXECUTED, Price: 592.15, Cost: 84192.65, Comm: 794.96, Size: -179.00
2019-10-27, OPERATION PROFIT, GROSS: 21802.20, NET: 20375.79
2020-01-31, BUY CREATE, 450.35
2020-01-31, Cash: 105423.723
2020-01-31, Price: 450.35
2020-01-31, Buy prop size: 232
2020-01-31, Afforded size: 232
2020-01-31, Final size: 232
2020-02-01, BUY EXECUTED, Price: 450.35, Cost: 104481.20, Comm: 783.61, Size: 232.00
2020-02-01, SELL CREATE, 438.00
2020-02-03, SELL EXECUTED, Price: 438.00, Cost: 104481.20, Comm: 762.12, Size: -232.00
2020-02-03, OPERATION PROFIT, GROSS: -2865.20, NET: -4410.93
2020-04-01, BUY CREATE, 194.90
2020-04-01, Cash: 101012.794
2020-04-01, Price: 194.9
2020-04-01, Buy prop size: 513
2020-04-01, Afforded size: 513
2020-04-01, Final size: 513
2020-04-03, BUY EXECUTED, Price: 194.90, Cost: 99983.70, Comm: 749.88, Size: 513.00
2020-04-03, SELL CREATE, 167.25
2020-04-07, SELL EXECUTED, Price: 167.25, Cost: 99983.70, Comm: 643.49, Size: -513.00
2020-04-07, OPERATION PROFIT, GROSS: -14184.45, NET: -15577.82
2020-04-08, BUY CREATE, 193.75
2020-04-08, Cash: 85434.971875
2020-04-08, Price: 193.75
2020-04-08, Buy prop size: 437
2020-04-08, Afforded size: 437
2020-04-08, Final size: 437
2020-04-09, BUY EXECUTED, Price: 193.75, Cost: 84668.75, Comm: 635.02, Size: 437.00
2020-05-08, SELL CREATE, 239.85
2020-05-11, SELL EXECUTED, Price: 239.85, Cost: 84668.75, Comm: 786.11, Size: -437.00
2020-05-11, OPERATION PROFIT, GROSS: 20145.70, NET: 18724.58
2020-05-13, BUY CREATE, 252.20
2020-05-13, Cash: 104159.547875
2020-05-13, Price: 252.2
2020-05-13, Buy prop size: 409
2020-05-13, Afforded size: 409
2020-05-13, Final size: 409
2020-05-14, BUY EXECUTED, Price: 252.20, Cost: 103149.80, Comm: 773.62, Size: 409.00
2020-05-20, BUY CREATE, 222.10
2020-05-20, Cash: 236.12437500001556
2020-05-20, Price: 222.1
2020-05-20, Buy prop size: 1
2020-05-20, Afforded size: 1
2020-05-20, Final size: 1
2020-05-21, BUY EXECUTED, Price: 222.10, Cost: 222.10, Comm: 1.67, Size: 1.00
2020-07-10, SELL CREATE, 370.10
2020-07-13, SELL EXECUTED, Price: 370.10, Cost: 103371.90, Comm: 1138.06, Size: -410.00
2020-07-13, OPERATION PROFIT, GROSS: 48369.10, NET: 46455.75
2020-08-26, BUY CREATE, 298.05
2020-08-26, Cash: 150615.30112500003
2020-08-26, Price: 298.05
2020-08-26, Buy prop size: 501
2020-08-26, Afforded size: 501
2020-08-26, Final size: 501
2020-08-27, BUY EXECUTED, Price: 298.05, Cost: 149323.05, Comm: 1119.92, Size: 501.00
Final Portfolio Value: 137220.87825000004
Final PnL: 37220.88
==================================================
Number of strat runs: 1
Number of strats per run: 1
Strat names: ['custom']
**************************************************
--------------------------------------------------
{'init_cash': 100000, 'buy_prop': 1, 'sell_prop': 1, 'commission': 0.0075, 'execution_type': 'close', 'channel': None, 'symbol': None, 'upper_limit': 1.5, 'lower_limit': -1.5, 'custom_column': 'custom'}
OrderedDict([('rtot', 0.3164216915602497), ('ravg', 0.0007307660313169739), ('rnorm', 0.2021997935449528), ('rnorm100', 20.21997935449528)])
OrderedDict([('sharperatio', 1.3576522240477626)])
Time used (seconds): 0.1845560073852539
Optimal parameters: {'init_cash': 100000, 'buy_prop': 1, 'sell_prop': 1, 'commission': 0.0075, 'execution_type': 'close', 'channel': None, 'symbol': None, 'upper_limit': 1.5, 'lower_limit': -1.5, 'custom_column': 'custom'}
Optimal metrics: {'rtot': 0.3164216915602497, 'ravg': 0.0007307660313169739, 'rnorm': 0.2021997935449528, 'rnorm100': 20.21997935449528, 'sharperatio': 1.3576522240477626, 'pnl': 37220.88, 'final_value': 137220.87825000004}
init_cash final_value pnl
0 100000 137220.87825 37220.88
- Get live quotes for a security
nseta live-quote
Please provide security/index code
Usage: [OPTIONS]
Get live price quote of a security along with other (Optional) parameters
Options:
-S, --symbol TEXT Security code
--series TEXT Default series - EQ (Equity) (Optional)
-g, --general Get the general (Name, ISIN) details also (Optional)
-o, --ohlc Get the OHLC values also (Optional)
-w, --wk52 Get the 52 week high/low values also (Optional)
-v, --volume Get the traded volume details also (Optional)
-b, --orderbook Get the current bid/offer details also (Optional)
-p, --plot Plot the "Close" values (Optional)
-r, --background Keep running the process in the background (Optional)
--help Show this message and exit.
- Get live quotes with multiple options along with intraday history
nseta live-quote -S bandhanbnk -gowvb
------------------------------------------
Name | Bandhan Bank Limited
ISIN | INE545U01014
Last Updated | 29-DEC-2020 16:00:00
Prev Close | 406.15
Last Trade Price | 413.50
Change | 7.35
% Change | 1.81
Avg. Price | 414.43
Upper Band | 437.95
Lower Band | 358.35
Open | 408.00
High | 419.25
Low | 407.45
Close | 413.20
52 Wk High | 526.00
52 Wk Low | 152.20
Quantity Traded | 82,37,480
Total Traded Volume | 82,37,480
Total Traded Value | 34,138.59
Delivery Volume | 17,43,202
% Delivery | 21.16
Bid Price Offer Quantity Offer Price
Bid Quantity
2,981 302.80 472 302.90
200 302.70 1,739 302.95
391 302.65 13,936 303.00
4,368 302.60 3,471 303.05
5,469 302.55 767 303.10
- Scan live quotes of securities
nseta scan -S HDFC,ABB
Updated Symbol Close LTP
30-DEC-2020 16:00:00 HDFC 2,518.95 2,521.70
30-DEC-2020 16:00:00 ABB 1,203.05 1,205.30
- Scan live quotes of a bunch of securities listed in a resource file(stocks.py)
nseta scan -l
Updated Symbol Close LTP
30-DEC-2020 16:00:00 ABB 1,203.05 1,205.30
30-DEC-2020 16:00:00 ACC 1,616.75 1,651.00
30-DEC-2020 16:00:00 ADANIENT 489.20 480.00
30-DEC-2020 16:00:00 APOLLOTYRE 180.75 180.05
30-DEC-2020 16:00:00 ASHOKA 90.85 90.05
30-DEC-2020 16:00:00 ASHOKLEY 95.00 94.80
30-DEC-2020 16:00:00 AMBUJACEM 244.40 252.50
30-DEC-2020 16:00:00 ARVIND 45.60 46.85
30-DEC-2020 16:00:00 ASIANPAINT 2,696.80 2,735.30
30-DEC-2020 16:00:00 ATUL 6,389.55 6,500.00
30-DEC-2020 16:00:00 AUROPHARMA 905.05 907.85
30-DEC-2020 16:00:00 AXISBANK 630.20 623.60
30-DEC-2020 16:00:00 BAJFINANCE 5,200.50 5,335.00
30-DEC-2020 16:00:00 BANDHANBNK 413.20 406.50
30-DEC-2020 16:00:00 BANKINDIA 49.40 49.15
30-DEC-2020 16:00:00 BANKBARODA 62.35 62.05
30-DEC-2020 16:00:00 BATAINDIA 1,584.40 1,581.70
30-DEC-2020 16:00:00 BEL 114.75 114.70
30-DEC-2020 16:00:00 BEML 993.90 964.10
30-DEC-2020 16:00:00 BERGEPAINT 744.05 753.10
30-DEC-2020 16:00:00 BHARATFORG 523.45 516.30
30-DEC-2020 16:00:00 BHEL 35.40 35.30
30-DEC-2020 16:00:00 BOMDYEING 74.85 76.85
30-DEC-2020 16:00:00 BPCL 381.50 382.00
30-DEC-2020 16:00:00 BRITANNIA 3,593.30 3,588.65
30-DEC-2020 16:00:00 CADILAHC 479.35 479.80
30-DEC-2020 16:00:00 CASTROLIND 121.95 123.55
30-DEC-2020 16:00:00 CENTURYTEX 396.25 394.50
30-DEC-2020 16:00:00 CHAMBLFERT 235.90 231.80
30-DEC-2020 16:00:00 CIPLA 827.95 823.40
30-DEC-2020 16:00:00 CROMPTON 369.15 370.15
30-DEC-2020 16:00:00 CUMMINSIND 569.00 572.00
30-DEC-2020 16:00:00 DABUR 528.95 538.60
30-DEC-2020 16:00:00 DCBBANK 117.90 120.10
30-DEC-2020 16:00:00 DLF 231.45 235.30
30-DEC-2020 16:00:00 DRREDDY 5,165.60 5,165.00
30-DEC-2020 16:00:00 EICHERMOT 2,460.55 2,521.00
30-DEC-2020 16:00:00 ESCORTS 1,268.90 1,261.25
30-DEC-2020 16:00:00 EVEREADY 204.95 208.70
30-DEC-2020 16:00:00 EXIDEIND 191.35 192.50
30-DEC-2020 16:00:00 FCL 66.05 63.75
30-DEC-2020 16:00:00 FEDERALBNK 67.40 67.00
30-DEC-2020 16:00:00 FORTIS 156.30 154.90
30-DEC-2020 16:00:00 FSL 104.00 98.80
30-DEC-2020 16:00:00 GAIL 123.75 122.90
30-DEC-2020 16:00:00 GLAND 2,348.60 2,351.00
30-DEC-2020 16:00:00 GLENMARK 497.90 496.50
30-DEC-2020 16:00:00 GMRINFRA 26.40 27.30
30-DEC-2020 16:00:00 GODREJCP 741.15 750.00
30-DEC-2020 16:00:00 GODREJIND 431.10 423.90
30-DEC-2020 16:00:00 GODREJPROP 1,405.05 1,390.20
30-DEC-2020 16:00:00 GOODYEAR 969.80 958.20
30-DEC-2020 16:00:00 HAL 836.30 830.00
30-DEC-2020 16:00:00 HCLTECH 935.90 941.15
30-DEC-2020 16:00:00 HDFC 2,518.95 2,521.70
30-DEC-2020 16:00:00 HDFCBANK 1,427.20 1,432.05
Signals and Scanners
Scanners
-
When RSI(14) > 75
-
When RSI(14) < 25
-
When LTP > SMA(10)
-
When LTP < SMA(10)
-
When LTP > EMA(9)
-
When LTP < SMA(9)
-
When LTP < lower BBand
-
When LTP > higher BBand
-
Scanning options
nseta scan --help
Usage: nseta scan [OPTIONS]
Scan live and intraday for prices and signals.
Options:
-S, --stocks TEXT Comma separated security codes(Optional.
When skipped, all stocks configured in
stocks.py will be scanned.)
-l, --live Scans (every min.) the live-quote and lists
those that meet the signal criteria. Works
best with --background.
-i, --intraday Scans (every 10 sec) the intraday price
history and lists those that meet the signal
criteria
-s, --swing Scans (every 10 sec) the past 365 days price
history and lists those that meet the signal
criteria
-t, --indicator [rsi|sma10|sma50|ema|macd|bbands|all]
rsi, sma10, sma50, ema, macd, bbands, all.
Choose one.
-r, --background Keep running the process in the background
(Optional)
--help Show this message and exit.
For example:
- Scanning based on Bollinger bands
nseta scan -i -t bbands
INFO - tiscanner.py(scan_intraday - 123)
This run of intraday scan took 10.7 sec
INFO - livecli.py(scan_intraday_results - 150)
Saved to: Scan_Results.csv
Saved to: Scan_Results.csv
INFO - livecli.py(scan_intraday_results - 155)
We recommend taking the following BUY/SELL positions immediately for day trading. Intraday Signals:
Date Symbol BBands-U BBands-L LTP Signal
2021-01-04 14:30:04 ASHOKA 93.434693 93.170307 93.40 (SELL) [LTP ~ BBands-U]
2021-01-04 14:30:00 BANKINDIA 50.440129 50.294871 50.40 (SELL) [LTP ~ BBands-U]
2021-01-04 14:30:01 BHEL 40.154087 39.935913 40.10 (SELL) [LTP ~ BBands-U]
2021-01-04 14:30:00 JINDALSTEL 284.777021 282.052979 284.80 (SELL) [LTP > BBands-U]
2021-01-04 14:30:00 NTPC 99.039443 98.860557 99.00 (SELL) [LTP ~ BBands-U]
2021-01-04 14:30:00 SAIL 77.886024 77.103976 77.85 (SELL) [LTP ~ BBands-U]
2021-01-04 14:30:00 ULTRACEMCO 5313.098214 5301.341786 5313.15 (SELL) [LTP > BBands-U]
Signals
- SELL : When RSI(14) > 75
- BUY : When RSI(14) < 25
- BUY : When LTP > SMA(10) and SMA(10) is upstrending
- SELL : When LTP < SMA(10) and SMA(10) is downtrending
- BUY : When LTP > EMA(9) and EMA(9) is upstrending
- SELL : When LTP < EMA(9) and EMA(9) is downtrending
- BUY : When LTP < lower BBand
- SELL : When LTP > higher BBand
Submit patches
If you have fixed an issue or added a new feature, please fork this repository, make your changes and submit a pull request. Here's good article on how to do this.
License
Inspirations (Thank you so much!)
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